Relevant bibliographies by topics / Commodity markets

Contents

  1. Journal articles
  2. Dissertations / Theses
  3. Books
  4. Book chapters
  5. Conference papers
  6. Reports

Academic literature on the topic 'Commodity markets'

Author: Grafiati
Published: 4 June 2021
Last updated: 29 January 2023

Create a spot-on reference in APA, MLA, Chicago, Harvard, and other styles

Select a source type:

Consult the lists of relevant articles, books, theses, conference reports, and other scholarly sources on the topic 'Commodity markets.'

Next to every source in the list of references, there is an 'Add to bibliography' button. Press on it, and we will generate automatically the bibliographic reference to the chosen work in the citation style you need: APA, MLA, Harvard, Chicago, Vancouver, etc.

You can also download the full text of the academic publication as pdf and read online its abstract whenever available in the metadata.

Journal articles on the topic "Commodity markets"

1

Bhagwat, Shree, and Angad Singh Maravi. "THE ROLE OF FORWARD MARKETS COMMISSION IN INDIAN COMMODITY MARKETS." International Journal of Research -GRANTHAALAYAH 3, no. 11 (November 30, 2015): 87–105. http://dx.doi.org/10.29121/granthaalayah.v3.i11.2015.2919.

Full text
Abstract:
This paper examines the role of Forward Markets Commission (FMC) in Indian Commodity Markets. The Results show important developments of Forward Markets Commission. Commodity futures and derivatives have a crucial role to play in the price risk management process, especially in agriculture sector. The significance of commodity derivatives has increased in the current scenario. India has long history of trade in commodity derivatives. Organized commodity derivatives in India started as early as 1875, barely about a decade after they started in Chicago. Since 2003, when commodity futures’ trading was permitted, commodity futures market in India has experienced an unprecedented boom in terms of the number of modern exchanges, number of commodities allowed for derivatives trading as well as the value of futures trading in commodities. There are 6 national and 16 regional commodity exchanges recognized and regulated by the FMC. Different types of commodities such as agricultural; bullion, plantation, energy etc. is traded on commodity exchanges in the country. So considering these points an attempt has been made to know the regulatory framework of commodity futures and derivatives market in India and various developments in Indian commodity market and commodity exchanges. This study is an attempt to investigate the performance of Forward Markets Commission in India and its role in Indian commodity market.
APA, Harvard, Vancouver, ISO, and other styles
2

Plantier, L. Christopher. "Commodity Markets and Commodity Mutual Funds." Business Economics 48, no. 4 (October 2013): 231–45. http://dx.doi.org/10.1057/be.2013.29.

Full text
APA, Harvard, Vancouver, ISO, and other styles
3

Kumar, Brajesh, and Ajay Pandey. "Market efficiency in Indian commodity futures markets." Journal of Indian Business Research 5, no. 2 (May 31, 2013): 101–21. http://dx.doi.org/10.1108/17554191311320773.

Full text
APA, Harvard, Vancouver, ISO, and other styles
4

Liu, Qingfu, Qian Luo, Yiuman Tse, and Yuchi Xie. "The market quality of commodity futures markets." Journal of Futures Markets 40, no. 11 (April 8, 2020): 1751–66. http://dx.doi.org/10.1002/fut.22115.

Full text
APA, Harvard, Vancouver, ISO, and other styles
5

Agnihotri, Shalini, and Kanishk Chauhan. "Modeling tail risk in Indian commodity markets using conditional EVT-VaR and their relation to the stock market." Investment Management and Financial Innovations 19, no. 3 (July 7, 2022): 1–12. http://dx.doi.org/10.21511/imfi.19(3).2022.01.

Full text
Abstract:
Investment in commodity markets in India accelerated after 2007; this was accompanied by large price variability, hence, it becomes imperative to measure commodity price risk precisely. It becomes equally important to study the relationship between commodity price variability and the stock market. Hence, this study aims to calculate the tail risk of highly traded Indian commodity futures returns using the conditional EVT-VaR method for risk measurement. Secondly, the linkage between commodity markets and the stock market is also studied using the Delta CoVaR method. Results highlight the following points. There is risk transfer from the extreme increase/decrease in crude oil futures returns to the Nifty Index returns. Both extreme price increase or decrease of crude oil futures driven either by financial or a combination of financial and economic shocks affect the stock market. Zinc and Natural gas futures are not linked to the stock market, which means they can be useful in portfolio diversification. The findings suggest that, in Indian commodity markets, EVT-VaR is a useful tool for measuring risk. Only Crude oil futures shocks affect the stock market, and extreme integration between them becomes more prominent when oil shocks are driven by financial factors. Commodities other than Crude oil are not integrated with stock markets in India.
APA, Harvard, Vancouver, ISO, and other styles
6

Dubey, Priti, and Rishika Shankar. "Determinants of the Commodity Futures Market Performance: An Indian Perspective." South Asia Economic Journal 21, no. 2 (September 2020): 239–57. http://dx.doi.org/10.1177/1391561420970837.

