Nonlinear examination of the ‘Heat Wave’ and ‘Meteor Shower’ effects between spot and futures markets of the precious metals (original) (raw)
slavica manic2021, Empirical Economics
visibility
…
description
26 pages
link
1 file
Related papers
Technical Trading and Commodity Price Fluctuations
WIFO Studies, 2012
Commodity Indices and Futures Markets
2017
Investigating the impact of geopolitical risks on the commodity futures
Cogent Economics & Finance
Chaotic Time Series for Copper’s Price Forecast
IFIP Advances in Information and Communication Technology
Forecasting in inefficient commodity markets
Journal of Economic Studies, 2009
Commodity markets through the business cycle
Quantitative Finance, 2013
Forecasting model of Shanghai and CRB commodity indexes
Expert Systems with Applications, 2012
Commodity markets, price limiters and speculative price dynamics
Journal of Economic Dynamics and Control, 2005
Idiosyncratic Momentum in Commodity Futures
SSRN Electronic Journal, 2017
A Statistical Analysis of the European Temperature in the Context of Weather Derivative Pricing
SSRN Electronic Journal, 2011
Loading Preview
Sorry, preview is currently unavailable. You can download the paper by clicking the button above.
Related papers
Predictability of Market Prices
Empirical Science of Financial Fluctuations, 2002
Long memory and structural breaks in modeling the return and volatility dynamics of precious metals
Mohamed El Hedi Arouri, Shawkat Hammoudeh
The Quarterly Review of Economics and Finance, 2012
Dynamic Relationship between Crude Oil Future and Gold Future Market -An Indian Perspective
Stochastic Modeling and Analysis of Energy Commodity Spot Price Processes
2014
Persistence of volatility in futures markets
Journal of Futures Markets, 2006
The High Frequency Impact of Macroeconomic Announcements in the Brazilian Futures Markets
Brazilian Review of Econometrics, 2015
The prediction of periods of high volatility in exchange markets
The European Physical Journal B, 2001
Neural Computing and Applications, 2010
Application of moving averages: An empirical study of selected commodity future indices
Indian Journal of Economics and Development, 2017
Forecasting volatility in the petroleum futures markets: A re-examination and extension
Energy Economics, 2020
Financial frictions and the futures pricing puzzle
Economic Modelling
Modeling extreme risks in commodities and commodity currencies
Pacific-Basin Finance Journal, 2018
2011
Gold Price: Trend-Cycle Analysis Using Fuzzy Techniques
Information Processing and Management of Uncertainty in Knowledge-Based Systems, 2020
Modelling and measuring price discovery in commodity markets
Journal of Econometrics, 2010
Investigating the Relationship between Gold and Silver Prices
Social Science Research Network, 1996
Space-time modeling of electricity spot prices
The Energy Journal, 2017
Weather Effect: An Evidence from Turkish Stock Exchange
SSRN Electronic Journal, 2003
Theory of earthquakes interevent times applied to financial markets
Physica A: Statistical Mechanics and its Applications, 2017
On the predictive accuracy of crude oil futures prices
Energy Policy, 2004
Gone with the Wind: Chicago’s Weather and Futures Trading
2007
Strategic interaction between futures and spot markets
Journal of Economic Theory, 2003
Price Volatility and Market Efficiency of Futures Market in India
IOSR Journal of Business and Management, 2014
Energy Derivatives' Market Dynamics
SSRN Electronic Journal, 2012
Price discovery and risk transfer in the Brent crude oil futures market
International Journal of Financial Markets and Derivatives, 2016