Financial crises and the nature of correlation between commodity and stock markets

Author:

Öztek Mehmet Fatih,Öcal Nadir

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference32 articles.

1. Barclays Capital (2011). The commodity investors.

2. Gold, oil, and stocks: dynamic correlations;Baruník;International Review of Economics Finance,2016

3. Becker, K. G.& Finnerty, J. E. (1994). Indexed Commodity Futures and the Risk of Institutional Portfolios. OFOR Working Paper, No. 94-02.

4. Brunetti, C.& Büyükşahin, B. (2009). Is speculation destabilizing? Working Paper, CFTC.

5. Commodities and equities: ever a 'market of one'?;Büyükşahin;Journal of Alternative Investments,2010

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