1. Bayesian empirical likelihood inference and order shrinkage for a hysteretic autoregressive model. (2025). Yang, Kai ; Han, Guichen ; Song, Xinyuan ; Wang, Wenshan.
   In: Statistical Papers.
   RePEc:spr:stpapr:v:66:y:2025:i:2:d:10.1007_s00362-025-01659-0.

   Full description at Econpapers || Download paper

2. Revisiting the relationship between spot and futures markets: evidence from commodity markets and NARDL framework. (2022). Ftiti, Zied ; Louhichi, Wael ; ben Ameur, Hachmi.
   In: Annals of Operations Research.
   RePEc:spr:annopr:v:313:y:2022:i:1:d:10.1007_s10479-021-04172-3.

   Full description at Econpapers || Download paper

3. Forecasting commodity futures returns with stepwise regressions: Do commodity-specific factors help?. (2021). Pedio, Manuela ; Guidolin, Massimo.
   In: Annals of Operations Research.
   RePEc:spr:annopr:v:299:y:2021:i:1:d:10.1007_s10479-020-03515-w.

   Full description at Econpapers || Download paper

4. Trimmed fuzzy clustering of financial time series based on dynamic time warping. (2021). Massari, Riccardo ; Durso, Pierpaolo ; Giovanni, Livia.
   In: Annals of Operations Research.
   RePEc:spr:annopr:v:299:y:2021:i:1:d:10.1007_s10479-019-03284-1.

   Full description at Econpapers || Download paper

1. Aghabozorgi, S., Shirkhorshidi, A. S., & Wah, T. Y. (2015). Time-series clustering—A decade review. Information Systems, 53, 16–38.
   Paper not yet in RePEc: Add citation now
   

2. Ai, C., Chatrath, A., & Song, F. (2006). On the comovement of commodity prices. American Journal of Agricultural Economics, 88(3), 574–588.

3. Amendola, A., Niglio, M., & Vitale, C. (2009). Statistical properties of threshold models. Communications in Statistics Theory and Methods, 38(15), 2479–2497.
   Paper not yet in RePEc: Add citation now
   

4. Bai, J., & Ng, S. (2004). A panic attack on unit roots and cointegration. Econometrica, 72(4), 1127–1177.

5. Bastos, J. A., & Caiado, J. (2014). Clustering financial time series with variance ratio statistics. Quantitative Finance, 14(12), 2121–2133.

6. Batista, G. E., Wang, X., & Keogh E. J. (2011). A complexity-invariant distance measure for time series. In Proceedings of the 2011 SIAM international conference on data mining (pp. 699–710). SIAM.
   Paper not yet in RePEc: Add citation now
   

7. Ben-David, I., Franzoni, F., & Moussawi, R. (2012). Hedge fund stock trading in the financial crisis of 2007–2009. Review of Financial Studies, 25(1), 1–54.

8. Bernanke, B. S., Boivin, J., & Eliasz, P. (2005). Measuring the effects of monetary policy: A factor-augmented vector autoregressive (FAVAR) approach. Quarterly Journal of Economics, 120(1), 387–422.

9. Berndt, D. J., & Clifford, J. (1994). Using dynamic time warping to find patterns in time series. In KDD workshop, Seattle, WA, vol. 10, pp. 359–370.
   Paper not yet in RePEc: Add citation now
   

10. Brandmaier, A. M. (2015). pdc: An R package for complexity-based clustering of time series. Journal of Statistical Software, 67(5), 1–23.

11. Byrne, J. P., Fazio, G., & Fiess, N. (2013). Primary commodity prices: Co-movements, common factors and fundamentals. Journal of Development Economics, 101, 16–26.

12. Caiado, J., Crato, N., & Peña, D. (2006). A periodogram-based metric for time series classification. Computational Statistics & Data Analysis, 50(10), 2668–2684.

13. Casado, D. (2010). Classification techniques for time series and functional data. Ph.D. thesis, Universidad Carlos III de Madrid.
    Paper not yet in RePEc: Add citation now
    

14. Castellano, R., & D’Ecclesia, R. L. (2013). CDS volatility: The key signal of credit quality. Annals of Operations Research, 205(1), 89–107.

