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Journal articles on the topic 'Commodity stocks'

Author: Grafiati

Published: 28 May 2022

Last updated: 30 July 2025

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1

Declerck, Francis. "Do Agricultural Commodity Firm Stock Price and Agricultural Commodity Price Move Together?" International Journal on Food System Dynamics 5, no. 3 (2014): 120–29. https://doi.org/10.18461/ijfsd.v5i3.532.

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The research aims at explaining stock performance of processing companies as a function of commodity performance on commodity markets. The results show that stock prices of food companies do not significantly depend on agricultural market prices. So, risks of agricultural market price volatility cannot be hedged using food firm stocks, whose markets are more liquid.

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2

Sanoyo, Ario Menak, Agus Maolana Hidayat, and Sita Deliyana Firmialy. "IMPACT OF THE RUSSIA-UKRAINE CONFLICT ON INDONESIAN COMMODITY STOCKS: A SYSTEMATIC LITERATURE REVIEW." JOURNAL OF HUMANITIES SOCIAL SCIENCES AND BUSINESS (JHSSB) 3, no. 4 (2024): 1036–49. http://dx.doi.org/10.55047/jhssb.v3i4.1307.

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The Russia-Ukraine conflict has significantly impacted Indonesian commodity stocks, as revealed by a comprehensive literature review. The conflict has introduced volatility in global markets, directly affecting Indonesian stock commodity-based prices, exchange rates, and investor sentiment. While initial commodity price rises benefited Indonesian stocks, persistent volatility and market interconnectedness pose challenges. This paper employs a systematic literature review methodology, collecting, synthesizing, and analyzing numerous papers published in the last decade on a variety of topics clo

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3

Kang, Jangkoo, Jah Yeun Wang, and Changjun Lee. "How Valuable are the Commodity Assets to Investors?" Journal of Derivatives and Quantitative Studies 18, no. 2 (2010): 19–41. http://dx.doi.org/10.1108/jdqs-02-2010-b0002.

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This study examines how commodity assets affect investors. Our main findings can be summarized as follows. First, the Sharpe ratio of commodity indexes is higher than that of stocks and bonds over the last ten years. Second, commodity (traditional) assets are positively (negatively) related with inflation, which implies that commodity assets provide better hedge against inflation. Third, a break-even analysis indicates that including commodity assets in diversified portfolio of stocks and bonds enhances the performance of the portfolio. Fourth, the numeraire portfolio approach of Hentschel et

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4

Kim, Sanghyo, and Carl Zulauf. "Crowding out of private stocks by public stocks." Agricultural Economics (Zemědělská ekonomika) 65, No. 11 (2019): 520–28. http://dx.doi.org/10.17221/34/2019-agricecon.

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Public stocks held by government have emerged as a food security issue as well as an issue in the Doha Round of World Trade Organization talks. Understanding the impact of public stocks requires understanding their crowding out effect on private stocks. A conceptual model of this crowding out effect is developed. It utilises a call option associated with the release of public stocks. The model reveals that the crowding out effect on private stocks decreases as public stocks increase, in contrast to constant marginal crowding out reported by earlier studies. Crowding out of private stocks is al

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5

Daskalaki, Charoula. "New evidence on commodity stocks." Journal of Futures Markets 41, no. 6 (2021): 811–74. http://dx.doi.org/10.1002/fut.22197.

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6

Arkadev, D. A., and Yu V. Lyandau. "Investment in Commodity Stocks as Way to Minimize Risks in Crisis." Vestnik of the Plekhanov Russian University of Economics, no. 4 (July 21, 2021): 39–45. http://dx.doi.org/10.21686/2413-2829-2021-4-39-45.

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Managing stocks in crisis is an effective method of providing sustainable functioning of the company and maintaining sales on the necessary level. To arrange this process it is essential to identify groups of products bringing high profit, products being in demand and products, which should be denied, as their sales are no higher than 2% of the total sales. The authors consider management of finished commodity stocks as a method to provide sustainability in crisis, in particular, pandemic. At the same time they highlight the key factors of stock monitoring, including possibility to build-up mo

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7

Ma, Yixuan. "The Relationship between Stock Prices and Silver Future Prices Based on VAR Model." Highlights in Business, Economics and Management 7 (April 5, 2023): 490–95. http://dx.doi.org/10.54097/hbem.v7i.7022.

