Financial investments and commodity prices-Reference-Cited by-同舟云学术

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Financial investments and commodity prices

Published:2021-08-10 Issue: Volume: Page:
ISSN:1369-412X
Container-title:International Review of Finance
language:en
Short-container-title:International Review of Finance

Author:

Liu Peng¹,Qiu Zhigang²,Xu David Xiaoyu³

Affiliation:

1. SC Johnson College of Business and School of Hotel Administration Cornell University Ithaca New York USA

2. School of Finance Renmin University of China Beijing China

3. Department of Finance, Red McCombs School of Business University of Texas Austin Texas USA

Publisher

Wiley

Subject

Economics and Econometrics,Finance

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1111/irfi.12361

Reference47 articles.

1. Acharya Viral LarsLochstoerandTarunRamadorai(2009) Limits to Arbitrage and Hedging: Evidence from Commodity Markets Working Paper NYU Stern.

2. A Model of Financialization of Commodities

3. Systematic risk, hedging pressure, and risk premiums in futures markets;Bessembinder H.;Review of Financial Studies,1992

4. The direct estimation of the equilibrium response in a linear dynamic model

5. Futures markets and commodity options: Hedging and optimality in incomplete markets

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Detection of structural shifts in commodity markets in the mode of situation and digital monitoring;IFAC-PapersOnLine;2023

2. Joint Application of the FCM and Structural Shift Detection Algorithms in Monitoring;Lecture Notes in Networks and Systems;2023

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