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 |
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| Jezik: | engleski |
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MDPI - Multidisciplinary Digital Publishing Institute
2023
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| Teme: | |
| Online pristup: | ONIX_20231130_9783036590295_125 |
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| _version_ | 1869514136336990208 |
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| collection | Directory of Open Access Books |
| description | 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 markets. The volatility of the commodity markets has increased, and at the same time, financial markets such as the stock market, bond market, and foreign exchange market have become unstable. This has increased the linkage between the commodity and financial markets and has led to a great deal of attention being paid to the commodity markets by governments, companies, and investors.This reprint delves into recent developments in the commodity markets and elucidates the multifaceted factors that have shaped their trajectory. It examines how the interwoven dynamics of supply and demand, geopolitics, technology, and financialization have brought about a new era in commodity trading. By providing a comprehensive survey of these developments, we aim to provide insights that will help stakeholders successfully navigate the challenges and opportunities presented by this evolving landscape. |
| format | Online |
| id | doab-20.500.12854ir-128673 |
| institution | Directory of Open Access Books |
| language | eng |
| publishDate | 2023 |
| publishDateRange | 2023 |
| publishDateSort | 2023 |
| publisher | MDPI - Multidisciplinary Digital Publishing Institute |
| publisherStr | MDPI - Multidisciplinary Digital Publishing Institute |
| record_format | ojs |
| spelling | doab-20.500.12854ir-1286732024-04-14T13:03:25Z Commodity Market Finance Iwatsubo, Kentaro 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 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 markets. The volatility of the commodity markets has increased, and at the same time, financial markets such as the stock market, bond market, and foreign exchange market have become unstable. This has increased the linkage between the commodity and financial markets and has led to a great deal of attention being paid to the commodity markets by governments, companies, and investors.This reprint delves into recent developments in the commodity markets and elucidates the multifaceted factors that have shaped their trajectory. It examines how the interwoven dynamics of supply and demand, geopolitics, technology, and financialization have brought about a new era in commodity trading. By providing a comprehensive survey of these developments, we aim to provide insights that will help stakeholders successfully navigate the challenges and opportunities presented by this evolving landscape. 2023-11-30T20:42:30Z 2023-11-30T20:42:30Z 2023 book ONIX_20231130_9783036590295_125 9783036590295 9783036590288 https://directory.doabooks.org/handle/20.500.12854/128673 eng application/octet-stream Attribution 4.0 International https://mdpi.com/books/pdfview/book/8135 https://mdpi.com/books/pdfview/book/8135 MDPI - Multidisciplinary Digital Publishing Institute 10.3390/books978-3-0365-9028-8 10.3390/books978-3-0365-9028-8 46cabcaa-dd94-4bfe-87b4-55023c1b36d0 9783036590295 9783036590288 234 Basel open access |
| spellingShingle | 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 Commodity Market Finance |
| title | Commodity Market Finance |
| title_full | Commodity Market Finance |
| title_fullStr | Commodity Market Finance |
| title_full_unstemmed | Commodity Market Finance |
| title_short | Commodity Market Finance |
| title_sort | commodity market finance |
| topic | 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 |
| topic_facet | 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 |
| url | ONIX_20231130_9783036590295_125 |