Nothing Special   »   [go: up one dir, main page]

create a website
Global Liquidity and Commodity Prices. (2015). Kang, Hyunju ; Yu, Jongmin.
In: Working Papers.
RePEc:bok:wpaper:1514.

Full description at Econpapers || Download paper

Cited: 0

Citations received by this document

Cites: 18

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

    This document has not been cited yet.

References

References cited by this document

  1. Amisano G., and C. Giannini (1997), “Topics in Structural VAR Econometrics,” Second Edition, Springer, Berlin.
    Paper not yet in RePEc: Add citation now
  2. Büyüksahin, B., and M. A. Robe (2014), “Sepculators, Commodities and Cross-Market Linkages,” Journal of International Money and Finance, Vol. 42, pp.38-70.

  3. Baffes, J., and C. Savescu (2014), “Monetary Conditions and Metal Prices,” Applied Economics Letters, Vol. 21(7), pp. 447-452.

  4. Beckmann, J., A. Belke, and R. Czudaj (2014), “Does Global Liquidity Drive Commodity Prices,” Forthcoming at Journal of Banking and Finance.

  5. Belke, A., I. G. Bordon, and U. Volz (2013), “Effects of Global Liquidity on Commodity and Food Prices,” World Development, Vol. 44, pp. 31-43.

  6. Chen, S., P. Liu, A. Maechler, C. Marsh, S. Saksonovs, and H. S. Shin (2012), “Exploring the Dynamics of Global Liquidity,” IMF Working Paper WP/12/246.

  7. Choi, W., T. Kang, G. Kim, and B. Lee (2014), “Global Liquidity Transmission to Emerging Market Economies, and Their Policy Responses,” BOK Working Paper, No. 2014-38.

  8. Hall, P. (1992), “On Bootstrap Confidence Intervals in Nonparametric Regression,” The Annals of Statistics, Vol. 20(2), pp. 695-711.
    Paper not yet in RePEc: Add citation now
  9. International Monetary Fund (2013), “Global Liquidity – Credit and Funding Indicators,” IMF Policy Paper, July 16, 2013.
    Paper not yet in RePEc: Add citation now
  10. Kang, H., and S. Lee (2013), “Global Liquidity and Cross-Border Capital Flows,” (in Korean) KCMI Research Paper 13-02.
    Paper not yet in RePEc: Add citation now
  11. Kilian, L. (2009), “Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market,” American Economic Review, Vol.

  12. Lütkepohl, H. (2007), “New Introduction to Multiple Time Series Analysis,” Springer, Berlin.
    Paper not yet in RePEc: Add citation now
  13. Matheson, T. (2011), “Financial Conditions Indexes for the United States and Euro Area,” IMF Working Paper WP/11/93.

  14. Noh, J., and K. Lee (2012), “The Impact of Monetary Easing in Major Countries on the International Oil Price,”(in Korean) Bank of Korea Overseas Economy Focus, Vol. 20, pp. 1-10.
    Paper not yet in RePEc: Add citation now
  15. Stock, J., and M. Watson (2006), “Forecasting with Many Predictors,” In Handbook of Economic Forecasting, Volume 1, edited by Elliot, G., Granger, C.W.J. and Timmermann, A., 515-554, North-Holland.

  16. U.S. Senate Permanent Committee on Investigations (2014), Wall Street Bank Involvement with Physical Commodities 11-18-14.
    Paper not yet in RePEc: Add citation now
  17. West, K., and K. Wong(2014), “A Factor Model for Co-movement of Commodity Prices,” Journal of International Money and Finance, Vol. 42, pp. 289-309.

  18. Yu, J., and M. Mallory (2014), “Exchange Rate Effect on Carbon Credit Price via Energy Markets,” Journal of International Money and Finance, V ol. 47, pp. 145-161.

Cocites

Documents in RePEc which have cited the same bibliography

  1. Volatility transmissions across international oil market, commodity futures and stock markets: Empirical evidence from China. (2021). Huo, Rui ; Ahmed, Abdullahi D.
    In: Energy Economics.
    RePEc:eee:eneeco:v:93:y:2021:i:c:s0140988320300803.

    Full description at Econpapers || Download paper

  2. Determinants of the crude oil futures curve: Inventory, consumption and volatility. (2017). Yeung, Danny ; Thorp, Susan ; Nikitopoulos-Sklibosios, Christina ; Squires, Matthew.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:84:y:2017:i:c:p:53-67.