Full text
Abstract:
This article aims to find out interlinkages between equity and commodity markets through the channel of investors’ outlook in the equity market. The proxies used for gauging perception of investors are investor sentiment index and Advance–Decline ratio. The study also incorporates the introduction of Commodity Transaction Tax (CTT) and occurrence of National Spot Exchange Limited (NSEL) scam in the year 2013. Additionally, returns in commodity market are examined to be a function of equity returns. The empirical findings suggest that the liquidity of commodity futures is inversely related to investor sentiments in equity market, and commodity returns are also negatively related to equity returns. Therefore, equity and commodity markets are inversely related, as liquidity in both the markets reacts to the investor sentiments; contrarily, commodity returns experience a significantly negative impact from equity returns. Additionally, the results also provide evidence that investor sentiment in equity possesses the ability to predict liquidity in the commodity futures market. The study also suggests that the CTT and NSEL scam have significantly and positively affected the liquidity of the Indian commodity market.
APA, Harvard, Vancouver, ISO, and other styles
7

Trabelsi, Jamel, Mohamed Mehdi Jelassi, and Gaye Del Lo. "A Volatility Analysis of Agricultural Commodity and Crude Oil Global Markets." Applied Economics and Finance 4, no. 2 (January 23, 2017): 129. http://dx.doi.org/10.11114/aef.v4i2.2086.

Full text
Abstract:
The purpose of this study is to provide insights on volatility features of major agricultural commodity global markets. In order to achieve this, we estimate the volatility in the global markets of crude oil and four main agricultural commodities, namely rice, wheat, cotton and coffee over the period 1980:2014. We also investigate the nexus between the volatilities in these global markets. More precisely, we first model the volatility of agricultural commodity and crude oil markets based on the GARCH methodology. Second, we assess the risk in these global markets by the Value-at-Risk technique. Finally, we evaluate the co-movements between returns in agricultural commodity and crude oil markets by the copula methodology. Our empirical findings reveal that, unlike in the financial market, upside shocks in the agricultural market tend to increase volatility more than downside shocks do. In addition to that, risk in global agricultural commodity markets turned out to be high and little evidence in favor of interdependence between these markets is found. Moreover, the co-movement between agricultural commodity market risk and oil prices is detected for recent years only and little evidence is found for the whole sample period.
APA, Harvard, Vancouver, ISO, and other styles
8

Xie, Shouhong, and Hanbing Li. "Research on the Spatial Agglomeration of Commodity Trading Markets and Its Influencing Factors in China." Sustainability 14, no. 15 (August 3, 2022): 9534. http://dx.doi.org/10.3390/su14159534.

Full text
Abstract:
Spatial agglomeration, as a phenomenon of commodity trading markets, reflects regional economic development in China. This study explores the spatial agglomeration of commodity trading markets and analyzes its influencing factors. Based on the panel data of 30 provinces in China from 2010 to 2019, this article first calculated the location quotient of the transaction volume of commodity trading markets and analyzed their temporal and spatial trends. Finally, a spatial econometric model was used to conduct an empirical examination of the influencing factors determining the spatial agglomeration of commodity trading markets. The results show that the agglomeration pattern of China’s commodity trading markets has changed significantly from 2010 to 2019. In terms of geographic variations, we discovered that the eastern region has a higher degree of commodity trading market concentration than the central and western regions. In terms of influencing factors, this study found that the level of economic development, the degree of openness, and the development of private industrial enterprises still positively affect the spatial agglomeration of commodity trading markets. However, the level of social consumption has no significant impact. Based on these findings, this article puts forward relevant policy recommendations to promote the further development of China’s commodity exchange market.
APA, Harvard, Vancouver, ISO, and other styles
9

NASTASI, EMANUELE, ANDREA PALLAVICINI, and GIULIO SARTORELLI. "SMILE MODELING IN COMMODITY MARKETS." International Journal of Theoretical and Applied Finance 23, no. 03 (May 2020): 2050019. http://dx.doi.org/10.1142/s0219024920500193.

Full text
Abstract:
We present a stochastic local volatility model for derivative contracts on commodity futures able to describe forward curve and smile dynamics with a fast calibration to liquid market quotes. A parsimonious parametrization is introduced to deal with the limited number of options quoted in the market. Cleared commodity markets for futures and options are analyzed to include in the pricing framework-specific trading clauses and margining procedures. Numerical examples for calibration and pricing are provided for different commodity products.
APA, Harvard, Vancouver, ISO, and other styles
10

Thorenz, Andrea, Axel Tuma, and Andreas Rathgeber. "Commodity Markets und Ressourcenmanagement." Die Unternehmung 76, no. 2 (2022): 139–42. http://dx.doi.org/10.5771/0042-059x-2022-2-139.

Full text
APA, Harvard, Vancouver, ISO, and other styles
More sources

Dissertations / Theses on the topic "Commodity markets"

1

Natanelov, Valeri. "Commodity futures markets: dynamic interrelationships between financial asset markets, energy markets and traditional agricultural commodity markets." Thesis, Ghent University, 2014. https://eprints.qut.edu.au/129692/1/129692.pdf.