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Despite recent dramatic increases in the prices of coal, oil, natural gas, and other fossil energy futures, some of which have hit successive record highs, related stocks have seen substantial decreases. The price trend of commodities is typically driven by commodity futures, which serve as price discoverers. There is a relationship between futures and stocks in the market, meaning that when the price of the futures contract for a particular commodity rises, so will the price of the stock of the company that produces the commodity because investors anticipate rising earnings. But does the pric

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8

Nittayakamolphun, Pitipat, Thanchanok Bejrananda, and Panjamapon Pholkerd. "Asymmetric Effects of Uncertainty and Commodity Markets on Sustainable Stock in Seven Emerging Markets." Journal of Risk and Financial Management 17, no. 4 (2024): 155. http://dx.doi.org/10.3390/jrfm17040155.

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The increase in global economic policy uncertainty (EPU), volatility or stock market uncertainty (VIX), and geopolitical risk (GPR) has affected gold prices (GD), crude oil prices (WTI), and stock markets, which present challenges for investors. Sustainable stock investments in emerging markets may minimize and diversify investor risk. We applied the non-linear autoregressive distributed lag (NARDL) model to examine the effects of EPU, VIX, GPR, GD, and WTI on sustainable stocks in seven emerging markets (Thailand, Malaysia, Indonesia, Brazil, South Africa, Taiwan, and South Korea) from Januar

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Степаненко, О.І. "Товарні запаси як об'єкт обліку та управління: науково-практичний підхід". Цифрова економіка та економічна безпека, № 2(11) (7 березня 2024): 157–63. https://doi.org/10.32782/dees.11-24.

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Commodity stocks are a component of the assets of wholesale and retail trade enterprises. Their main property is belonging to working capital, the ability to quickly convert into cash. The article analyzes dissertations in which inventories were studied as a derivative of the category's "goods" and "inventories". In order to highlight the signs that reveal the economic nature of commodity stocks, their interpretation and approaches to understanding their essence were investigated. From the side of the economy, the management of commodity stocks is defined as: a set of consumer goods; from acco

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10

Schmitz, Andrew. "Commodity Price Stabilization under Unattainable Stocks." Theoretical Economics Letters 08, no. 05 (2018): 861–65. http://dx.doi.org/10.4236/tel.2018.85061.

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11

Zapata, Hector O., Joshua D. Detre, and Tatsuya Hanabuchi. "Historical Performance of Commodity and Stock Markets." Journal of Agricultural and Applied Economics 44, no. 3 (2012): 339–57. http://dx.doi.org/10.1017/s1074070800000468.

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This paper examines two interrelated issues in commodity markets, namely, the cyclical relationship between stocks and commodities and the function of commodity and agribusiness indexes in portfolios. A high negative correlation has existed between stock and commodity prices over the past 140 years. Moreover, the two markets have alternated in price leadership with 29-32-year cycles. The recent price dominance in agricultural commodities started in 2000, a result supported by the empirical results of the portfolio allocation analysis. For a risk-averse investor, irrespective of the period anal

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12

Mustafa, Ghulam, and Snober Javid. "Volatility Transmission of Oil and Gas Sector Stocks Returns with Stock Futures and Commodity Futures." Audit and Accounting Review 5, no. 1 (2025): 103–28. https://doi.org/10.32350/aar.51.05.

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Pakistan is a very volatile market in the eyes of both international and national investors. Market participants mostly use derivative instruments to protect their investments from price fluctuations. However, the use of a particular type of derivative in a trading strategy depends on the type of investors. Speculators and short-term profit seekers use stock futures, while portfolio managers use commodity futures to minimize their portfolio risk. Both types of traders need to develop strategies at the company level; therefore, this study aims to analyze volatility transmission between the stoc

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13

Krawiec, Monika. "Commodities Versus Stocks: Analysis of Their Performance from 2009 Through 2015." European Journal of Multidisciplinary Studies 3, no. 1 (2016): 8. http://dx.doi.org/10.26417/ejms.v3i1.p8-20.