    Full description at Econpapers || Download paper

  3. An equilibrium model for spot and forward prices of commodities. (2017). Anthropelos, Michail ; Papapantoleon, Antonis ; Kupper, Michael.
    In: Papers.
    RePEc:arx:papers:1502.00674.

    Full description at Econpapers || Download paper

  4. Forecasting oil price realized volatility: A new approach. (2016). Filis, George ; Degiannakis, Stavros.
    In: MPRA Paper.
    RePEc:pra:mprapa:69105.

    Full description at Econpapers || Download paper

  5. Comovement and the financialization of commodities. (2016). Taschini, Luca ; Bonato, Matteo.
    In: GRI Working Papers.
    RePEc:lsg:lsgwps:wp215.

    Full description at Econpapers || Download paper

  6. Increasing Trends in the Excess Comovement of Commodity Prices. (2016). Okimoto, Tatsuyoshi ; Ohashi, Kazuhiko .
    In: CAMA Working Papers.
    RePEc:een:camaaa:2016-09.

    Full description at Econpapers || Download paper

  7. Are benefits from oil-stocks diversification gone? New evidence from a dynamic copula and high frequency data. (2015). Baruník, Jozef ; Avdulaj, Krenar ; Barunik, Jozef.
    In: FinMaP-Working Papers.
    RePEc:zbw:fmpwps:32.

    Full description at Econpapers || Download paper

  8. Financialization in Commodity Markets: A Passing Trend or the New Normal?. (2015). Adams, Zeno.
    In: Working Papers on Finance.
    RePEc:usg:sfwpfi:2014:13.

    Full description at Econpapers || Download paper

  9. Can oil prices forecast exchange rates?. (2015). Rossi, Barbara ; Rogoff, Kenneth ; Ferraro, Domenico.
    In: Economics Working Papers.
    RePEc:upf:upfgen:1461.

    Full description at Econpapers || Download paper

  10. Market making and risk management in options markets. (2015). Boyd, Naomi.
    In: Review of Derivatives Research.
    RePEc:kap:revdev:v:18:y:2015:i:1:p:1-27.

    Full description at Econpapers || Download paper

  11. Cross-sectoral interactions in Islamic equity markets. (2015). Yılmaz, Mustafa ; Sensoy, Ahmet ; Hacihasanoglu, Erk ; Şensoy, Ahmet ; Yilmaz, Mustafa K. ; Ozturk, Kevser .
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:32:y:2015:i:c:p:1-20.

    Full description at Econpapers || Download paper

  12. Dynamic convergence of commodity futures: Not all types of commodities are alike. (2015). Sensoy, Ahmet ; Nguyen, Duc Khuong ; Hacihasanoglu, Erk ; Åžensoy, Ahmet.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:44:y:2015:i:c:p:150-160.

    Full description at Econpapers || Download paper

  13. Can oil prices forecast exchange rates? An empirical analysis of the relationship between commodity prices and exchange rates. (2015). Rossi, Barbara ; Rogoff, Kenneth ; Ferraro, Domenico.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:54:y:2015:i:c:p:116-141.

    Full description at Econpapers || Download paper

  14. Financialization in commodity markets: A passing trend or the new normal?. (2015). Adams, Zeno ; Gluck, Thorsten .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:60:y:2015:i:c:p:93-111.

    Full description at Econpapers || Download paper

  15. Do commodities add value in multi-asset portfolios? An out-of-sample analysis for different investment strategies. (2015). Wolff, Dominik ; Bessler, Wolfgang .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:60:y:2015:i:c:p:1-20.

    Full description at Econpapers || Download paper

  16. Oil prices and financial stress: A volatility spillover analysis. (2015). Soytas, Ugur ; Nazlioglu, Saban ; GUPTA, RANGAN.
    In: Energy Policy.
    RePEc:eee:enepol:v:82:y:2015:i:c:p:278-288.

    Full description at Econpapers || Download paper

  17. Interactions between oil and financial markets — Do conditions of financial stress matter?. (2015). Kao, Chung-Wei ; Wan, Jer-Yuh .
    In: Energy Economics.
    RePEc:eee:eneeco:v:52:y:2015:i:pa:p:160-175.

    Full description at Econpapers || Download paper

  18. Are benefits from oil–stocks diversification gone? New evidence from a dynamic copula and high frequency data. (2015). Baruník, Jozef ; Avdulaj, Krenar.
    In: Energy Economics.
    RePEc:eee:eneeco:v:51:y:2015:i:c:p:31-44.

