Speculative activity and returns volatility of Chinese agricultural commodity futures

Journal of Asian Economics ◽

10.1016/j.asieco.2017.12.003 ◽

2018 ◽

Vol 54 ◽

pp. 69-91 ◽

Author(s):

Martin T. Bohl ◽

Pierre L. Siklos ◽

Claudia Wellenreuther

Keyword(s):

Commodity Futures ◽

Agricultural Commodity

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Cointegration, Linear and Nonlinear Causality among Futures with Different Maturities: Evidence from Indian Agricultural Commodity Futures Markets

SSRN Electronic Journal ◽

10.2139/ssrn.2131653 ◽

2012 ◽

Author(s):

Tarun Kumar Soni

Keyword(s):

Futures Markets ◽

Commodity Futures ◽

Agricultural Commodity ◽

Commodity Futures Markets ◽

Linear And Nonlinear

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The effect of temperature anomaly and macroeconomic fundamentals on agricultural commodity futures returns

Energy Economics ◽

10.1016/j.eneco.2021.105377 ◽

2021 ◽

pp. 105377

Author(s):

Adam Makkonen ◽

Daniel Vallström ◽

Gazi Salah Uddin ◽

Md Lutfur Rahman ◽

Michel Ferreira Cardia Haddad

Keyword(s):

Temperature Anomaly ◽

Commodity Futures ◽

Effect Of Temperature ◽

Agricultural Commodity ◽

Macroeconomic Fundamentals

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Modelling Long Memory Volatility in Agricultural Commodity Futures Returns

SSRN Electronic Journal ◽

10.2139/ssrn.1491890 ◽

2009 ◽

Author(s):

Roengchai Tansuchat ◽

Chia-Lin Chang ◽

Michael McAleer

Keyword(s):

Long Memory ◽

Commodity Futures ◽

Agricultural Commodity

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A New Look at the Efficiency & Volatility of Indian Agricultural Commodity Futures Markets

SSRN Electronic Journal ◽

10.2139/ssrn.2975269 ◽

2017 ◽

Author(s):

Velmurugan Palanipappa Shanmugan ◽

Paul W Armah

Keyword(s):

Futures Markets ◽

Commodity Futures ◽

Agricultural Commodity ◽

Commodity Futures Markets ◽

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Fundamental Surprises, Market Structure, and Price Formation in Agricultural Commodity Futures Markets

SSRN Electronic Journal ◽

10.2139/ssrn.3378223 ◽

2019 ◽

Author(s):

Xiaodong Du ◽

Stephen A Kane

Keyword(s):

Market Structure ◽

Futures Markets ◽

Commodity Futures ◽

Price Formation ◽

Agricultural Commodity ◽

Commodity Futures Markets

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Nonparametric estimation of market risk: an application to agricultural commodity futures

Agricultural Finance Review ◽

10.1108/00021461011065292 ◽

2010 ◽

Vol 70 (2) ◽

pp. 285-297 ◽

Author(s):

Abdoul G. Sam

Keyword(s):

Nonparametric Estimation ◽

Market Risk ◽

Commodity Futures ◽

Agricultural Commodity

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Agricultural commodity futures prices prediction via long- and short-term time series network

Journal of Applied Economics ◽

10.1080/15140326.2019.1668664 ◽

2019 ◽

Vol 22 (1) ◽

pp. 468-483 ◽

Author(s):

Hongbing Ouyang ◽

Xiaolu Wei ◽

Qiufeng Wu

Keyword(s):

Time Series ◽

Commodity Futures ◽

Futures Prices ◽

Agricultural Commodity ◽

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Multifractal analysis of China's agricultural commodity futures markets

Energy Procedia ◽

10.1016/j.egypro.2011.03.330 ◽

2011 ◽

Vol 5 ◽

pp. 1920-1926 ◽

Author(s):

Zhihui Li ◽

Xinsheng Lu

Keyword(s):

Multifractal Analysis ◽

Futures Markets ◽

Commodity Futures ◽

Agricultural Commodity ◽

Commodity Futures Markets

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Efficiency in agricultural commodity futures markets in India

Agricultural Finance Review ◽

10.1108/00021461111152555 ◽

2011 ◽

Vol 71 (2) ◽

pp. 162-178 ◽

Author(s):

Jabir Ali ◽

Kriti Bardhan Gupta

Keyword(s):

Futures Markets ◽

Commodity Futures ◽

Agricultural Commodity ◽

Commodity Futures Markets

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Dynamic spillover effects among crude oil, precious metal, and agricultural commodity futures markets

Energy Economics ◽

10.1016/j.eneco.2016.12.011 ◽

2017 ◽

Vol 62 ◽

pp. 19-32 ◽

Author(s):

Sang Hoon Kang ◽

Ron McIver ◽

Seong-Min Yoon

Keyword(s):

Crude Oil ◽

Precious Metal ◽

Futures Markets ◽

Spillover Effects ◽

Commodity Futures ◽

Agricultural Commodity ◽

Commodity Futures Markets

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