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Although over the last several years one could have witnessed unprecedented interest in commodity investments, the view of commodities from an investor’s perspective is of more recent date (with the exception of precious metals). There are several reasons for investing in commodities. First of all, they let investors gain equity-like or higher returns. Then, they can help to mitigate risk and improve portfolio diversification. They can also provide a possible hedge against unanticipated inflation. The growing popularity of commodity investing has been followed by a great number of new investme

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14

Maitra, Debasish, and Varun Dawar. "Return and Volatility Spillover among Commodity Futures, Stock Market and Exchange Rate: Evidence from India." Global Business Review 20, no. 1 (2018): 214–37. http://dx.doi.org/10.1177/0972150918803801.

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This article aims to investigate return and volatility spillover among commodity, stock and exchange rate markets. The article further looks into whether there is any change in return and volatility spillover during the crisis and post-crisis periods and whether there is any in the behaviour of spillover changes between agro and non-agro based commodities. The study uses Vector Auto Regression followed along with by Granger causality are to understand the causality of returns. We have performed multivariate volatility model to study the volatility co-movement of different assets. Unidirectiona

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15

Saadah, Siti. "Volatility Spillover In Stock And Commodity Futures Market: Empirical Analysis In Indonesia’s Financial Market." Jurnal Manajemen 22, no. 2 (2018): 263. http://dx.doi.org/10.24912/jm.v22i2.363.

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Volatility spillover between stock markets causes insignificancy of diversification. Therefore, other investment alternatives is required to build an optimal portfolio, one of them being commodity futures. The low correlation between commodity futures and stocks indicates the advantage of diversification in investment portfolio containing both assets. In order to prove the advantage of diversification, author tested the existence of volatility spillover during September 16, 2010 - September 30, 2015. Estimation result using GARCH method indicates the presence of significant volatility spillove

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16

Zulauf, Carl. "Whole farm safety net programs: an emerging US farm policy evolution?" Renewable Agriculture and Food Systems 35, no. 4 (2019): 435–38. http://dx.doi.org/10.1017/s1742170519000279.

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AbstractThe 2018 farm bill is the latest in a history that dates to 1933. Commodity assistance is the only program in all farm bills, but with evolutionary changes. Current farm commodity programs largely make payments to farms, a stark contrast to the 1930s when they limited supply, put a floor under market price, and dampened price increases via public stocks. Crop insurance, which began as an experimental pilot program in 1938, now has its own farm bill title. Almost all commodity and insurance programs have provided assistance based on a calculation specific to an individual commodity's pr

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17

Ussher, Leanne. "International monetary policy with commodity buffer stocks." European Journal of Economics and Economic Policies: Intervention 13, no. 1 (2016): 10–25. http://dx.doi.org/10.4337/ejeep.2016.01.02.

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18

Bondareva, A. A., and S. V. Radygina. "IMPROVING THE ORGANIZATION OF INVENTORY MANAGEMENT IN A PUBLIC CATERING ENTERPRISE." Bulletin of Udmurt University. Series Economics and Law 32, no. 2 (2022): 273–78. http://dx.doi.org/10.35634/2412-9593-2022-32-2-273-278.

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The article analyzes the commodity stocks of the enterprise, reveals their economic essence and characterizes the role of commodity stocks in the composition of the working capital of the enterprise. The authors investigated the theoretical aspects of the organization of inventory management at a public catering enterprise and options for improving this process. The study revealed key errors in the management of stocks of enterprises. On the example of the cafe «Fresh point» the structure, quantity, dynamics of commodity stocks are investigated. A comprehensive analysis was carried out using t

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19

Bondareva, A. A., and S. V. Radygina. "IMPROVING THE ORGANIZATION OF INVENTORY MANAGEMENT IN A PUBLIC CATERING ENTERPRISE." Bulletin of Udmurt University. Series Economics and Law 32, no. 2 (2022): 273–78. http://dx.doi.org/10.35634/2412-9593-2022-32-2-273-278.