Full text
Abstract:
This doctoral thesis discerns the complicated dynamic interrelationships between financial asset markets, energy markets and traditional agricultural commodity markets. Recently, various factors have dramatically changed the economic relationships between these important markets which contributed to greater price volatility and complex price transmissions across these markets. Via the use of cointegration methodologies on stock and futures markets four price relationships have been scrutinized with respect to agricultural commodities and crude oil markets; crude oil and BRIC stock markets; crude oil, corn and ethanol markets; and Indian government sugar policy and global sugar and commodity futures indices. Crude oil futures are shown to be affecting mature commodity futures markets. Recently, policies encouraging biofuel production have changed the mechanisms of influence of crude oil futures prices on several agricultural commodity markets. It has been shown that co-movement is a dynamic concept and that some economic and policy development may change the relationship between commodities. Specifically, biofuel policy buffers the co-movement of crude oil and corn futures until the crude oil prices surpass a certain threshold. Consequently, the impact of crude oil price movements on heterogeneous BRIC economies is analyzed. Crude oil futures prices are found to have an impact on markets in two distinct manners. The first being the traditional impact of energy, being one of the main production factors, on the economies. In parallel, the information component of crude oil futures price fluctuations has an additional impact on the markets. In case of the complex relationships between crude oil, corn and ethanol futures markets, a strong relationship between crude oil and corn markets on one side, and crude oil and ethanol on the other has been found. In addition, corn futures market became more sensitive to volatility due to ethanol demand-sinks. Overall, the markets exhibit great dependency on information shifts. Consequent analysis of the Indian and global sugar and commodity indices futures offers additional insight on the bigger picture. The heterogeneous and complex Indian sugar policies, in combination of limited access and knowledge of futures markets, cause decoupling between the Indian sugar futures prices and the regional prices. Indian sugar futures markets are led by the information from global commodity markets. This division in price formation of Indian regional (spot) sugar markets and the futures markets indicates a distinct difference in the underlying price formation process. The main contributions of this research are: (i) novel use of threshold cointegration techniques to model policy interventions; (ii) inductive analytic design incorporates policy and regime changes that could affect price transmission; (iii) policy price interventions cause impaired functioning of the futures markets, and; (iv) agricultural commodities and commodity markets in general are more than ever responsive to information flows and experience price and volatility spillover effects among themselves. Finally, it is hinted to reconsider futures markets theory, from the perspective that the decision-making process in futures markets is based on a priori situation or information.
APA, Harvard, Vancouver, ISO, and other styles
2

Koettering, Andreas Hermann. "Futures trading on commodity markets." Thesis, University of Oxford, 1990. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.306271.

Full text
APA, Harvard, Vancouver, ISO, and other styles
3

Ganepola, Chanaka N. "Three essays on commodity markets." Thesis, University of Manchester, 2018. https://www.research.manchester.ac.uk/portal/en/theses/three-essays-on-commodity-markets(0769e13c-59d8-46fb-a196-1ec9a7c18883).html.

Full text
Abstract:
This thesis consists of three papers that analyze the effects of crude oil prices on macroeconomic variables, stock markets, and the behavior of hedgers and speculators when they trade illiquid commodities. The first paper examines the impact of oil price shocks on selected macroeconomic variables. This study is conducted across a sample of twelve countries that include developed countries, developing countries, oil producing countries and oil importing countries. Further, the study focuses on the behavior of oil production and oil imports/exports following these oil price shocks. Our findings suggest that macroeconomic variables of oil producing countries are more resilient to oil supply shocks compared to countries that largely depend on oil imports. The stimulus on industrial production following aggregate demand shocks of countries that are less dependent on imported crude oil decays rapidly, in comparison to the stimulus on industrial production of countries that are largely dependent on imported crude oil. The second paper analyses the impact of oil prices on stock market returns. This study uses present value models to survey the effects of oil prices on stock returns through cash flow and discount rate channels. This paper also looks into the effects of oil prices on cash flow and discount rate betas of the stock market and seventeen industries. We find that using oil market associated variables in the absence of a price-based variable may lead to invalid VAR-based stock return news decomposition to cash flow and discount rate news components. We find evidence that oil market associated variables improve the predictability of real stock returns, especially the recent period of 2000:01-2015:12. These predictor variables also affect both market cash flow and discount rate betas as well as betas of industries such as oil, mining and utilities. The third paper examines the behavior of hedgers and speculators in commodities market when they trade illiquid commodities. This study also points out that using the Amihud measure (Amihud (2002)) as the measure of illiquidity in commodity market could be problematic due to its size bias. In order to handle this potential issue, we decompose the Amihud measure into turnover based Amihud measure and market size following Brennan, Huh and Subrahmanyam (2013). We find that speculators (hedgers) pay an additional premium to buy liquidity (insurance) in illiquid commodities. Further, the paper reports clear evidence of asymmetries of illiquidity effects in bullish and bearish market days.
APA, Harvard, Vancouver, ISO, and other styles
4

Isleimeyyeh, Mohammad. "Financialization of Commodity : the Role of Financial Investors in Commodity Markets." Thesis, Paris Sciences et Lettres (ComUE), 2017. http://www.theses.fr/2017PSLED068/document.