    Full description at Econpapers || Download paper

  19. Exogenous impacts on the links between energy and agricultural commodity markets. (2015). Yin, Libo ; Han, Liyan ; Zhou, Yimin.
    In: Energy Economics.
    RePEc:eee:eneeco:v:49:y:2015:i:c:p:350-358.

    Full description at Econpapers || Download paper

  20. Does the Euro affect the dynamic relation between stock market liquidity and the business cycle?. (2015). Khallouli, Wajih ; Smimou, K.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:25:y:2015:i:c:p:125-153.

    Full description at Econpapers || Download paper

  21. Heterogeneous beliefs, regret, and uncertainty: The role of speculation in energy price dynamics. (2015). Joets, Marc.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:247:y:2015:i:1:p:204-215.

    Full description at Econpapers || Download paper

  22. Precious metals, cereal, oil and stock market linkages and portfolio risk management: Evidence from Saudi Arabia. (2015). Mensi, walid ; Kang, Sang Hoon ; Hammoudeh, Shawkat.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:51:y:2015:i:c:p:340-358.

    Full description at Econpapers || Download paper

  23. Correlations between oil and stock markets: A wavelet-based approach. (2015). Veiga, Helena ; Ramos, Sofia ; Martin-Barragan, Belen.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:50:y:2015:i:c:p:212-227.

    Full description at Econpapers || Download paper

  24. Finanzspekulation und Rohstoffpreise. (2015). Rieth, Malte ; Hachula, Michael .
    In: DIW Roundup: Politik im Fokus.
    RePEc:diw:diwrup:63de.

    Full description at Econpapers || Download paper

  25. Can Oil Prices Forecast Exchange Rates?. (2015). Rossi, Barbara ; Rogoff, Kenneth ; Ferraro, Domenico.
    In: Working Papers.
    RePEc:bge:wpaper:803.

    Full description at Econpapers || Download paper

  26. A Tale for Two Tails: Explaining Extreme Events in Financialized Agricultural markets. (2015). Kalkuhl, Matthias ; Algieri, Bernardina ; Koch, Nicolas.
    In: 2015 Conference (59th), February 10-13, 2015, Rotorua, New Zealand.
    RePEc:ags:aare15:202529.

    Full description at Econpapers || Download paper

  27. Sorting out commodity and macroeconomic risk in expected stock returns. (2014). Boons, M. F..
    In: Other publications TiSEM.
    RePEc:tiu:tiutis:1ebdac58-bf37-499d-8835-1ba1e8153940.

    Full description at Econpapers || Download paper

  28. Spillovers between oil and stock markets at times of geopolitical unrest and economic turbulence. (2014). Filis, George ; Antonakakis, Nikolaos ; Chatziantoniou, Ioannis.
    In: MPRA Paper.
    RePEc:pra:mprapa:59760.

    Full description at Econpapers || Download paper

  29. Liquidity Risk and the Dynamics of Arbitrage Capital. (2014). Vayanos, Dimitri ; Kondor, Péter.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:19931.

    Full description at Econpapers || Download paper

  30. Effects of Index-Fund Investing on Commodity Futures Prices. (2014). Wu, Jing Cynthia ; Hamilton, James.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:19892.

    Full description at Econpapers || Download paper

  31. Bubbles, Food Prices, and Speculation: Evidence from the CFTCs Daily Large Trader Data Files. (2014). Aulerich, Nicole M. ; Irwin, Scott H. ; Garcia, Philip.
    In: NBER Chapters.
    RePEc:nbr:nberch:12814.

    Full description at Econpapers || Download paper

  32. Commodity returns co-movements: Fundamentals or style effect?. (2014). Moussa, Zakaria ; Darné, Olivier ; Darne, Olivier ; Charlot, Philippe.
    In: Working Papers.
    RePEc:hal:wpaper:hal-01093631.

    Full description at Econpapers || Download paper

  33. Liquidity risk and the dynamics of arbitrage capital. (2014). Vayanos, Dimitri ; Kondor, Péter.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:55910.

    Full description at Econpapers || Download paper

  34. Linear and non-linear Granger causality between oil spot and futures prices: A wavelet based test. (2014). Masih, Abul ; Alzahrani, Mohammed ; Al-Titi, Omar.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:48:y:2014:i:pa:p:175-201.

    Full description at Econpapers || Download paper

  35. Tail events: A new approach to understanding extreme energy commodity prices. (2014). Koch, Nicolas.
    In: Energy Economics.
    RePEc:eee:eneeco:v:43:y:2014:i:c:p:195-205.