15. Chan, K. S. (1993). Consistency and limiting distribution of the least squares estimator of a threshold autoregressive model. The Annals of Statistics, 21(1), 520–533.
    Paper not yet in RePEc: Add citation now
    

16. Charles, A., Darné, O., Diebolt, C., & Ferrara, L. (2015). A new monthly chronology of the us industrial cycles in the prewar economy. Journal of Financial Stability, 17, 3–9.

17. Chen, C. W., So, M. K., & Liu, F. C. (2011). A review of threshold time series models in finance. Statistics and Its Interface, 4(2), 167–181.
    Paper not yet in RePEc: Add citation now
    

18. Chen, S. L., Jackson, J., Kim, H., & Resiandini, P. (2014a). What drives commodity prices? American Journal of Agricultural Economics, 96(5), 1455–1468.

19. Chen, Y. C., Turnovsky, S. J., & Zivot, E. (2014b). Forecasting inflation using commodity price aggregates. Journal of Econometrics, 183(1), 117–134.

20. Cheng, I., & Xiong, W. (2014). Financialization of commodity markets. Annual Review of Financial Economics, 6, 419–941.

21. Chouakria, A. D., & Nagabhushan, P. N. (2007). Adaptive dissimilarity index for measuring time series proximity. Advances in Data Analysis and Classification, 1(1), 5–21.
    Paper not yet in RePEc: Add citation now
    
22. Cilibrasi, R., & Vitányi, P. M. (2005). Clustering by compression. IEEE Transactions on Information theory, 51(4), 1523–1545.
    Paper not yet in RePEc: Add citation now
    

23. Díaz, S. P., & Vilar, J. A. (2010). Comparing several parametric and nonparametric approaches to time series clustering: A simulation study. Journal of Classification, 27(3), 333–362.

24. de Nicola, F., De Pace, P., & Hernandez, M. A. (2016). Co-movement of major energy, agricultural, and food commodity price returns: A time-series assessment. Energy Economics, 57, 28–41.

25. Fan, J., & Zhang, W. (2004). Generalised likelihood ratio tests for spectral density. Biometrika, 91(1), 195–209.

26. Fernandez, V. (2015). Influence in commodity markets: Measuring co-movement globally. Resources Policy, 45, 151–164.

27. Ferraresi, T., Roventini, A., & Fagiolo, G. (2015). Fiscal policies and credit regimes: A TVAR approach. Journal of Applied Econometrics, 30(7), 1047–1072.

28. Frankel, J. A. (2006). The effect of monetary policy on real commodity prices. National Bureau of Economic Research: Tech. rep.

29. Fu, T. C. (2011). A review on time series data mining. Engineering Applications of Artificial Intelligence, 24(1), 164–181.
    Paper not yet in RePEc: Add citation now
    

30. Furlong, F., Ingenito, R., et al. (1996). Commodity prices and inflation. Economic Review-Federal Reserve Bank of San Francisco, pp. 27–47.

31. Giorgino, T., et al. (2009). Computing and visualizing dynamic time warping alignments in R: The dtw package. Journal of Statistical Software, 31(7), 1–24.

32. Golay, X., Kollias, S., Stoll, G., Meier, D., Valavanis, A., & Boesiger, P. (1998). A new correlation-based fuzzy logic clustering algorithm for FMRI. Magnetic Resonance in Medicine, 40(2), 249–260.
    Paper not yet in RePEc: Add citation now
    

33. Gonzalo, J., & Pitarakis, J. Y. (2002). Estimation and model selection based inference in single and multiple threshold models. Journal of Econometrics, 110(2), 319–352.

34. Hamilton, J. D. (2016). Macroeconomic regimes and regime shifts. National Bureau of Economic Research: Tech. rep.

35. Hansen, B. E. (1997). Inference in TAR models. Studies in Nonlinear Dynamics & Econometrics, 2(1), 1–14.

36. Hansen, B. E. (2011). Threshold autoregression in economics. Statistics and Its Interface, 4(2), 123–127.
    Paper not yet in RePEc: Add citation now
    
37. Kakizawa, Y., Shumway, R. H., & Taniguchi, M. (1998). Discrimination and clustering for multivariate time series. Journal of the American Statistical Association, 93(441), 328–340.
    Paper not yet in RePEc: Add citation now
    