Full text
Abstract:
Cette thèse étudie le rôle joué par les investisseurs financiers sur les marchés des matières premières, connu sous le nom de financiarisation des matières premières. Elle est constituée d’une partie théorique et d’une autre empirique. Les recherches menées visent à étudier la participation des investisseurs, détenant des portefeuilles d’actions, aux marchés à terme de matières premières, pour des raisons de diversification. De plus, cette diversification peut être obtenue en investissant dans un panier de produits de base. Le premier chapitre analyse théoriquement l’interaction entre le marché des matières premières et celui des actions. Le deuxième chapitre étudie empiriquement l’impact du choix des investisseurs financiers sur la prime de risque des contrats à terme sur les matières premières. Il s’intéresse principalement à trois produits de base : pétrole brut (WTI), fioul pour chauffage et gaz naturel. Le troisième chapitre étudie théoriquement l’intégration de deux marchés de matières premières. Nous clarifions certaines considérations concernant l’effet de la financiarisation sur lesquelles la littérature existante reste hésitante. Nous démontrons le pouvoir d’influence qu’exercent les investisseurs sur le marché des matières premières. Toutefois, ceci dépend de la nature de la position de l’investisseur sur le marché à terme. De manière générale, la financiarisation entraîne la hausse des prix spot, des prix des contrats à terme et des niveaux des stocks. Nous montrons aussi que les investisseurs représentent un canal de transmission entre les marchés de matières premières. Leurs effets étendus se limitent à la corrélation croisée des marchés de matières premières. Enfin, nous montrons que les rendements des marchés d’actions sont devenus un déterminant de la prime de risque des contrats à terme après la crise financière de 2008. Cet effet des rendements des actions est indifférent entre les maturités courtes et longues
This dissertation studies the role of financial investors on commodity markets, which is referred as financialization of commodity. The content of the dissertation splits to theoretical and empirical work. The implemented researches are motivated by the participation of investors, who own stock portfolios, in commodity futures markets for diversification reasons. Furthermore, that diversification is likely achieved by investing in a basket of commodities. The first chapter investigates, theoretically, the interaction between commodity and stock markets. The second chapter studies, empirically, the impact of financial investors on the commodities futures risk premium. It focuses on studying three commodities: crude oil (WTI), heating oil and natural gas. The third chapter examines, theoretically, the integration between two commodity markets. We clarify the hesitating of the previous literature in finding evidences of the impact of financialization. We confirm the influential power of investment in commodity market. However, that depends on the financial investors positions taken in the futures market. Generally, financialization increases the spot prices, the futures prices and inventory levels. We find, also, that investors are a transmission channel between commodity markets. Their effects spread out restricted to the cross commodity markets correlation. Finally, stock market returns became effective determinant of the futures risk premium after 2008 financial crisis. Also, the effect of the stock returns indifferent between short and long maturities
APA, Harvard, Vancouver, ISO, and other styles
5

Bozovic, Milos. "Risks in Commodity and Currency Markets." Doctoral thesis, Universitat Pompeu Fabra, 2009. http://hdl.handle.net/10803/7388.

Full text
Abstract:
This thesis analyzes market risk factors in commodity and currency markets. It focuses on the impact of extreme events on the prices of financial products traded in these markets, and on the overall market risk faced by the investors. The first chapter develops a simple two-factor jump-diffusion model for valuation of contingent claims on commodities in order to investigate the pricing implications of shocks that are exogenous to this market. The second chapter analyzes the nature and pricing implications of the abrupt changes in exchange rates, as well as the ability of these changes to explain the shapes of option-implied volatility "smiles". Finally, the third chapter employs the notion that key results of the univariate extreme value theory can be applied separately to the principal components of ARMA-GARCH residuals of a multivariate return series. The proposed approach yields more precise Value at Risk forecasts than conventional multivariate methods, while maintaining the same efficiency.
El objetivo de esta tesis es analizar los factores del riesgo del mercado de las materias primas y las divisas. Está centrada en el impacto de los eventos extremos tanto en los precios de los productos financieros como en el riesgo total de mercado al cual se enfrentan los inversores. En el primer capítulo se introduce un modelo simple de difusión y saltos (jump-diffusion) con dos factores para la valuación de activos contingentes sobre las materias primas, con el objetivo de investigar las implicaciones de shocks en los precios que son exógenos a este mercado. En el segundo capítulo se analiza la naturaleza e implicaciones para la valuación de los saltos en los tipos de cambio, así como la capacidad de éstos para explicar las formas de sonrisa en la volatilidad implicada. Por último, en el tercer capítulo se utiliza la idea de que los resultados principales de la Teoria de Valores Extremos univariada se pueden aplicar por separado a los componentes principales de los residuos de un modelo ARMA-GARCH de series multivariadas de retorno. El enfoque propuesto produce pronósticos de Value at Risk más precisos que los convencionales métodos multivariados, manteniendo la misma eficiencia.
APA, Harvard, Vancouver, ISO, and other styles
6

Pradkhan, Elina. "Essays on bond and commodity markets." Doctoral thesis, Humboldt-Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät, 2016. http://dx.doi.org/10.18452/17542.