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The article analyzes the commodity stocks of the enterprise, reveals their economic essence and characterizes the role of commodity stocks in the composition of the working capital of the enterprise. The authors investigated the theoretical aspects of the organization of inventory management at a public catering enterprise and options for improving this process. The study revealed key errors in the management of stocks of enterprises. On the example of the cafe «Fresh point» the structure, quantity, dynamics of commodity stocks are investigated. A comprehensive analysis was carried out using t

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20

Fuks, N. "Basic stock terms in Ukrainian stock market legislation (progressive innovations and prospects for improvement)." Analytical and Comparative Jurisprudence, no. 3 (July 22, 2024): 412–17. http://dx.doi.org/10.24144/2788-6018.2024.03.71.

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The creation of the effective stock market is considered as one of the important tasks for the further development of the national economy since the beginning of the 90s of the XX century. The issue became especially important after the activation of European integration processes in Ukraine since the conclusion of the Association Agreement with the European Union in 2014. On July 1, 2021, the Law of Ukraine On Capital Markets and Organized Commodity Markets, entered into force. Since this time, the Law was repeatedly amended, but never amended the to clarification of the general terms on stoc

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21

Holovchenko, Nataliia, and Oleksandr Holovchenko. "Prerequisites for Simultaneous Use of Two Methods of Valuation of Inventory Disposal in Gas Trading Companies." Central Ukrainian Scientific Bulletin. Economic Sciences, no. 7(40) (2021): 46–53. http://dx.doi.org/10.32515/2663-1636.2021.7(40).46-53.

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The purpose of this article is to formulate the main advantages of transformation of information subsystems of accounting of commodity stocks of gas trading companies, in terms of simultaneous use of two methods of evaluation of commodity stocks. This publication raised an important problem of justifying the preconditions and economic consequences of the simultaneous use of two methods for assessing the withdrawal of commodity stocks in gas trading companies. This problem is systematically related to the taxation of operations for the sale of this natural resource by value-added tax. The artic

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22

Yoon, Byung-Sam, and B. Wade Brorsen. "Market Inversion in Commodity Futures Prices." Journal of Agricultural and Applied Economics 34, no. 3 (2002): 459–76. http://dx.doi.org/10.1017/s107407080000924x.

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In an inverted market, current prices are higher than future prices and thus the price of storage is negative. Market inversions as measured with futures spreads rarely occur during early months of the crop year. However, market inversions frequently occur across crop years and near the end of the crop year. In the last half of the crop year, market inversions clearly reflect a signal to sell stocks. Too few inversions occur early in the crop year to reach a definitive conclusion for that period. Behavioral finance offers possible explanations of why producers would hold stocks in an inverted

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23

Pandey, Vikas. "Does commodity exposure benefit traditional portfolios? Evidence from India." Investment Management and Financial Innovations 20, no. 4 (2023): 36–49. http://dx.doi.org/10.21511/imfi.20(4).2023.04.

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Commodities and commodity futures are expected to benefit stock and bond portfolio diversification because traditional asset types like equities and bonds have low correlations with commodities. During periods when stocks and bonds may underperform, commodities may provide a hedge against inflation and other economic uncertainties. This study investigates the diversification benefits of adding commodities to a traditional portfolio of stock and bonds from the perspective of an Indian investor. It employs several commonly used asset allocation strategies such as mean-variance, equal risk contri

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24

Jotanovic, Vera, and Rita Laura D’Ecclesia. "Do Diamond Stocks Shine Brighter than Diamonds?" Journal of Risk and Financial Management 12, no. 2 (2019): 79. http://dx.doi.org/10.3390/jrfm12020079.

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This paper addresses two practical investment questions: Is investing in the diamond equity market a more feasible and liquid alternative to investing in diamonds? Additionally, is diamond equity affected by polished diamond prices? We assemble an original database of diamond mining stock prices traded on main stock exchanges in order to assess their relationship with diamond prices. Our results show that the market of diamond-mining stocks does not represent a valid investment alternative to the diamond commodity. Diamond equity returns are not driven by diamond price dynamics but rather by l

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25

Ntantamis, Christos, and Jun Zhou. "Bull and bear markets in commodity prices and commodity stocks: Is there a relation?" Resources Policy 43 (March 2015): 61–81. http://dx.doi.org/10.1016/j.resourpol.2014.10.002.

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26

Doblas, Mark Pabatang, and Maria Cecilia Lagaras. "The Granger Causality of Bahrain Stocks, Bitcoin, and Other Commodity Asset Returns." International Journal of Business Analytics 10, no. 1 (2023): 1–20. http://dx.doi.org/10.4018/ijban.322304.

