An analysis of commodity markets: What gain for investors?
By Paresh Kumar Narayan, Seema W. Narayan, S. Sharma. 2013
170 citations recorded by the source corpus.
Subfields: Economics and Econometrics
View Paper: https://www.semanticscholar.org/paper/72c2841048c76de8a2c8ada8144a8eca2dba3980
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
- S. Sharma
- D. Phan
- Paresh Kumar Narayan
- Syed Jawad Hussain Shahzad
- Muhammad Shahbaz
- Rania Jammazi
- R. Ferrer
- Francisco Jareño
Citations in the corpus
- Oil price and stock returns of consumers and producers of crude oil (2015, methodology): “Narayan et al. (2013) show that oil spot and futures relationship is also nonlinear, suggesting a potential asymmetric characteristic of crude oil prices.”
- Time-Varying Effect of Oil Market Shocks on the Stock Market (2015, unknown): “In an analysis of the commodity market, Narayan et al. (2013) find that commodity (including oil) market profits are regime dependent and contingent on structural breaks.”
- Time-varying causality between crude oil and stock markets: What can we learn from a multiscale perspective? (2017, background): “The sampling frequency is not a trivial matter as there is a recent body of research attempting to figure out whether the choice of data frequency has a critical impact on the results of empirical work in financial economics (Narayan & Sharma, 2015; Narayan et al., 2013; Narayan et al., 2015; Yildir”