Full text
Abstract:
Die erste Studie analysiert den Einfluss von Gläubigerschutz auf die internationalen Anlageentscheidungen in Anleihemärkten. In den Ländern mit einem überdurchschnittlichen Gläubigerschutz wirkt ein verbesserter Gläubigerschutz im Heimatmarkt positiv auf die Nachfrage nach ausländischen Anleihen, reduziert jedoch den positiven Effekt des ausländischen Gläubigerschutzes auf die internationale Diversifikation. Die zweite Studie analysiert die Behavioral Finance Erklärungsansätze für Home Bias. Es wird gezeigt, dass Patriotismus und Intoleranz gegen Unsicherheit einen negativen Einfluss auf die internationale Diversifikation in Anleihemärkten haben. Die dritte Studie analysiert die Vorhersagekraft der Händlerpositionen auf die Renditen der Terminkontrakte für Agrarrohstoffe mittels Quantil-Regressionen. Dadurch können signifikante Granger-Kausalitäten zwischen Händlerpositionen und Renditen entdeckt werden, die nicht durch die traditionellen Granger-Kausalitätstests für den Mittelwert der Renditeverteilung aufgedeckt werden können. Die vierte Studie untersucht die kurz- und langfristigen Einflüsse der Spekulanten auf die Preisbildung in den Edelmetallterminmärkten. Es wird gezeigt, dass die kumulierten Änderungen in Händlerpositionen die Edelmetallterminpreise vorhersagen können. Die letzte Studie berücksichtigt die Nichtlinearitäten in der Vorhersagekraft der Handelsaktivität für Renditen in den Bullen- und Bärenmarktphasen der Edelmetallterminmärkte. Die Richtung der Granger-Kausalität zwischen Handelsaktivität und nachfolgenden Renditen ist oft asymmetrisch in den unterschiedlichen Marktphasen, was durch den unterschiedlichen Informationsgehalt der Transaktionen erklärt werden kann.
The first study analyzes the relationship between domestic creditor protection and foreign investment in bond markets. For the investing countries with relatively high levels of domestic creditor protection, a high level of domestic creditor protection is associated with a higher international diversification in bond portfolios and reduces the sensitivity of foreign investment to the foreign creditor protection. The second study explores the behavioral determinants of home bias in debt markets. It shows that patriotism and uncertainty avoidance reduce international diversification. The third paper analyzes the relationship between financial activity and returns in twelve agricultural futures markets based on quantile regressions. Quantile regressions detect significant Granger-causal effects from trader positions to returns that would not have been unveiled while using the traditional "Granger causality in mean" approach. The fourth essay investigates long- and short-term effects of speculative activity on the price mechanism in precious metals futures markets and shows that accumulated changes in positions of speculators have the potential to forecast returns. The last study accounts for non-linearity in the predictive power of trading activity for precious metals futures returns in bull and bear market states. The direction of Granger causality from trading activity to subsequent returns is often asymmetric across bull and bear markets, which may be explained by the different informational content of trades.
APA, Harvard, Vancouver, ISO, and other styles
7

Wang, Dong. "Essays on the chinese commodity futures markets." Thesis, University of Essex, 2009. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.510502.

Full text
APA, Harvard, Vancouver, ISO, and other styles
8

Helfrich, Devin B. "Price distortions in the commodity futures markets." Thesis, Massachusetts Institute of Technology, 2012. http://hdl.handle.net/1721.1/78485.

Full text
Abstract:
Thesis (S.M. in Technology and Policy)--Massachusetts Institute of Technology, Engineering Systems Division, 2012.
Cataloged from PDF version of thesis. Page 91 blank.
Includes bibliographical references (p. 87-90).
Speculation is not monolithic; it comes in many forms. A certain level of speculation is required for commodity futures markets to function. On the other hand, certain types of trading activities by speculators may damage a market's price discovery function and in turn its hedging function. However, there is great disagreement as to which types of speculation can distort commodity futures prices and the mechanisms for how a price distortion may occur. This thesis advances three distinct categories of speculative activities alleged to distort commodity prices and reviews evidence for each. Those three categories are: corner and squeeze manipulations, nonfundamental futures demand, and large speculative demand. Case studies are presented for each of the three categories. In addition, the effectiveness of speculative position limits in decreasing the occurrence of each category is analyzed. A question that arises, but is left unanswered, is whether the marginal benefits outweigh the possible costs of speculation once speculation rises above certain levels required for price discovery and hedging.
by Devin B. Helfrich.
S.M.in Technology and Policy
APA, Harvard, Vancouver, ISO, and other styles
9

Antonakakis, Nikolaos, and Renatas Kizys. "Dynamic Spillovers between Commodity and Currency Markets." Elsevier, 2015. http://dx.doi.org/10.1016/j.irfa.2015.01.016.

