Commodity Market Finance

• Autres auteurs: Iwatsubo, Kentaro (Éditeur intellectuel)
• Format: Électronique Chapitre de livre
• Langue: anglais
• Publié: Basel MDPI - Multidisciplinary Digital Publishing Institute 2023
• Sujets: Coins, banknotes, medals, seals (numismatics); 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
• Accès en ligne: DOAB: download the publication; DOAB: description of the publication

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...