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This study examines the tendency of short-term return spillover across Bahrain stocks, bitcoin, and other commodity assets factoring in the dynamic effect of the COVID-19 pandemic. The study employed vector autoregression (VAR) model using the daily returns of Bahrain All Shares Index, bitcoin, crude oil, and gold futures from January 2018 to March 2022. The results showed a persistent unidirectional short-term spillover of return from the Bahrain stock market to the futures gold market for both the period before and during the pandemic. Moreover, the results also showed that the significant p

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27

Kurach, Radosław. "Stocks, Commodities and Business Cycle Fluctuations – Seeking the Diversification Benefits." Equilibrium 7, no. 4 (2012): 101–16. http://dx.doi.org/10.12775/equil.2012.029.

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In this study we empirically verify the diversification potential of different commodity sectors for equity portfolios. We also try to find the explanation of varying cross-sectoral diversification benefits by verifying the relationship between macroeconomic variables and commodity indices. We employ correlation analysis for our purposes. The obtained results indicate that Precious Metal and Livestock are valuable equity portfolio diversifiers, while Industrial Metals volatility has much in common with the fluctuations of broad stock market.

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28

Da Silva, Danilton Carlos, Odilon José De Oliveira neto, and Jussara Goulart Da Silva. "Causality and cointegration through brazilian agribusiness stock returns in the brazilian stock exchange, B3." OBSERVATÓRIO DE LA ECONOMÍA LATINOAMERICANA 21, no. 9 (2023): 13785–807. http://dx.doi.org/10.55905/oelv21n9-177.

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This research aimed to verify the existence or not of a long-term relationship between the variation in prices of the main agricultural commodities produced in Brazil and the returns of the shares of the main publicly traded agribusiness companies that make up the Brazilian agribusiness traded on the Brasil, Bolsa, Balcão (B3 S.A). Since the objective of this study is to analyze the relationship between variables using numerical data and specific statistical methods, a descriptive quantitative research was chosen. Based on this methodology, an analysis was carried out, which, based on the resu

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29

Kumah, Seyram Pearl, David Adjei Abbam, Ransford Armah, and Evelyn Appiah-Kubi. "African financial markets in a storm: Cryptocurrency safe havens during the COVID-19 pandemic." Journal of Research in Emerging Markets 3, no. 2 (2021): 60–70. http://dx.doi.org/10.30585/jrems.v3i2.635.

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The COVID-19 pandemic provides the first widespread bear market conditions since the inception of cryptocurrencies. We test the haven properties of cryptocurrencies for African stocks and commodity markets in a pandemic implementing the frequency domain spillover index. Data spans 11th August 2015 to 28th August 2020 at a daily frequency. Findings show weak interconnectedness across markets suggesting non-contagion risk and that cryptocurrency are safe havens for African stocks and commodity indices from the medium-term. We find the major transmitters of spillover effects across markets to be

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30

Lou, Yu, Chao Xiao, and Yi Lian. "Dynamic asymmetric spillovers and connectedness between Chinese sectoral commodities and industry stock markets." PLOS ONE 19, no. 1 (2024): e0296501. http://dx.doi.org/10.1371/journal.pone.0296501.

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This study investigates the dynamic and asymmetric propagation of return spillovers between sectoral commodities and industry stock markets in China. Using a daily dataset from February 2007 to July 2022, we employ a time-varying vector autoregressive (TVP-VAR) model to examine the asymmetric return spillovers and dynamic connectedness across sectors. The results reveal significant time-varying spillovers among these sectors, with the industry stocks acting as the primary transmitter of information to the commodity market. Materials, energy, and industrials stock sectors contribute significant

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31

Gunawan, Reinandus Aditya. "ANALISIS PENGARUH RETURN HARGA KOMODITI DUNIA TERHADAP RETURN INDEKS HARGA SAHAM GABUNGAN DI INDONESIA PERIODE 2000 - 2010." Jurnal Manajemen 10, no. 2 (2013): 128–42. http://dx.doi.org/10.25170/jm.v10i2.836.