38. Kalpakis, K., Gada, D., & Puttagunta, V. (2001). Distance measures for effective clustering of ARIMA time-series. In ICDM 2001, Proceedings IEEE international conference on data mining (pp 273–280). IEEE.
    Paper not yet in RePEc: Add citation now
    
39. Keogh, E., Chakrabarti, K., Pazzani, M., & Mehrotra, S. (2001). Dimensionality reduction for fast similarity search in large time series databases. Knowledge and Information Systems, 3(3), 263–286.
    Paper not yet in RePEc: Add citation now
    
40. Keogh, E., Lonardi, S., & Ratanamahatana, C. A. (2004). Towards parameter-free data mining. In Proceedings of the 10th ACM SIGKDD international conference on knowledge discovery and data mining (pp. 206–215). ACM.
    Paper not yet in RePEc: Add citation now
    

41. Kilian, L. (2008). The economic effects of energy price shocks. Journal of Economic Literature, 46(4), 871–909.

42. Lescaroux, F. (2009). On the excess co-movement of commodity prices note about the role of fundamental factors in short-run dynamics. Energy Policy, 37(10), 3906–3913.

43. Liao, T. W. (2005). Clustering of time series data: A survey. Pattern Recognition, 38(11), 1857–1874.
    Paper not yet in RePEc: Add citation now
    

44. Lin, E. M., Sun, E. W., & Yu, M. T. (2016). Systemic risk, financial markets, and performance of financial institutions. Annals of Operations Research, 1–25. doi: 10.1007/s10479-016-2113-8 .

45. Lin, J., Keogh, E., Lonardi, S., & Chiu, B. (2003). A symbolic representation of time series, with implications for streaming algorithms. In Proceedings of the 8th ACM SIGMOD workshop on research issues in data mining and knowledge discovery (pp. 2–11). ACM.
    Paper not yet in RePEc: Add citation now
    

46. Maharaj, E. A. (1996). A significance test for classifying ARMA models. Journal of Statistical Computation and Simulation, 54(4), 305–331.

47. Maharaj, E. A. (2000). Cluster of time series. Journal of Classification, 17(2), 297–314.
    Paper not yet in RePEc: Add citation now
    

48. Matesanz, D., Torgler, B., Dabat, G., & Ortega, G. J. (2014). Co-movements in commodity prices: A note based on network analysis. Agricultural Economics, 45(S1), 13–21.

49. Montero, P., & Vilar, J. A. (2014). Tsclust: An R package for time series clustering. Journal of Statistical Software, 62(1), 1–43.

50. Ng, A. Y., Jordan, M. I., Weiss, Y., et al. (2002). On spectral clustering: Analysis and an algorithm. Advances in Neural Information Processing Systems, 2, 849–856.
    Paper not yet in RePEc: Add citation now
    

51. Peña, D., Galeano, P., et al. (2001). Multivariate analysis in vector time series. Tech. rep., Universidad Carlos III de Madrid. Departamento de Estadística.

52. Piccolo, D. (1990). A distance measure for classifying ARIMA models. Journal of Time Series Analysis, 11(2), 153–164.

53. Pindyck, R. S. (2004). Volatility and commodity price dynamics. Journal of Futures Markets, 24(11), 1029–1047.

54. Pindyck, R. S., & Rotemberg, J. J. (1990). The excess co-movement of commodity prices. The Economic Journal, 100(403), 1173–1198.

55. Poncela, P., Senra, E., & Sierra, L. P. (2014). Common dynamics of nonenergy commodity prices and their relation to uncertainty. Applied Economics, 46(30), 3724–3735.

56. Rossen, A. (2015). What are metal prices like? Co-movement, price cycles and long-run trends. Resources Policy, 45, 255–276.

57. Sensoy, A., Hacihasanoglu, E., & Nguyen, D. K. (2015). Dynamic convergence of commodity futures: Not all types of commodities are alike. Resources Policy, 44, 150–160.

58. Steen, M., & Gjolberg, O. (2013). Are commodity markets characterized by herd behaviour? Applied Financial Economics, 23(1), 79–90.

59. Tang, K., & Xiong, W. (2012). Index investment and the financialization of commodities. Financial Analysts Journal, 68(5), 54–74.
    Paper not yet in RePEc: Add citation now
    

60. Tibshirani, R., Walther, G., & Hastie, T. (2001). Estimating the number of clusters in a data set via the gap statistic. Journal of the Royal Statistical Society: Series B, 63(2), 411–423.

