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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Bibliographic Details
Format:	Online
Language:	English
Published:	MDPI - Multidisciplinary Digital Publishing Institute 2023
Subjects:	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 Access:	ONIX_20231130_9783036590295_125
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Commodity Market Finance

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