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Futures trading and the excess comovement of commodity prices. (2013). Sevi, Benoit ; le Pen, Yannick.
In: Working Papers.
RePEc:ipg:wpaper:19.

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Cited: 14

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Cites: 74

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  1. .

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  2. Interdependence among agricultural commodity markets, macroeconomic factors, crude oil and commodity index. (2019). Fernandez-Diaz, Jose M ; Morley, Bruce.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:47:y:2019:i:c:p:174-194.

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  3. An empirical analysis of the correlation between large daily changes in grain and oil futures prices. (2019). Fretheim, Torun .
    In: Journal of Commodity Markets.
    RePEc:eee:jocoma:v:14:y:2019:i:c:p:66-75.

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  4. Forecasting oil price realized volatility using information channels from other asset classes. (2017). Filis, George ; Degiannakis, Stavros.
    In: MPRA Paper.
    RePEc:pra:mprapa:96276.

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  5. Forecasting oil price realized volatility using information channels from other asset classes. (2017). Filis, George ; Degiannakis, Stavros.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:76:y:2017:i:c:p:28-49.

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  6. Increasing Trends in the Excess Comovement of Commodity Prices. (2016). Okimoto, Tatsuyoshi ; Ohashi, Kazuhiko .
    In: CAMA Working Papers.
    RePEc:een:camaaa:2016-09.

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  7. Increasing trends in the excess comovement of commodity prices. (2016). Okimoto, Tatsuyoshi ; Ohashi, Kazuhiko .
    In: Journal of Commodity Markets.
    RePEc:eee:jocoma:v:1:y:2016:i:1:p:48-64.

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  8. Zmiany na rynkach towarowych a regulacje nadzorcze w Unii Europejskiej / Changes on Commodity Markets and Regulation in the European Union. (2016). Elazny, Jan .
    In: International Economics.
    RePEc:ann:inecon:y:2016:i:15:p:199-210.

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  9. Interdependence among Agricultural Commodity Markets, Macroeconomic Factors, Crude Oil and Commodity Index. (2015). Morley, Bruce ; Fernandez, Jose.
    In: Department of Economics Working Papers.
    RePEc:eid:wpaper:58146.

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  10. Interdependence among Agricultural Commodity Markets, Macroeconomic Factors, Crude Oil and Commodity Index. (2015). Fernandez-Diaz, Jose.
    In: Bristol Economics Discussion Papers.
    RePEc:bri:uobdis:15/666.

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  11. A fear index to predict oil futures returns. (2014). Sévi, Benoît ; Chevallier, Julien.
    In: Working Papers.
    RePEc:ipg:wpaper:2014-333.

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  12. A Fear Index to Predict Oil Futures Returns. (2013). Sévi, Benoît ; Chevallier, Julien ; Sevi, Benoit.
    In: Working Papers.
    RePEc:fem:femwpa:2013.62.

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  13. Common risk factors in commodities. (2013). Ielpo, Florian ; Chevallier, Julien ; Boon, Ling-Ni.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-12-00894.

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  14. A Fear Index to Predict Oil Futures Returns. (2013). Sevi, Benoit ; Chevallier, Julien.
    In: Economics Papers from University Paris Dauphine.
    RePEc:dau:papers:123456789/11714.

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    RePEc:cpr:ceprdp:10162.

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  41. Financialization of Commodity Markets. (2014). Cheng, Ing-Haw ; Xiong, Wei.
    In: Annual Review of Financial Economics.
    RePEc:anr:refeco:v:6:y:2014:p:419-441.

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  42. Oil Volatility Risk and Expected Stock Returns. (2014). Christoffersen, Peter ; Pan, Xuhui .
    In: CREATES Research Papers.
    RePEc:aah:create:2015-06.

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  43. COMMODITY PRICE DYNAMICS AND DERIVATIVE VALUATION: A REVIEW. (2013). Prokopczuk, Marcel ; Back, Janis .
    In: International Journal of Theoretical and Applied Finance (IJTAF).
    RePEc:wsi:ijtafx:v:16:y:2013:i:06:n:s0219024913500325.

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  44. Futures trading and the excess comovement of commodity prices. (2013). Sévi, Benoît ; le Pen, Yannick ; Sevi, Benoit.
    In: Working Papers.
    RePEc:ipg:wpaper:2013-19.

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  45. Futures trading and the excess comovement of commodity prices. (2013). Sevi, Benoit ; le Pen, Yannick.
    In: Working Papers.
    RePEc:ipg:wpaper:2013-019.

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  46. Futures trading and the excess comovement of commodity prices. (2013). Sevi, Benoit ; le Pen, Yannick.
    In: Working Papers.
    RePEc:ipg:wpaper:19.

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  47. Mortgage Hedging in Fixed Income Markets. (2013). Venter, Gyuri ; Mueller, Philippe ; Vedolin, Andrea ; Malkhozov, Aytek.
    In: FMG Discussion Papers.
    RePEc:fmg:fmgdps:dp722.

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  48. Monetary policy surprises, positions of traders, and changes in commodity futures prices. (2013). Gospodinov, Nikolay ; Jamali, Ibrahim.
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:2013-12.

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  49. Fundamental and Financial Influences on the Co-movement of Oil and Gas Prices. (2013). Sevi, Benoit ; le Pen, Yannick ; Chevallier, Julien ; Bunn, Derek.
    In: Economics Papers from University Paris Dauphine.
    RePEc:dau:papers:123456789/11692.

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  50. Volatility Risk Premia and Exchange Rate Predictability. (2013). Sarno, Lucio ; Ramadorai, Tarun ; Della Corte, Pasquale.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:9549.

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