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In Indonesia the trend to invest in gold, silver, platinum and palladium is getting higher in the past 10 years. This study wants to find the relationship between the return of the commodity price with IHSG return as an indicator of Indonesian stocks. This relationship is sought to create a better alternative for investors. When the price of a commodity is up or down, will IHSG go up or down as well so investors can immediately shift their funds to commodity instruments or still hold shares listed in IHSG to avoid the risk of declining value of its investment. Results from this study indicate

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32

Lin, Zi-ang, Shaozhen Chen, Hongtao Liang, and Hong Zhang. "Analysis of Capital Flow in Commodity Futures Market Based on SVM." International Journal of Economics and Finance 10, no. 8 (2018): 28. http://dx.doi.org/10.5539/ijef.v10n8p28.

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Commodity futures are futures contracts based on the physical commodities. Unlike commodity stocks, which must be “bought first and then sold”, commodity futures can also be “sold first and then bought”. Therefore, it is not possible to directly use the formula of capital flow in the stock market to characterize the capital flow in futures contracts. In this paper, the principal component analysis method is used to construct the principal component factors based on the K-line basic market data and one based on the K-line index data. Then the factors mentioned above are cross-validated using th

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33

Zhou, Tianyi. "An Empirical Study on the Effectiveness of China's Growth Enterprise Market: A Test Based on Momentum Reversal Effect." BCP Business & Management 35 (December 31, 2022): 240–47. http://dx.doi.org/10.54691/bcpbm.v35i.3299.

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In capital market anomalies, momentum effect and contrarian effect are typical phenomena in stock market, bond market, commodity market and foreign exchange market. The existence of momentum reversal effect also shows that there is a certain space for perfect integration between the traditional efficient market hypothesis theory, behavioral finance and capital market anomalies. This paper selects 50 stocks in China's GEM stock market from 2019 to 2021 to analyze the momentum effect and reversal effect in the GEM market. The empirical results show that the GEM market reversal effect is more sig

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Ling, Pick-Soon, Ruzita Abdul-Rahim та Fathin Faizah Said. "The effectiveness of technical strategies in Malaysian Sharīʿah vs conventional stocks". ISRA International Journal of Islamic Finance 12, № 2 (2020): 195–215. http://dx.doi.org/10.1108/ijif-08-2018-0092.

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Purpose This study aims to investigate Malaysian stock market efficiency from the view of Sharīʿah-compliant and conventional stocks based on the effectiveness of technical trading strategies. Design/methodology/approach This study uses unconventional trading strategies that mix buy recommendations of Bursa Malaysia analysts with sell signals generated from 10 selected technical trading strategies (simple moving average, moving average envelopes, Bollinger Bands, momentum, commodity channel index, relative strength index, stochastic, Williams percentage range, moving average convergence diverg

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Smutka, Ľuboš, Patrik Rovný, and Jozef Palkovič. "Sugar prices development: The relation among selected commodity stocks exchange." Journal of International Studies 13, no. 2 (2020): 310–28. http://dx.doi.org/10.14254/2071-8330.2020/13-2/21.

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36

Talbot, Edward, Tracy Artiach, and Robert Faff. "What drives the commodity price beta of oil industry stocks?" Energy Economics 37 (May 2013): 1–15. http://dx.doi.org/10.1016/j.eneco.2013.01.004.

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37

Dimand, R. W., and M. A. Dimand. "J. M. Keynes on Buffer Stocks and Commodity Price Stabilization." History of Political Economy 22, no. 1 (1990): 113–23. http://dx.doi.org/10.1215/00182702-22-1-113.

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38

Ewald, Christian Oliver, Chuyao Huang, and Yuyu Ren. "On the Effects of Physical Climate Risks on the Chinese Energy Sector." Journal of Risk and Financial Management 17, no. 10 (2024): 458. http://dx.doi.org/10.3390/jrfm17100458.