Full text
Abstract:
In this study, we examine the dynamic link between returns and volatility of commodities and currency markets. Based on weekly data over the period from January 6, 1987 to July 22, 2014, we find the following empirical regularities. First, our results suggest that the information contents of gold, silver, platinum, and the CHF/USD and GBP/USD exchange rates can help improve forecast accuracy of returns and volatilities of palladium, crude oil and the EUR/CHF and GBP/USD exchange rates. Second, gold (CHF/USD) is the dominant commodity (currency) transmitter of return and volatility spillovers to the remaining assets in our model. Third, the analysis of dynamic spillovers shows time{ and event{specific patterns. For instance, the dynamic spillover effects originating in gold and silver (platinum) returns and volatility intensified (degraded) in the period marked by the global financial crisis. After the global financial crisis, the net transmitting role of gold and silver (platinum) returns shocks weakened (strengthened), while the net transmitting role of gold, silver and platinum volatility shocks remained relatively high. Overall, our findings reveal that, while the static analysis clearly classifies the aforementioned variables into net transmitters and net receivers, the dynamic analysis denotes episodes wherein the role of transmitters and receivers of return (volatility) spillovers can be interrupted or even reversed. Hence, even if certain commonalities prevail in each identified category of commodities, such commonalities are time - and event - dependent. (authors' abstract)
APA, Harvard, Vancouver, ISO, and other styles
10

Moftah, Alghazali Idries Omran. "The hedging effectiveness of futures markets : evidence from commodity and stock markets." Thesis, University of Southampton, 2002. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.269586.

Full text
APA, Harvard, Vancouver, ISO, and other styles
More sources

Books on the topic "Commodity markets"

1

Wallis, W. Allen. Commodity markets and commodity agreements. Washington, D.C: U.S. Dept. of State, Bureau of Public Affairs, 1986.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
2

Gilbert, Christopher L. Commodity markets, commodity futures and international commodity policy. London: University of London, Queen Mary and Westfield College, Department of Economics, 1992.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
3

Kevin, Koy, ed. Markets and market logic. Chicago: Porcupine Press, 1986.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
4

Wright, Brian, 1948 Jan. 1-, ed. Storage and commodity markets. Cambridge, UK: Cambridge University Press, 1991.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
5

L, Gilbert C., and Hughes Hallett Andrew, eds. Stabilizing speculative commodity markets. Oxford [Oxfordshire]: Clarendon Press, 1987.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
6

Ghosh, S. Stabilizing speculative commodity markets. Oxford: Clarendon, 1987.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
7

Phillipe, Chalmin, ed. International commodity markets handbook. New York: Woodhead-Faulkner, 1991.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
8

W, Anderson Ronald. Commodity agreements and commodity markets: Lessons from tin. New York: Centre for the study of futures markets, Columbia Business school, 1986.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
9

Fund, International Monetary. Efficiency in commodity futures markets. Washington, D.C: International Monetary Fund, 1989.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
10

Yamey, B. S. How commodity futures markets work. London: Trade Policy Research Centre, 1985.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
More sources

Book chapters on the topic "Commodity markets"

1

Markham, Jerry W. "Commodity Markets." In From the Post Enron Accounting Scandals to the Subprime Crisis, 189–226. New York: Routledge, 2022. http://dx.doi.org/10.4324/9781003247166-5.

Full text
APA, Harvard, Vancouver, ISO, and other styles
2

Geisst, Charles R. "Commodity Futures Markets." In A Guide to the Financial Markets, 90–106. London: Macmillan Education UK, 1989. http://dx.doi.org/10.1007/978-1-349-20348-2_5.

Full text
APA, Harvard, Vancouver, ISO, and other styles
3

Voeth, Markus, and Uta Herbst. "Price Negotiations in Commodity Markets." In Commodity Marketing, 85–103. Cham: Springer International Publishing, 2022. http://dx.doi.org/10.1007/978-3-030-90657-3_5.

Full text
APA, Harvard, Vancouver, ISO, and other styles
4

Rowsell, Louise. "Commodity Derivatives." In OTC Markets in Derivative Instruments, 71–100. London: Palgrave Macmillan UK, 1993. http://dx.doi.org/10.1007/978-1-349-13053-5_5.

Full text
APA, Harvard, Vancouver, ISO, and other styles
5

Brennan, Jason, and Peter Jaworski. "The Mere Commodity Objection." In MARKETS WITHOUT LIMITS, 70–80. 2nd ed. New York: Routledge, 2022. http://dx.doi.org/10.4324/9781003164425-8.

