COVID-19 Impact on Commodity Futures Volatilities

Finance Research Letters ◽

10.1016/j.frl.2021.102624 ◽

2021 ◽

pp. 102624

Author(s):

Yongmin Zhang ◽

Ruizhi Wang

Keyword(s):

Commodity Futures

Download Full-text

Efficient Use of Commodity Futures in Diversified Portfolios

10.2469/dig.v31.n1.828 ◽

2001 ◽

Vol 31 (1) ◽

pp. 63-64

Author(s):

Charles F. Peake

Keyword(s):

Commodity Futures

Download Full-text

The Hedging Benefits of Commodity Futures in International Portfolio Diversification

10.2469/dig.v30.n3.721 ◽

2000 ◽

Vol 30 (3) ◽

pp. 47-49 ◽

Author(s):

Johann de Villiers

Keyword(s):

Commodity Futures ◽

Portfolio Diversification ◽

International Portfolio Diversification ◽

International Portfolio

Download Full-text

Trend-Following Trading Strategies in Commodity Futures: A Re-Examination

10.2469/dig.v40.n2.4 ◽

2010 ◽

Vol 40 (2) ◽

pp. 5-7

Author(s):

Yazann S. Romahi

Keyword(s):

Trading Strategies ◽

Commodity Futures

Download Full-text

Chemical Link Versus Industrial Link among Commodity Futures

SSRN Electronic Journal ◽

10.2139/ssrn.1549995 ◽

2010 ◽

Author(s):

Michael Chng

Keyword(s):

Commodity Futures

Download Full-text

Long and Short Term Jumps in Commodity Futures Prices

SSRN Electronic Journal ◽

10.2139/ssrn.1666177 ◽

2010 ◽

Author(s):

M. A. H. Dempster ◽

Elena Medova ◽

Ke Tang

Keyword(s):

Commodity Futures ◽

Futures Prices ◽

Download Full-text

Do Variance Risk Premia Predict Commodity Futures Returns? Evidence from the Crude Oil Market

SSRN Electronic Journal ◽

10.2139/ssrn.1844710 ◽

2011 ◽

Author(s):

Xuhui (Nick) Pan ◽

Sang Baum Kang

Keyword(s):

Crude Oil ◽

Risk Premia ◽

Commodity Futures ◽

Download Full-text

The Information in the Term Structure of Commodity Futures

SSRN Electronic Journal ◽

10.2139/ssrn.1982200 ◽

2011 ◽

Author(s):

Denis B. Chaves ◽

Vitali Kalesnik ◽

Bryce Little

Keyword(s):

Term Structure ◽

Commodity Futures

Download Full-text

Correlation in Commodity Futures and Equity Markets Around the World: Long-Run Trend and Short-Run Fluctuation

SSRN Electronic Journal ◽

10.2139/ssrn.2011178 ◽

2011 ◽

Author(s):

Xiaoming Li ◽

Bing Zhang ◽

Zhijie Du

Keyword(s):

Equity Markets ◽

Commodity Futures ◽

Long Run ◽

The World ◽

Download Full-text

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

Download Full-text

The Future of the Commodity Futures Market: How Customer Segregated Accounts Can Be Better Protected from Insolvent Futures Commission Merchants

SSRN Electronic Journal ◽

10.2139/ssrn.2180255 ◽

2012 ◽

Author(s):

Zachary Brumfield

Keyword(s):

Futures Market ◽

Commodity Futures ◽

Download Full-text