Untangling Market Links: A QVAR‐TVP VAR Analysis of Precious Metals and Oil Amid the Pandemic
Fuente:
Wiley Open Access
Enregistré dans:
| Auteurs principaux: | Syed Ali Raza, Maiyra Ahmed, Sajid Ali |
|---|---|
| Format: | Artículo Open Access |
| Publié: |
Wiley
2025
|
| Sujets: | |
| Accès en ligne: | |
| Tags: |
Ajouter un tag
Pas de tags, Soyez le premier à ajouter un tag!
|
Documents similaires
Equity Market Capital Gains Overhang and Crude Oil Volatility Forecasting: A Cross‐Market Analysis
par: Xudong Cui, et autres
Publié: (2026)
par: Xudong Cui, et autres
Publié: (2026)
Linkages Between Shanghai and Global Crude Oil Futures Markets
par: Gaige Zhang, et autres
Publié: (2025)
par: Gaige Zhang, et autres
Publié: (2025)
Dynamic Returns Connectedness: Portfolio Hedging Implications During the COVID‐19 Pandemic and the Russia–Ukraine War
par: Ghulame Rubbaniy, et autres
Publié: (2024)
par: Ghulame Rubbaniy, et autres
Publié: (2024)
Volatility in Carbon Futures Amid Uncertainties: Considering Geopolitical and Economic Policy Factors
par: Xiaoqing Wang, et autres
Publié: (2025)
par: Xiaoqing Wang, et autres
Publié: (2025)
Intraday Liquidity in International Crude Oil Futures Markets: News Impacts, Commonality, and Spillovers
par: Hong Miao, et autres
Publié: (2026)
par: Hong Miao, et autres
Publié: (2026)
Extreme Risk Spillovers From US Soybean Futures Market to China's Soybean‐Linked Futures Markets
par: SiSi Qin, et autres
Publié: (2024)
par: SiSi Qin, et autres
Publié: (2024)
Forecasting Chinese Stock Market Volatility With Intraday and Overnight Volatility Components of INE Oil Futures
par: Qihao Chen, et autres
Publié: (2025)
par: Qihao Chen, et autres
Publié: (2025)
Commodity Futures Market Conditions and Climate Policy Risk: Evidence From Energy and Metals Markets
par: Kingsley E. Dogah, et autres
Publié: (2024)
par: Kingsley E. Dogah, et autres
Publié: (2024)
Forecasting Oil Price Volatility: Does Oil Price Uncertainty Matter?
par: Athanasios Triantafyllou, et autres
Publié: (2025)
par: Athanasios Triantafyllou, et autres
Publié: (2025)
Forecasting Crude Oil Price Volatility With Analyst Commentary Sentiment: A Nonlinear Analysis Using Deep‐Learning Models
par: Yue‐Jun Zhang, et autres
Publié: (2025)
par: Yue‐Jun Zhang, et autres
Publié: (2025)
Quantile and Time–Frequency Risk Spillover Between Climate Policy Uncertainty and Grains Commodity Markets
par: Hongjun Zeng, et autres
Publié: (2025)
par: Hongjun Zeng, et autres
Publié: (2025)
USD Interest Rate Swaption Strategies During the Unconventional Monetary Policy and Pandemic Eras
par: Hiroaki Shirokawa, et autres
Publié: (2025)
par: Hiroaki Shirokawa, et autres
Publié: (2025)
Spillovers Into the German Electricity Market From the Gas, Coal, and CO2 Emissions Markets
par: Filippos Ioannidis, et autres
Publié: (2025)
par: Filippos Ioannidis, et autres
Publié: (2025)
Futures Trading and Corporate Financialization: A Quasi‐Natural Experiment From the Launch of China's Crude Oil Futures
par: Feng He, et autres
Publié: (2025)
par: Feng He, et autres
Publié: (2025)
Detangling Risk Premiums: Common and Idiosyncratic Components of Crude Oil, Corn, and Ethanol Futures
par: Xiaoli Etienne, et autres
Publié: (2025)
par: Xiaoli Etienne, et autres
Publié: (2025)
Does Trading Method Alignment Improve Market Efficiency? Evidence From Taiwan Single‐Stock Futures Market
par: Chien‐Liang Chiu, et autres
Publié: (2025)
par: Chien‐Liang Chiu, et autres
Publié: (2025)
Forecasting Crude Oil Volatility Using the Deep Learning‐Based Hybrid Models With Common Factors
par: Ke Yang, et autres
Publié: (2024)
par: Ke Yang, et autres
Publié: (2024)
Virtual Commodities and Futures Markets of Tangible Commodities
par: Che‐Chun Lin, et autres
Publié: (2025)
par: Che‐Chun Lin, et autres
Publié: (2025)
Bitcoin Price Direction Forecasting and Market Variables
par: Taegyum Kim, et autres
Publié: (2025)
par: Taegyum Kim, et autres