Full text
APA, Harvard, Vancouver, ISO, and other styles
6

Priolon, Joël. "The Financial Commodity Markets." In Financial Markets for Commodities, 13–23. Hoboken, NJ, USA: John Wiley & Sons, Inc., 2019. http://dx.doi.org/10.1002/9781119579274.ch2.

Full text
APA, Harvard, Vancouver, ISO, and other styles
7

Włodarczyk, Bogdan, and Marek Szturo. "Financialization of Commodity Markets." In Contemporary Trends and Challenges in Finance, 99–108. Cham: Springer International Publishing, 2018. http://dx.doi.org/10.1007/978-3-319-76228-9_10.

Full text
APA, Harvard, Vancouver, ISO, and other styles
8

Evans, Giles. "Commodity Markets — The Future." In ICCH Commodities Yearbook 1990, 33–35. London: Palgrave Macmillan UK, 1990. http://dx.doi.org/10.1007/978-1-349-11268-5_8.

Full text
APA, Harvard, Vancouver, ISO, and other styles
9

Carnot, Nicolas, Vincent Koen, and Bruno Tissot. "Financial and Commodity Markets." In Economic Forecasting, 176–206. London: Palgrave Macmillan UK, 2005. http://dx.doi.org/10.1057/9780230005815_8.

Full text
APA, Harvard, Vancouver, ISO, and other styles
10

Zaremba, Adam. "Financialization of Commodity Markets." In The Financialization of Commodity Markets, 101–57. New York: Palgrave Macmillan US, 2015. http://dx.doi.org/10.1057/9781137476395_4.

Full text
APA, Harvard, Vancouver, ISO, and other styles

Conference papers on the topic "Commodity markets"

1

Maldonado, Isabel, and Carlos Pinho. "Co-movements Between Financial and Commodity Markets." In The 6th International Virtual Scientific Conference. Publishing Society, 2017. http://dx.doi.org/10.18638/ictic.2017.6.1.311.

Full text
APA, Harvard, Vancouver, ISO, and other styles
2

Darden, Thaddeus A., Margaret E. Ferrenz, Christopher C. Klann, Michael J. Ledwith, Mark E. Paddrik, and Ginger M. Davis. "Modified momentum strategies in commodity futures markets." In 2009 Systems and Information Engineering Design Symposium (SIEDS). IEEE, 2009. http://dx.doi.org/10.1109/sieds.2009.5166181.

Full text
APA, Harvard, Vancouver, ISO, and other styles
3

Arfa, R., and J. Broeckhove. "Modeling resource prices in computational commodity markets." In 2009 IEEE/ACS International Conference on Computer Systems and Applications. IEEE, 2009. http://dx.doi.org/10.1109/aiccsa.2009.5069317.

Full text
APA, Harvard, Vancouver, ISO, and other styles
4

Abramov, S. G. "Legal Regulation Of Commodity, Financial Markets And Competition." In Proceedings of the II International Scientific Conference GCPMED 2019 - "Global Challenges and Prospects of the Modern Economic Development". European Publisher, 2020. http://dx.doi.org/10.15405/epsbs.2020.03.149.

Full text
APA, Harvard, Vancouver, ISO, and other styles
5

Kumar, Usha A., and Ashwin Durga. "Application of extreme value theory in commodity markets." In 2013 IEEE International Conference on Industrial Engineering and Engineering Management (IEEM). IEEE, 2013. http://dx.doi.org/10.1109/ieem.2013.6962535.

Full text
APA, Harvard, Vancouver, ISO, and other styles
6

"Commodity Derivative Markets in India: An Evolving Paradigm." In Higher Education and Innovation Group. Higher Education and Innovation Group in Education (HEAIG), 2017. http://dx.doi.org/10.15242/heaig.h0117423.

Full text
APA, Harvard, Vancouver, ISO, and other styles
7

Grossmann, Vasco, and Manfred Schimmler. "Portfolio-based contract selection in commodity futures markets." In 2016 IEEE Symposium Series on Computational Intelligence (SSCI). IEEE, 2016. http://dx.doi.org/10.1109/ssci.2016.7850018.

Full text
APA, Harvard, Vancouver, ISO, and other styles
8

Kedia, Piyus, Sorav Bansal, Deepak Deshpande, and Sreekanth Iyer. "Building Resilient Cloud over Unreliable Commodity Infrastructure." In 2012 IEEE International Conference on Cloud Computing in Emerging Markets (CCEM). IEEE, 2012. http://dx.doi.org/10.1109/ccem.2012.6354601.

Full text
APA, Harvard, Vancouver, ISO, and other styles
9

Shen, Li, Kun Shen, Chao Yi, and Yixin Chen. "An Evaluation of Pairs Trading in Commodity Futures Markets." In 2020 IEEE International Conference on Big Data (Big Data). IEEE, 2020. http://dx.doi.org/10.1109/bigdata50022.2020.9377766.

