2022 September - 5 articles
This paper examines the relevancy of price measurement for characterizing the relation between real oil prices and real exchange rates. The current empirical literature shows a consensus on using the U.S. CPI to deflate the nominal oil price simply b...
We use a robust measure of non-linear dependence, the Gerber cross-correlation statistic, to study the cross-dependence between the returns on Bitcoin and a set of commodities, namely wheat, gold, platinum and crude oil WTI. The Gerber statistic enab...
The present paper provides an empirical analysis of the relationship between shocks to commodity markets and stock markets. By employing a total volatility connectedness measure, we study the relationship between shocks to oil, gold, copper, and agri...
Utilizing the Commodity Futures Trading Commission’s Commitment of Traders report, we examine the behavior of traders in three large agricultural futures markets (corn, soybean, and wheat) when prices are at a key technical trading level—...
We are very pleased to announce the launch of the new open-access journal, Commodities (ISSN: 2813-2432) [...]