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We examine the impact of physical climate risks on energy markets in China, distinguishing between traditional energy and new energy stock markets, and the energy commodity market, utilizing a time-varying parameter vector autoregressive model with stochastic volatility (TVP-SV-VAR). Specifically, we investigate the dynamic effects of five specific subtypes of physical climate risks, namely waterlogging by rain, drought, typhoon, cryogenic freezing, and high temperature, on WTI oil prices and coal prices. The findings reveal that these physical climate risks exhibit time-varying similar effect

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39

Rosselli, Annalisa. "RICHARD KAHN AND THE STABILIZATION OF COMMODITY PRICES." Journal of the History of Economic Thought 39, no. 4 (2017): 483–501. http://dx.doi.org/10.1017/s1053837217000499.

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This paper reconstructs an important and little-known part of the activity of Richard Kahn in the 1950s, both as researcher and as policy advisor, which centered on the drafting of a book for the FAO (Food and Agriculture Organization of the United Nations). Never actually published by the FAO for reasons clarified in this paper, the book dealt with fluctuations in the prices of primary products and how best to curb them. Offering a novel development of an idea first proposed by John Maynard Keynes, Kahn advocates the creation of buffer stocks managed by a supranational authority endowed with

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40

Khan, Muhammad Akram. "Commodity Exchange and Stock Exchange in Islamic Economy." American Journal of Islam and Society 5, no. 1 (1988): 91–114. http://dx.doi.org/10.35632/ajis.v5i1.2882.

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IntroductionThe main objective of this paper is to review contemporary practicesin commodity, currency and corporate stock trading in the light of Islamiceconomic framework and to suggest bare outlines of the Islamic alternativesin these areas. Trade in commodities, currencies and stocks involves forwardand htures contracts. Arbitrage, hedging and speculation are also essentialelements of these markets. We shall try to examine these practices to determinetheir compatibility with the Islamic law. We shall also try to find out theexact point where they deviate from the Islamic framework and sugg

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H. Yu, Shportko, Alieksieienko I. A, and Veremiienko V. V. "Inventory management at the enterprise in conditions of uncertainty." Economic Bulletin of Dnipro University of Technology 84 (December 2023): 75–80. http://dx.doi.org/10.33271/ebdut/84.075.

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Methods. Research and analysis of the enterprise's activities were carried out using the methods of formal and dialectical logic on the basis of a critical analysis of the data of the relevant structural units of the enterprise. Results. It has been proven that the defined approach to the inventory management system, with flexible maneuvering due to the reduction of planning cycles, the minimization of stock volumes and a significant increase in the intensity of purchases, enabled the enterprise to adapt to difficulties and continue work in the conditions of military operations on the territor

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Hamid, Agustini. "Analysis Of Dynamic Portfolio Allocation Of Indonesian LQ45 During 2005 – 2011 Following The Markowitz Theowry." Winners 17, no. 2 (2016): 91. http://dx.doi.org/10.21512/tw.v17i2.1969.

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The research observed that equity portfolio and investment managers were facing challenges in determining the optimum portfolio, especially during the turbulent times. As a result, they needed to implement portfolio management strategies to overcome the risk associated with stock return volatility in turbulence periods. This research focused on selecting stocks from the LQ-45 index during 2005-2011 using The Markowitz theory combining the Solver Linear Programming. The portfolio selection method which has been introduced by Markowitz (1952) used variance or standard deviation as a risk measure

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MEHER, BHARAT KUMAR, ABHISHEK ANAND, RAMONA BIRAU, et al. "Examining the nexus between cotton and kapas of MCX market on stock prices of textile industry in India using ARDL model." Industria Textila 75, no. 03 (2024): 368–80. http://dx.doi.org/10.35530/it.075.03.202387.

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This research study makes efforts to find the correlation between the prices of commodities in MCX and the prices of stocks by considering the textile companies and allied commodities in the commodities market. The study examined whether the price of cotton and kapas in the commodities market i.e., Multi Commodity Exchange (MCX), might have an effect on the stock prices of textile companies in India using the ARDL Model. The secondary data related to cotton and kapas prices are downloaded from the MCX website. Similarly, the data related to the closing prices of stocks of India's top five text

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Wang, Boxi, and Dong Wang. "Changes and trends in the investment environment before and after the COVID-19 outbreak." BCP Business & Management 16 (December 26, 2021): 223–38. http://dx.doi.org/10.54691/bcpbm.v16i.306.