Full text
APA, Harvard, Vancouver, ISO, and other styles
10

Charaeva, Marina V., Marina A. Kuznetsova, and Song Yansong. "The impact of commodity market volatility on China's stock market." In Sustainable and Innovative Development in the Global Digital Age. Dela Press Publishing House, 2022. http://dx.doi.org/10.56199/dpcsebm.zmib9194.

Full text
Abstract:
The article examines individual industry data series on the Chinese stock market and international commodity markets based on the application of the method of decomposition of generalized variance of forecast errors to build a secondary volatility index and overflow network. The DCC-GARCH model proposed by the author is used to study the effect of hedging wholesale goods on the Chinese stock market. The results show that in every industry in China, industry and consumer industry are the main risk-taking market, and the energy industry and financial industry are the main export risk market.
APA, Harvard, Vancouver, ISO, and other styles

Reports on the topic "Commodity markets"

1

Chari, V. V., and Lawrence Christiano. Financialization in Commodity Markets. Cambridge, MA: National Bureau of Economic Research, September 2017. http://dx.doi.org/10.3386/w23766.

Full text
APA, Harvard, Vancouver, ISO, and other styles
2

Sockin, Michael, and Wei Xiong. Informational Frictions and Commodity Markets. Cambridge, MA: National Bureau of Economic Research, March 2013. http://dx.doi.org/10.3386/w18906.

Full text
APA, Harvard, Vancouver, ISO, and other styles
3

Cheng, Ing-Haw, and Wei Xiong. The Financialization of Commodity Markets. Cambridge, MA: National Bureau of Economic Research, November 2013. http://dx.doi.org/10.3386/w19642.

Full text
APA, Harvard, Vancouver, ISO, and other styles
4

Cheng, Ing-Haw, Andrei Kirilenko, and Wei Xiong. Convective Risk Flows in Commodity Futures Markets. Cambridge, MA: National Bureau of Economic Research, March 2012. http://dx.doi.org/10.3386/w17921.

Full text
APA, Harvard, Vancouver, ISO, and other styles
5

Acharya, Viral, Lars Lochstoer, and Tarun Ramadorai. Limits to Arbitrage and Hedging: Evidence from Commodity Markets. Cambridge, MA: National Bureau of Economic Research, March 2011. http://dx.doi.org/10.3386/w16875.

Full text
APA, Harvard, Vancouver, ISO, and other styles
6

BURKINSKY, B. V., O. V. NIKISHYNA, N. T. TARAKANOV, and O. O. ZERKINA. Selective regulation of commodity markets systems in conditions of instability. State Organization "Institute of Market and Economic&Ecological Researches of the National Academy of Sciences of Ukraine", July 2022. http://dx.doi.org/10.31520/978-966-02-9956-6.

Full text
APA, Harvard, Vancouver, ISO, and other styles
7

Cole, Harold, and Maurice Obstfeld. Commodity Trade and International Risk Sharing: How Much Do Financial Markets Matter? Cambridge, MA: National Bureau of Economic Research, July 1989. http://dx.doi.org/10.3386/w3027.

Full text
APA, Harvard, Vancouver, ISO, and other styles
8

Rouwenhorst, K. Geert. A Tale of Two Premiums: The Role of Hedgers and Speculators in Commodity Futures Markets. American Finance Association, September 2021. http://dx.doi.org/10.37214/jofdata.3.

Full text
APA, Harvard, Vancouver, ISO, and other styles
9

Ayres, João, Constantino Hevia, and Juan Pablo Nicolini. Real Exchange Rates and Primary Commodity Prices: Mussa Meets Backus-Smith. Inter-American Development Bank, December 2021. http://dx.doi.org/10.18235/0003838.

Full text
Abstract:
We show that explicitly modeling primary commodities in an otherwise totally standard incomplete markets open economy model can go a long way in explaining the Mussa puzzle and the Backus-Smith puzzle, two of the main puzzles in the international economics literature.
APA, Harvard, Vancouver, ISO, and other styles
10

Considine, Jennifer, Philip Galkin, and Abdullah Aldayel. Global Crude Oil Storage Index: A New Benchmark for Energy Policy. King Abdullah Petroleum Studies and Research Center, September 2022. http://dx.doi.org/10.30573/ks--2022-mp01.

Full text
Abstract:
The global oil market dwarfs other commodity markets. Its size and role in the energy and industrial value chains underscore its significant economic and geopolitical impacts. Thus, the consequences of oil price fluctuations extend far beyond the oil industry and can be viewed as a barometer of trends in the global economy. Several oil price benchmarks currently compete in the global market. The most popular ones, such as Brent or West Texas Intermediate (WTI), are backed by a sufficient supply of the underlying crude. They also meet the criteria for efficient trading, hedging and speculating — including having sufficient liquidity, developed futures markets, low transaction costs and strong institutional support.
APA, Harvard, Vancouver, ISO, and other styles
You might also be interested in the extended bibliographies on the topic 'Commodity markets' for particular source types:
Journal articles Dissertations / Theses Books
We offer discounts on all premium plans for authors whose works are included in thematic literature selections. Contact us to get a unique promo code!

To the bibliography