61. Tong, H. (1990). Non-linear time series: A dynamical system approach. Oxford: Oxford University Press.
    Paper not yet in RePEc: Add citation now
    
62. Tong, H., & Lim, K. S. (1980). Threshold autoregression, limit cycles and cyclical data. Journal of the Royal Statistical Society, 42(3), 245–292.
    Paper not yet in RePEc: Add citation now
    

63. Tsai, C. L. (2015). How do us stock returns respond differently to oil price shocks pre-crisis, within the financial crisis, and post-crisis? Energy Economics, 50, 47–62.

64. Vacha, L., & Barunik, J. (2012). Co-movement of energy commodities revisited: Evidence from wavelet coherence analysis. Energy Economics, 34(1), 241–247.

65. Vilar, J. A., & Pértega, S. (2004). Discriminant and cluster analysis for gaussian stationary processes: Local linear fitting approach. Journal of Nonparametric Statistics, 16(3–4), 443–462.
    Paper not yet in RePEc: Add citation now
    

66. Virbickaite, A., Ausin, M. C., & Galeano, P. (2016). A Bayesian non-parametric approach to asymmetric dynamic conditional correlation model with application to portfolio selection. Computational Statistics & Data Analysis, 100, 814–829.

67. Von Luxburg, U. (2007). A tutorial on spectral clustering. Statistics and Computing, 17(4), 395–416.
    Paper not yet in RePEc: Add citation now
    

68. Wiggins, S., & Etienne, X. L. (2017). Turbulent times: Uncovering the origins of us natural gas price fluctuations since deregulation. Energy Economics, 64, 196–205.

69. Zhang, H., Ho, T. B., Zhang, Y., & Lin, M. S. (2006). Unsupervised feature extraction for time series clustering using orthogonal wavelet transform. Informatica, 30(3), 305–319.
    Paper not yet in RePEc: Add citation now
    
70. Zhu, Y., Yang, F., & Ye, W. (2016). Financial contagion behavior analysis based on complex network approach. Annals of Operations Research, 1–19. doi: 10.1007/s10479-016-2362-6 .
    Paper not yet in RePEc: Add citation now
    

1. The relationship between fuel and food prices: Methods, outcomes, and lessons for commodity price risk management. (2019). Krištoufek, Ladislav ; Janda, Karel ; Kristoufek, Ladislav.
   In: CAMA Working Papers.
   RePEc:een:camaaa:2019-20.

   Full description at Econpapers || Download paper

2. Interdependence among agricultural commodity markets, macroeconomic factors, crude oil and commodity index. (2019). Morley, Bruce ; Fernandez-Diaz, Jose.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:47:y:2019:i:c:p:174-194.

   Full description at Econpapers || Download paper

3. The time-varying linkages between global oil market and Chinas commodity sectors: Evidence from DCC-GJR-GARCH analyses. (2019). Jiang, Yonghong ; Nie, HE ; Mo, Bin.
   In: Energy.
   RePEc:eee:energy:v:166:y:2019:i:c:p:577-586.

   Full description at Econpapers || Download paper

4. Temporal clustering of time series via threshold autoregressive models: application to commodity prices. (2018). Aslan, Sipan ; Yozgatligil, Ceylan ; Iyigun, Cem.
   In: Annals of Operations Research.
   RePEc:spr:annopr:v:260:y:2018:i:1:d:10.1007_s10479-017-2659-0.

   Full description at Econpapers || Download paper

5. Agricultural Commodities and Crude Oil Prices: An Empirical Investigation of Their Relationship. (2018). Tampakis, Stilianos ; Tsiantikoudis, Stavros ; Karanikola, Paraskevi ; Arabatzis, Garyfallos ; Zafeiriou, Eleni.
   In: Sustainability.
   RePEc:gam:jsusta:v:10:y:2018:i:4:p:1199-:d:141270.

