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Keywords: Commodities
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Journal Articles
Testing for sign and size symmetry between futures prices and spot prices in the markets of energy commodities: risk diversification and policy implications
Available to Purchase
Journal:
Studies in Economics and Finance
Studies in Economics and Finance (2024) 41 (1): 192–220.
Published: 01 September 2023
...Dimitrios Panagiotou; Filio Naka Purpose The purpose of this paper is to investigate for symmetries – in sign and size – between spot and futures prices in the markets of energy commodities. Design/methodology/approach The aforementioned objective is pursued using daily observations of spot...
Journal Articles
How well can investors diversify with commodities? Evidence from a flexible copula approach
Available to Purchase
Journal:
Studies in Economics and Finance
Studies in Economics and Finance (2019) 36 (2): 183–206.
Published: 15 April 2019
...Panos Fousekis; Vasilis Grigoriadis Purpose This paper aims to investigate empirically the linkages between stock and commodity futures markets. Design/methodology/approach It involves the application of a flexible copula approach to weekly total returns from the S&P 500 index and from...
