Commodity markets dynamics: What do cross-commodities over different nearest-to-maturities tell us?
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- Amar, Amine Ben & Goutte, Stéphane & Isleimeyyeh, Mohammad & Benkraiem, Ramzi, 2022. "Commodity markets dynamics: What do cross-commodities over different nearest-to-maturities tell us?," International Review of Financial Analysis, Elsevier, vol. 82(C).
- Mohammad Isleimeyyeh & Amine Ben Amar & Stéphane Goutte & Ramzi Benkraiem, 2022. "Commodity markets dynamics: What do cross-commodities over different nearest-to-maturities tell us?," Post-Print hal-03674806, HAL.
- Mohammad Isleimeyyeh & Amine Ben Amar & Stéphane Goutte, 2021. "Commodity markets dynamics: What do crosscommodities over different nearest-to-maturities tell us?," Working Papers halshs-03211699, HAL.
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More about this item
Keywords
nearest-to-maturities; futures; precious metals; agricultural; energy; financialization; Cross-commodity integration; connectedness; COVID-19;All these keywords.
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ENE-2022-08-08 (Energy Economics)
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