   Full description at Econpapers || Download paper

6. Future directions in international financial integration research - A crowdsourced perspective. (2018). Zaghini, Andrea ; Yarovaya, Larisa ; Urquhart, Andrew ; Piljak, Vanja ; lucey, brian ; Loncarski, Igor ; Lindblad, Annika ; Larkin, Charles ; Kearney, Fearghal ; Fernandez, Viviana ; Brzeszczynski, Janusz ; Goodell, John W ; Vu, Anh N ; Helbing, Pia ; Lonarski, Igor ; Sheng, Xin ; Carchano, Oscar ; McGroarty, Frank ; Dimic, Nebojsa ; Gonzalez-Urteaga, Ana ; Marin, Matej ; Gogolin, Fabian ; Wolfe, Simon ; Sevic, Aleksandar ; Ohagan-Luff, Martha ; Laing, Elaine ; Vigne, Samuel A ; Barbopoulos, Leonidas ; Stafylas, Dimitrios ; Versteeg, Roald ; Ballester, Laura ; Neville, Conor ; Ichev, Riste ; McGee, Richard J ; Ly, Kim Cuong.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:55:y:2018:i:c:p:35-49.

   Full description at Econpapers || Download paper

7. Cross herding between American industries and the oil market. (2018). Litimi, Houda ; Benmabrouk, Houda.
   In: The North American Journal of Economics and Finance.
   RePEc:eee:ecofin:v:45:y:2018:i:c:p:196-205.

   Full description at Econpapers || Download paper

8. Herding behavior among wine investors. (2018). Coqueret, Guillaume ; Mandou, Cyrille ; Ayta, Beysul.
   In: Economic Modelling.
   RePEc:eee:ecmode:v:68:y:2018:i:c:p:318-328.

   Full description at Econpapers || Download paper

9. Grain Price and Volatility Transmission from International to Domestic Markets in Developing Countries. (2017). Robles, Luis ; Minot, Nicholas ; Hernandez, Manuel ; Ceballos, Francisco.
   In: World Development.
   RePEc:eee:wdevel:v:94:y:2017:i:c:p:305-320.

   Full description at Econpapers || Download paper

10. Monetary policy shocks and the dynamics of agricultural commodity prices: evidence from structural and factor€ augmented VAR analyses. (2017). Alam, Md Rafayet ; Gilbert, Scott ; Rafayet, MD.
    In: Agricultural Economics.
    RePEc:bla:agecon:v:48:y:2017:i:1:p:15-27.

    Full description at Econpapers || Download paper

11. Financialization and the rise in co-movement of commodity prices. (2016). Pradhananga, Manisha.
    In: International Review of Applied Economics.
    RePEc:taf:irapec:v:30:y:2016:i:5:p:547-566.

    Full description at Econpapers || Download paper

12. The impact of speculation on commodity futures markets – A review of the findings of 100 empirical studies. (2016). Zimmermann, Yvonne Seiler ; Haase, Marco.
    In: Journal of Commodity Markets.
    RePEc:eee:jocoma:v:3:y:2016:i:1:p:1-15.

    Full description at Econpapers || Download paper

13. Increasing trends in the excess comovement of commodity prices. (2016). Okimoto, Tatsuyoshi ; Ohashi, Kazuhiko.
    In: Journal of Commodity Markets.
    RePEc:eee:jocoma:v:1:y:2016:i:1:p:48-64.

    Full description at Econpapers || Download paper

14. Co-movement of major energy, agricultural, and food commodity price returns: A time-series assessment. (2016). Hernandez, Manuel ; De Pace, Pierangelo ; de Nicola, Francesca.
    In: Energy Economics.
    RePEc:eee:eneeco:v:57:y:2016:i:c:p:28-41.

    Full description at Econpapers || Download paper

15. Market interdependence and volatility transmission among major crops. (2016). Robles, Luis ; Hernandez, Manuel ; Gardebroek, Cornelis.
    In: Agricultural Economics.
    RePEc:bla:agecon:v:47:y:2016:i:2:p:141-155.

    Full description at Econpapers || Download paper

16. Crude Oil and Agricultural Futures: An Analysis of Correlation Dynamics. (2015). Thorp, Susan ; Silvennoinen, Annastiina.
    In: NCER Working Paper Series.
    RePEc:qut:auncer:2015_07.

    Full description at Econpapers || Download paper

17. Editors Choice New Evidence on the Financialization of Commodity Markets. (2015). Pearson, Neil D ; Wang, LI ; Henderson, Brian J.
    In: The Review of Financial Studies.
    RePEc:oup:rfinst:v:28:y:2015:i:5:p:1285-1311..

