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Commodity Market Finance

Commodity markets have evolved substantially since the early 2000s and have become more financialized. The recent cold war between the U.S.A. and China, the outbreak of COVID-19, and Russia's invasion of Ukraine have caused resource prices to soar, leading to greater volatility in the commodity mark...

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Format: Online
Jezik:engleski
Izdano: MDPI - Multidisciplinary Digital Publishing Institute 2023
Teme:
Russia and Ukraine conflict
commodities
G7 and BRIC markets
TVP-VAR
connectedness
oil price uncertainty shocks
international equity markets
global vector autoregressive model
arbitrage
efficiency
futures
liquidity
market integration
platinum
COVID-19
pandemic
agriculture
commodity
MF-DFA
high frequency
asymmetric volatility spillover
bitcoin
altcoin
cryptocurrency
frequency connectedness
Bitcoin
machine learning
random forest regression
LSTM
energy market volatility
oil price dynamics
fear index
Markov-regime switching models
volatility risk premium (VRP)
implied and realized volatility
oil and stock returns
financialization
Bermudan commodity options
multi-layer perceptron
multi-asset stochastic volatility model
hybrid forecasting approaches
two-step forecasting approaches
gold
euro
sentiment analysis
ARIMA
wavelet transformation
seasonal decomposition
long short-term memory
random forest
eXtreme gradient boosting
stock
markets
cycles
investing
risk
returns
thema EDItEUR::W Lifestyle, Hobbies and Leisure::WC Antiques, vintage and collectables::WCF Collecting coins, banknotes, medals and other related items
Online pristup:ONIX_20231130_9783036590295_125
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