Publié: (2025)
Trading Periodicity and Algorithmic Divide in Cryptocurrency Markets
par: Andrei Shynkevich
Publié: (2026)
par: Andrei Shynkevich
Publié: (2026)
Forecasting Crude Oil Volatility With Geopolitical Risk: The RSV–MIDAS–GPR Model and Its Economic Value
par: Ke Yang, et autres
Publié: (2026)
par: Ke Yang, et autres
Publié: (2026)
The Determinants of Marginal Convenience Yield in Agricultural Commodity Markets
par: Theodora Bermpei, et autres
Publié: (2025)
par: Theodora Bermpei, et autres
Publié: (2025)
Geopolitical Risk and the Volatility of the International Grain Futures Market
par: Yun‐Shi Dai, et autres
Publié: (2025)
par: Yun‐Shi Dai, et autres
Publié: (2025)
Investor Sentiment, Mispricing, and Limited Arbitrage in the Futures Market
par: Doojin Ryu, et autres
Publié: (2025)
par: Doojin Ryu, et autres
Publié: (2025)
Optimal Versus Naive Diversification in Commodity Futures Markets
par: Max Heide, et autres
Publié: (2024)
par: Max Heide, et autres
Publié: (2024)
Time‐Varying Skewness–Kurtosis Dynamics in Bitcoin Markets
par: Ariston Karagiorgis, et autres
Publié: (2026)
par: Ariston Karagiorgis, et autres
Publié: (2026)
The Impact of Biodiversity Risk on US Agricultural Futures Markets
par: Hongjun Zeng, et autres
Publié: (2026)
par: Hongjun Zeng, et autres
Publié: (2026)
Forecasting Crude Oil Price Using Secondary Decomposition‐Reconstruction‐Ensemble Model Based on Variational Mode Decomposition
par: Lili Li, et autres
Publié: (2025)
par: Lili Li, et autres
Publié: (2025)
Evaluating Trend‐Based Strategies in Chinese Commodity Futures Markets
par: Yiran Zheng, et autres
Publié: (2025)
par: Yiran Zheng, et autres
Publié: (2025)
The Silent Disco—Speculation in Bearish Commodity Markets and the Role of Liquidity
par: Chanaka N. Ganepola, et autres
Publié: (2025)
par: Chanaka N. Ganepola, et autres
Publié: (2025)
Predicting Market Returns Using Covariance Asymmetry Risk Premium
par: Zhenxiong Li, et autres
Publié: (2025)
par: Zhenxiong Li, et autres
Publié: (2025)
Skewness Premium for Short‐Term Exposure to Squared Market Returns
par: Martin Wallmeier
Publié: (2025)
par: Martin Wallmeier
Publié: (2025)
Trading Games: Beating Passive Strategies in the Bullish Crypto Market
par: Rafael Baptista Palazzi
Publié: (2025)
par: Rafael Baptista Palazzi
Publié: (2025)
Determinants of Price Discovery in Option Markets: An Interpretable Machine Learning Perspective
par: Jufang Liang, et autres
Publié: (2025)
par: Jufang Liang, et autres
Publié: (2025)
Lottery Preference and Skewness Risk Premium: Evidence From the Chinese Market
par: Xianjing Zhou, et autres
Publié: (2025)
par: Xianjing Zhou, et autres
Publié: (2025)
Journal of Futures Markets: Volume 45, Number 8, August 2025
Publié: (2025)
Publié: (2025)
Journal of Futures Markets: Volume 45, Number 5, May 2025
Publié: (2025)
Publié: (2025)
Journal of Futures Markets: Volume 46, Number 1, January 2026
Publié: (2025)
Publié: (2025)
Journal of Futures Markets: Volume 45, Number 2, February 2025
Publié: (2025)
Publié: (2025)
Systemic Credit Risk Premium: Insights From Credit Derivatives Markets
par: Kiwoong Byun, et autres
Publié: (2025)
par: Kiwoong Byun, et autres
Publié: (2025)
Documents similaires
-
Equity Market Capital Gains Overhang and Crude Oil Volatility Forecasting: A Cross‐Market Analysis
par: Xudong Cui, et autres
Publié: (2026) -
Linkages Between Shanghai and Global Crude Oil Futures Markets
par: Gaige Zhang, et autres
Publié: (2025) -
Dynamic Returns Connectedness: Portfolio Hedging Implications During the COVID‐19 Pandemic and the Russia–Ukraine War
par: Ghulame Rubbaniy, et autres
Publié: (2024) -
Volatility in Carbon Futures Amid Uncertainties: Considering Geopolitical and Economic Policy Factors
par: Xiaoqing Wang, et autres
Publié: (2025) -
Intraday Liquidity in International Crude Oil Futures Markets: News Impacts, Commonality, and Spillovers
par: Hong Miao, et autres
Publié: (2026)