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The relationship between Asian equity and commodity futures markets · Study

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ArticleThe relationship between Asian equity and commodity futures markets

Kannan Sivananthan Thuraisamy2013

OA

Articlegreen2013

The relationship between Asian equity and commodity futures markets

Kannan Sivananthan Thuraisamy · Susan Sunila Sharma · Huson Joher Ali Ahmed

55 citations·0/0 files stored·Journal of Asian Economics

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

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References

1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root 1995Multivariate Simultaneous Generalized ARCH 2009Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold 2010Is gold a safe haven? International evidence 2011Volatility spillovers between oil prices and stock sector returns: Implications for portfolio management 1983Price Movements and Price Discovery in Futures and Cash Markets 2008Striking oil: Another puzzle?

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2019Exploring the dynamic effects of financial factors on oil prices based on a TVP-VAR model

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Year2013

Typearticle

Published2013-04-30

VenueJournal of Asian Economics

ISSN-L1049-0078

Languageen

Citations55

Files0 public / 0

ShelfMarket Dynamics and Volatility

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doi10.1016/j.asieco.2013.04.003

openalex_workW2037170228

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