    Full description at Econpapers || Download paper

  36. Liquidity Risk and the Dynamics of Arbitrage Capital. (2014). Vayanos, Dimitri ; Kondor, Péter.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:9885.

    Full description at Econpapers || Download paper

  37. Monetary policy surprises, positions of traders, and changes in commodity futures prices. (2013). Gospodinov, Nikolay ; Jamali, Ibrahim.
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:2013-12.

    Full description at Econpapers || Download paper

  38. The Effects of Derivatives on Underlying Financial Markets: Equity Options, Commodity Derivatives and Credit Default Swaps. (2013). Bernales, Alejandro ; Arrata, William ; Coudert, Virginie.
    In: SUERF 50th Anniversary Volume Chapters.
    RePEc:erf:erfftc:1-13.

    Full description at Econpapers || Download paper

  39. 50 Years of Money and Finance: Lessons and Challenges. (2013). Balling, Morten ; Ayuso, Juan ; Blundell-Wignall, Adrian ; Coudert, Virginie ; Frost, Jon ; Blanco, Roberto ; de Haan, Jakob ; McCauley, Robert N. ; Ma, Guonan ; Molyneux, Philip ; Gnan, Ernest ; Atkinson, Paul ; Masciandaro, Donato ; Jackson, Patricia ; Llewellyn, David T. ; Thygesen, Niels C. ; Pattipeilohy, Christiaan ; Tabbae, Mostafa ; Goodhart, Charles ; White, William R. ; Roulet, Caroline ; Arrata, William ; Quintyn, Marc ; Bernales, Alejandro ; van den End, Willem .
    In: SUERF 50th Anniversary Volume - 50 Years of Money and Finance: Lessons and Challenges.
    RePEc:erf:erffft:1.

    Full description at Econpapers || Download

  40. Have food and financial markets integrated? An empirical assessment on aggregate data. (2013). Lehecka, Georg .
    In: 53rd Annual Conference, Berlin, Germany, September 25-27, 2013.
    RePEc:ags:gewi13:156108.

    Full description at Econpapers || Download paper

  41. A brief essay on the financialization of agricultural commodity markets. (2012). Girardi, Daniele.
    In: MPRA Paper.
    RePEc:pra:mprapa:44771.

    Full description at Econpapers || Download paper

  42. Do financial investors affect the price of wheat?. (2012). Girardi, Daniele.
    In: MPRA Paper.
    RePEc:pra:mprapa:40285.

    Full description at Econpapers || Download paper

  43. Futures basis, inventory and commodity price volatility: An empirical analysis. (2012). Symeonidis, Lazaros ; Prokopczuk, Marcel ; Brooks, Chris ; Lazar, Emese.
    In: MPRA Paper.
    RePEc:pra:mprapa:39903.

    Full description at Econpapers || Download paper

  44. Convective Risk Flows in Commodity Futures Markets. (2012). Xiong, Wei ; Kirilenko, Andrei ; Cheng, Ing-Haw.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:17921.

    Full description at Econpapers || Download paper

  45. Measuring contagion between energy market and stock market during financial crisis: A copula approach. (2012). Huang, Dengshi ; Wei, YU ; Wen, Xiaoqian.
    In: Energy Economics.
    RePEc:eee:eneeco:v:34:y:2012:i:5:p:1435-1446.

    Full description at Econpapers || Download paper

  46. Futures basis, inventory and commodity price volatility: An empirical analysis. (2012). Symeonidis, Lazaros ; Prokopczuk, Marcel ; Brooks, Chris.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:29:y:2012:i:6:p:2651-2663.

    Full description at Econpapers || Download paper

  47. The role of financial investments in agricultural commodity derivatives markets. (2012). Di Nino, Virginia ; Borin, Alessandro ; DiNino, Virginia .
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_849_12.

    Full description at Econpapers || Download paper

  48. Financialization and Structural Change in Commodity Futures Markets. (2012). Irwin, Scott ; Sanders, Dwight R..
    In: Journal of Agricultural and Applied Economics.
    RePEc:ags:joaaec:130280.

    Full description at Econpapers || Download paper

  49. Does the Masters Hypothesis Explain Recent Food Price Spikes?. (2012). Irwin, Scott.
    In: 2012 Conference, August 18-24, 2012, Foz do Iguacu, Brazil.
    RePEc:ags:iaae12:126877.

    Full description at Econpapers || Download paper

  50. Do financial investors affect commodity prices? The case of Hard Red Winter Wheat. (2011). Girardi, Daniele.
    In: MPRA Paper.
    RePEc:pra:mprapa:35670.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-01-12 16:27:05 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.