Does news uncertainty matter for commodity futures markets? Heterogeneity in energy and non-energy sectors-Reference-Cited by-同舟云学术

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Does news uncertainty matter for commodity futures markets? Heterogeneity in energy and non-energy sectors

Published:2018-04-02 Issue:10 Volume:38 Page:1246-1261
ISSN:0270-7314
Container-title:Journal of Futures Markets
language:en
Short-container-title:J Futures Markets

Author:

Liu Yang¹,Han Liyan¹,Yin Libo²^ORCID

Affiliation:

1. School of Economics and Management; Beihang University; Beijing China

2. School of Finance; Central University of Finance and Economics; Beijing China

Funder

Program for Innovation Research in the Central University of Finance and Economics

National Natural Science Foundation of China

Publisher

Wiley

Subject

Economics and Econometrics,Finance,General Business, Management and Accounting,Accounting

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1002/fut.21916/fullpdf

Reference68 articles.

1. Financialization in commodity markets: A passing trend or the new normal;Adams;Journal of Banking & Finance,2015

2. Stock-versus-flow distinctions, information, and the role of inventory;Adrangi;Journal of Futures Markets,2015

3. Assessing contagion risk from energy and non-energy commodity markets;Algieri;Energy Economics,2017

4. Uncertainty and crude oil returns;Aloui;Energy Economics,2016

5. Impact of speculation and economic uncertainty on commodity markets;Andreasson;International Review of Financial Analysis,2016

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4. Forecasting the volatility of precious metals prices with global economic policy uncertainty in pre and during the COVID-19 period: Novel evidence from the GARCH-MIDAS approach;Energy Economics;2023-04

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