Results 51 to 60 of about 241,709 (291)
Topological Properties of International Commodity Market: How Uncertainty Affects the Linkages?
Agribusiness, EarlyView.ABSTRACT The study aims to explore the network topology of the international commodity market by examining the interconnections among 21 commodity futures across various categories, including energy, precious and industrial metals, and agriculture. We analyze the market structure of these commodity futures under both low and high uncertainty conditions
Ibrahim Yagli, Bayram Deviren
wiley +1 more source
Financialisation of commodities – Empirical evidence from the Indian financial market
IIMB Management Review, 2021 Financialisation of commodities commenced from the year 2009 with massive inflows of institutional investment. There is mixed evidence as to whether this financialisation of commodities has led to increase in price volatility of the commodities.
Salim Shamsher
doaj +1 more source
Volatility Spillovers Arising from the Financialization of Commodities [PDF]
SSRN Electronic Journal, 2018 This paper examines whether the proliferation of new index products, such as commodity-tracking exchange-traded funds (ETFs), amplified the volatility transmission channel introduced by financialization. This paper focuses on the volatility spillover effects among crude oil, metals, agriculture, and non-energy commodity markets.
Chan, Wing Hong +2 more
openaire +2 more sources
Commodity and Equity Markets: Volatility and Return Spillovers
Commodities, 2022 The present paper provides an empirical analysis of the relationship between shocks to commodity markets and stock markets. By employing a total volatility connectedness measure, we study the relationship between shocks to oil, gold, copper, and agricultural commodity markets and emerging and developed stock markets.
Carlos Pinho, Isabel Maldonado
openaire +2 more sources
Return and Volatility Spillovers Among Major Cotton Markets
Agribusiness, EarlyView.ABSTRACT This study explores return and volatility transmission among major cotton markets. Several events have disrupted cotton supply and demand in recent years, leading to heightened price volatility and significant shifts in market interconnections.
Susmitha Kalli +3 more
wiley +1 more source
Analyzing and Forecasting Volatility Spillovers and Asymmetries in Major Crude Oil Spot, Forward and Futures Markets [PDF]
Crude oil price volatility has been analyzed extensively for organized spot, forward and futures markets for well over a decade, and is crucial for forecasting volatility and Value-at-Risk (VaR).
Chang, C., McAleer, M.J., Tansuchat, R.
core +4 more sources
EconomiesThis study examines whether endogenous inter-firm volatility spillovers amplify industry risk in China’s new energy sector. It constructs a leave-one-out industry index under a market–industry two-factor framework, extracts residual stock returns, and ...
Chengyao Xie +3 more
doaj +1 more source
Agribusiness, EarlyView.ABSTRACT Innovation is essential for competitiveness in agribusiness facing dynamic environments. This study examines how market orientation, marketing, relational, and social capabilities influence innovation performance. Using data from 751 Spanish firms and a multi‐method approach that integrates Structural Equation Modeling (PLS‐SEM), Necessary ...
Beatriz Corchuelo Martínez‐Azúa +1 more
wiley +1 more source
Cost Pass‐Through in Crisis: Evidence From the German Malt‐Beer Supply Chain
Agribusiness, EarlyView.Abstract Global agri‐food supply chains are increasingly exposed to geopolitical shocks, climate volatility, and market consolidation, factors that disrupt traditional price relationships and reshape market power dynamics. Nowhere is this more visible than in the brewing sector, where agricultural raw materials meet complex industrial processing and ...
Nikolas Bublik, Lukáš Čechura
wiley +1 more source
Intra- and Inter-regional Return and Volatility Spillovers across Emerging and Developed Markets: Evidence from Stock Indices and Stock Index Futures [PDF]
, 2016 We provide empirical evidence on the patterns of intra- and inter-regional transmission of information across 10 developed and 11 emerging markets in Asia, the Americas, Europe and Africa using both stock indices and stock index futures.
Larisa Yarovaya (16655469) +8 more
core +1 more source