The Financialization of Storable Commodities
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DOI: 10.1287/mnsc.2019.3445
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- Volker Seiler, 2024. "The relationship between Chinese and FOB prices of rare earth elements – Evidence in the time and frequency domain," Post-Print hal-04549980, HAL.
- Kang, Wenjin & Tang, Ke & Wang, Ningli, 2023. "Financialization of commodity markets ten years later," Journal of Commodity Markets, Elsevier, vol. 30(C).
- Jilong Chen & Christian Ewald & Ruolan Ouyang & Sjur Westgaard & Xiaoxia Xiao, 2022. "Pricing commodity futures and determining risk premia in a three factor model with stochastic volatility: the case of Brent crude oil," Annals of Operations Research, Springer, vol. 313(1), pages 29-46, June.
- Karimi, Nader & Salavati, Erfan & Assa, Hirbod & Adibi, Hojatollah, 2024. "A stochastic optimal stopping model for storable commodity prices," Statistics & Probability Letters, Elsevier, vol. 204(C).
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- Chen, Lin & Wen, Fenghua & Zhang, Yun & Miao, Xiao, 2023. "Oil supply expectations and corporate social responsibility," International Review of Financial Analysis, Elsevier, vol. 87(C).
- Filippo Natoli, 2021. "Financialization Of Commodities Before And After The Great Financial Crisis," Journal of Economic Surveys, Wiley Blackwell, vol. 35(2), pages 488-511, April.
- Wen, Danyan & Wang, Huihui & Wang, Yudong & Xiao, Jihong, 2024. "Crude oil futures and the short-term price predictability of petroleum products," Energy, Elsevier, vol. 307(C).
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- Yin-Wong Cheung & Wenhao Wang, 2022. "Commodity Price Effects on Currencies," CESifo Working Paper Series 9967, CESifo.
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Keywords
finance; asset pricing; portfolio; industries; petroleum-natural gas;All these keywords.
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