    Full description at Econpapers || Download paper

18. Do commodity investors herd? Evidence from a time-varying stochastic volatility model. (2015). GUPTA, RANGAN ; BABALOS, VASSILIOS ; Stavroyiannis, Stavros.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:46:y:2015:i:p2:p:281-287.

    Full description at Econpapers || Download paper

19. Influence in commodity markets: Measuring co‐movement globally. (2015). Fernandez, Viviana.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:45:y:2015:i:c:p:151-164.

    Full description at Econpapers || Download paper

20. A dynamic model of hedging and speculation in the commodity futures markets. (2015). Paladino, Giovanna ; Cifarelli, Giulio.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:25:y:2015:i:c:p:1-15.

    Full description at Econpapers || Download paper

21. Investor structure and the informational efficiency of commodity futures prices. (2015). Chen, Yu-Lun ; Chang, Ya-Kai.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:42:y:2015:i:c:p:358-367.

    Full description at Econpapers || Download paper

22. Does the stock market drive herd behavior in commodity futures markets?. (2015). Demirer, Riza ; Lee, Hsiang-Tai ; Lien, Donald.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:39:y:2015:i:c:p:32-44.

    Full description at Econpapers || Download paper

23. Global oil prices, macroeconomic fundamentals and Chinas commodity sector comovements. (2015). Chen, Peng.
    In: Energy Policy.
    RePEc:eee:enepol:v:87:y:2015:i:c:p:284-294.

    Full description at Econpapers || Download paper

24. Commodity price excess co-movement from a historical perspective: 1900–2010. (2015). Fernandez, Viviana.
    In: Energy Economics.
    RePEc:eee:eneeco:v:49:y:2015:i:c:p:698-710.

    Full description at Econpapers || Download paper

25. Monetary conditions and metal prices. (2014). Baffes, John ; Savescu, Cristina .
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:21:y:2014:i:7:p:447-452.

    Full description at Econpapers || Download paper

26. The linkage between oil and agricultural commodity prices in the light of the perceived global risk. (2014). Kablamaci, Baris ; Gözgör, Giray ; Gozgor, Giray.
    In: MPRA Paper.
    RePEc:pra:mprapa:58659.

    Full description at Econpapers || Download paper

27. Forecasting inflation using commodity price aggregates. (2014). Turnovsky, Stephen J ; Chen, Yu-Chin ; Zivot, Eric.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:183:y:2014:i:1:p:117-134.

    Full description at Econpapers || Download paper

28. Consumer price volatility in the New Member States: Insights from the agri-food sector. (2014). Jambor, Attila ; Bakucs, Zoltán.
    In: 142nd Seminar, May 29-30, 2014, Budapest, Hungary.
    RePEc:ags:eaa142:169793.

    Full description at Econpapers || Download paper

29. Commodity Financialization and Herd Behavior in Commodity Futures Markets. (2013). Demirer, Riza ; Lee, Hsiang-Tai ; Lien, Donald.
    In: Working Papers.
    RePEc:tsa:wpaper:0221fin.

    Full description at Econpapers || Download paper

30. Biofuels, Binding Constraints and Agricultural Commodity Price Volatility. (2013). Abbott, Philip.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:18873.

    Full description at Econpapers || Download paper

31. Futures trading and the excess comovement of commodity prices. (2013). Sévi, Benoît ; le Pen, Yannick ; Sevi, Benoit.
    In: Working Papers.
    RePEc:ipg:wpaper:2013-19.

    Full description at Econpapers || Download paper

32. Futures trading and the excess comovement of commodity prices. (2013). le Pen, Yannick ; Sevi, Benoit.
    In: Working Papers.
    RePEc:ipg:wpaper:2013-019.

    Full description at Econpapers || Download paper

33. Futures trading and the excess comovement of commodity prices. (2013). le Pen, Yannick ; Sevi, Benoit.
    In: Working Papers.
    RePEc:ipg:wpaper:19.

    Full description at Econpapers || Download paper

34. Futures Trading and the Excess Comovement of Commodity Prices. (2013). Sévi, Benoît ; le Pen, Yannick ; Sevi, Benoit.
    In: Working Papers.
    RePEc:hal:wpaper:halshs-00793724.