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The COVID-19 outbreak in 2020 has had a huge impact on the global economy and stock markets, and investors have changed their direction. In order to find some laws in the drastic stock market changes, we selected the stock market information of ten different industries, using the Markowitz model and Index model, and came up with some important data such as minimum variance, effective frontier and so on. Based on our research and the data available, we believe that investors should pay more attention to buying shares of high-tech companies and, where appropriate, sell shares of traditional ener

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Зёрнышкин, Алексей, Aleksey Zernyshkin, Александр Сизов, et al. "ASSESSMENT MODEL OF COMMODITY-MATERIAL STOCKS SUPPLIER APPEAL OF LOGISTICS COMPANIES." Bulletin of Bryansk state technical university 2019, no. 3 (2019): 78–85. http://dx.doi.org/10.30987/article_5c8b5cec0607f7.86717782.

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The work is devoted to the consideration of the approach to effectiveness increase in socialeconomic system operation through the fuzzy model development for the supplier choice of commoditymaterial stocks in logistic companies. The problem urgency is conditioned on the system approach absence in the overwhelming majority of companies to the formation of procurement logistics strategy which makes difficulties in the process rapid management and charges efficient control.  The theory of fuzzy sets is a methodological ba-sis of the work.  The model developed has a practical value for

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Gao, Lin, and Lu Liu. "The Volatility Behavior and Dependence Structure of Commodity Futures and Stocks." Journal of Futures Markets 34, no. 1 (2012): 93–101. http://dx.doi.org/10.1002/fut.21587.

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Xie, Anran, Yichong Huang, Yian Bian, Shucen Zhao, and Jiaxin Lin. "Research on the Performance of the Trend Following Trading Strategy in the Chinese Commodity Market." Wireless Communications and Mobile Computing 2022 (September 24, 2022): 1–8. http://dx.doi.org/10.1155/2022/5296678.

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Trend following strategy is a popular strategy that investors often use in trading around the world. Stocks are bought during an upswing and sold during a decline, the two main phases of the trend-following trading technique. This research evaluates the performance of the trend-following strategy in the Chinese commodity market by systematically employing quantitative methods to trade and get back test results for performance evaluation. The main trading indicator for this research is DMAC (Dual Moving Average Crossover) with a trend indicator called ADX for adjustment. As a kind of technical

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Дятлова and O. Dyatlova. "Account and Assessment of Commodity Stocks According to Russian and International Standards." Auditor 1, no. 5 (2015): 24–27. http://dx.doi.org/10.12737/11349.

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In this paper the author considers questions of a technique related to assessment and accounting of stocks, including goods, according to the Russian Standards and International Financial Reporting Standards.

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Sumirat, Erman, Dzikri Firmansyah Hakam, and Irfan Sihab Budin F. "The Impact of Russian-Ukraine Conflict on Profitability and Valuation of Indonesian Coal Stocks." Journal of Economics and Business UBS 12, no. 6 (2023): 3646–59. http://dx.doi.org/10.52644/joeb.v2i6.853.

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This research investigates the impact of the 2022 Russian invasion of Ukraine on the profitability and valuation of publicly listed Indonesian coal companies. Leveraging panel regression, the study offers empirically grounded perspectives on how an acute geopolitical conflict disrupted global energy trade flows to influence key financial metrics of a major exported commodity. Specifically, the analysis focuses on five leading Indonesian coal miners over 2019-2022. Profitability dynamics are examined through gross profit margins while valuations reliance on price-to-earnings ratios. Control var

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Chen, Chun-Hao, Wei-Hsun Lai, Shih-Ting Hung, and Tzung-Pei Hong. "An Advanced Optimization Approach for Long-Short Pairs Trading Strategy Based on Correlation Coefficients and Bollinger Bands." Applied Sciences 12, no. 3 (2022): 1052. http://dx.doi.org/10.3390/app12031052.

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In the financial market, commodity prices change over time, yielding profit opportunities. Various trading strategies have been proposed to yield good earnings. Pairs trading is one such critical, widely-used strategy with good effect. Given two highly correlated paired target stocks, the strategy suggests buying one when its price falls behind, selling it when its stock price converges, and operating the other stock inversely. In the existing approach, the genetic Bollinger Bands and correlation-coefficient-based pairs trading strategy (GBCPT) utilizes optimization technology to determine the

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