SStudyAcademic Library

Dashboard Shelves Open access My library Review

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Dynamic convergence of commodity futures: Not all types of commodities are alike · Study

ArticleShelves

ArticleDynamic convergence of commodity futures: Not all types of commodities are alike

Ahmet Şensoy2015

Article2015

Dynamic convergence of commodity futures: Not all types of commodities are alike

Ahmet Şensoy · Erk Hacihasanoglu · Duc Khuong Nguyen

94 citations·0/0 files stored·Resources Policy

No readable copy stored yet — this record is metadata only.

Market Dynamics and Volatility Economics of Agriculture and Food Markets Financial Risk and Volatility Modeling

Abstract

No abstract was published for this record.

Citations in this library

Stored only when both papers are in the corpus — 94 citations exist upstream.

References

2002Dynamic Conditional Correlation 2001Extreme Correlation of International Equity Markets 1995Is the correlation in international equity returns constant: 1960–1990?2002International Asset Allocation With Regime Shifts 2006Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns 2000Commonality in liquidity 2006Facts and Fantasies about Commodity Futures 2012Index Investment and the Financialization of Commodities

Cited by

2022Diversification and hedging strategies of green bonds in financial asset portfolios during the COVID-19 pandemic 2017The relationship between commodity markets and commodity mutual funds: A wavelet-based analysis 2020Co-movement across european stock and real estate markets

Details

Year2015

Typearticle

Published2015-03-21

VenueResources Policy

ISSN-L0301-4207

Languageen

Citations94

Files0 public / 0

ShelfMarket Dynamics and Volatility

Identifiers

doi10.1016/j.resourpol.2015.03.001

openalex_workW2036401482

Links

Imported from OpenAlex (CC0) — nothing here is generated.