    Full description at Econpapers || Download paper

35. Futures trading and the excess comovement of commodity prices. (2013). Sévi, Benoît ; Sevi, Benoit ; le Pen, Yannick.
    In: Post-Print.
    RePEc:hal:journl:hal-01613916.

    Full description at Econpapers || Download paper

36. Futures trading and the excess comovement of commodity prices. (2013). le Pen, Yannick ; Sevi, Benoit.
    In: Economics Papers from University Paris Dauphine.
    RePEc:dau:papers:123456789/11382.

    Full description at Econpapers || Download paper

37. Futures Trading and the Excess Comovement of Commodity Prices. (2013). Sévi, Benoît ; LE PEN, Yannick ; Sevi, Benoit.
    In: AMSE Working Papers.
    RePEc:aim:wpaimx:1301.

    Full description at Econpapers || Download paper

38. Market interdependence and volatility transmission among major crops. (2013). Robles, Luis ; Hernandez, Manuel ; Gardebroek, Cornelis.
    In: 2013 Annual Meeting, August 4-6, 2013, Washington, D.C..
    RePEc:ags:aaea13:150119.

    Full description at Econpapers || Download paper

39. Export diversification and resource-based industrialization: the case of natural gas. (2012). MASSOL, Olivier ; Banal-Estanol, A..
    In: Working Papers.
    RePEc:cty:dpaper:12/01.

    Full description at Econpapers || Download paper

40. Index Funds, Financialization, and Commodity Futures Markets. (2011). Irwin, Scott ; Sanders, Dwight R..
    In: Applied Economic Perspectives and Policy.
    RePEc:oup:apecpp:v:33:y:2011:i:1:p:1-31..

    Full description at Econpapers || Download paper

41. Index Funds, Financialization, and Commodity Futures Markets. (2011). Irwin, Scott ; Sanders, Dwight R..
    In: Applied Economic Perspectives and Policy.
    RePEc:oup:apecpp:v:33:y:2011:i:1:p:1-31.

    Full description at Econpapers || Download paper

42. Relative Scarcity of Commodities with a Long-Term Economic Relationship and the Correlation of Futures Returns. (2011). Tang, Ke ; Casassus, Jaime ; Liu, Peng.
    In: Documentos de Trabajo.
    RePEc:ioe:doctra:404.

    Full description at Econpapers || Download paper

43. Is there co-movement of agricultural commodities futures prices and crude oil?. (2011). McKenzie, Andrew ; Natanelov, Valeri ; Alam, Mohammad J. ; van Huylenbroeck, Guido.
    In: Energy Policy.
    RePEc:eee:enepol:v:39:y:2011:i:9:p:4971-4984.

    Full description at Econpapers || Download paper

44. Commodity Booms and Busts. (2011). Rausser, Gordon ; Carter, Colin ; Smith, Aaron.
    In: Annual Review of Resource Economics.
    RePEc:anr:reseco:v:3:y:2011:p:87-118.

    Full description at Econpapers || Download paper

45. Is There Co-Movement of Agricultural Commodities Futures Prices and Crude Oil?. (2011). McKenzie, Andrew ; Natanelov, Valeri ; Alam, Mohammad J. ; van Huylenbroeck, Guido.
    In: 2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland.
    RePEc:ags:eaae11:114626.

    Full description at Econpapers || Download paper

46. Placing the 2006/08 commodity price boom into perspective. (2010). Baffes, John ; Haniotis, Tassos.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:5371.

    Full description at Econpapers || Download paper

47. Revisiting the excess co-movements of commodity prices in a data-rich environment. (2010). le Pen, Yannick ; Sevi, Benoit.
    In: Economics Papers from University Paris Dauphine.
    RePEc:dau:papers:123456789/6800.

    Full description at Econpapers || Download paper

48. More on the energy / non-energy commodity price link. (2009). Baffes, John.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:4982.

    Full description at Econpapers || Download paper

49. On the excess co-movement of commodity prices--A note about the role of fundamental factors in short-run dynamics. (2009). Lescaroux, François.
    In: Energy Policy.
    RePEc:eee:enepol:v:37:y:2009:i:10:p:3906-3913.

    Full description at Econpapers || Download paper

50. Oil spills on other commodities. (2007). Baffes, John.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:32:y:2007:i:3:p:126-134.

    Full description at Econpapers || Download paper

Report date: 2025-09-07 10:46:52 || Missing content? Let us know