Conditional Correlation and Volatility in CommodityFutures and Traditional Asset Markets

By James Chong, Joëlle Miffre. The Journal of Alternative Investments, 2009

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Commodity and Equity Markets: Some Stylized Facts from a Copula Approach (2013, unknown): “Chong and Mi¤re (2010), Hong and Yogo (2009) reach similar conclusions over a more recent period (see also Büyükşahin, Haigh and Robe (2010), Kat and Oomen (2006), Erb and Harvey (2006)).”
On the links between stock and commodity markets' volatility (2013, background): “This short-run characteristic could thus explain the temporary disrupted link between both markets (see Silvennoinen and Thorp, 2010; Chong and Miffre, 2010).”
Tactical Allocation in Commodity Futures Markets: Combining Momentum and Term Structure Signals (2010, unknown): “The strategic appeal of commodity indices comes from their equity-like return, their inflation-hedging properties and their role for risk diversification (Bodie and Rosansky, 1980; Erb and Harvey, 2006; Gorton and Rouwenhorst, 2006; Chong and Miffre, 2010; Baur and McDermott, 2010).”