Impact of speculation and economic uncertainty on commodity markets

By Pierre Andreasson, Stelios D. Bekiros, Duc Khuong Nguyen, Gazi Salah Uddin. 2016

176 citations recorded by the source corpus.

Subfields: Economics and Econometrics

View Paper: https://www.semanticscholar.org/paper/2f749b5a424db3f896677b8ce45086fc2194f552

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Sang Hoon Kang
2. Seong‐Min Yoon
3. Ron P. McIver
4. Duc Khuong Nguyen
5. Mohamed Arouri
6. Amine Lahiani
7. George Filis
8. Stavros Degiannakis *

Citations in the corpus

• Dynamic spillover effects among crude oil, precious metal, and agricultural commodity futures markets (2017, background): “…commodity futures to their portfolios, aiming to design strategies that optimize asset allocation, portfolio optimization, downside risk reduction, and hedging (Belousova and Dorfleitner, 2012; Skiadopoulos, 2012; Silvennoinen and Thorp, 2013; Andreasson et al., 2016; Karyotis and Alijani, 2016).”