K Aruga - Journal of Unconventional Oil and Gas Resources, 2016 - Elsevier
The US natural gas price dropped dramatically in the US after the shale gas revolution. This paper investigated if the change in the structure of the US natural gas market after the …
D Bosch, E Pradkhan - Resources Policy, 2015 - Elsevier
Existing research finds little evidence that speculative activity in futures markets has any impact on precious metals׳ spot prices. We examine whether speculators׳ positions predict …
To understand the dynamics and correlation of the physical prices of Platinum-Group Metals (PGMs), this paper investigated the dynamics of the physical price behaviour of PGMs and …
X Zhu, H Zhang, M Zhong - Transactions of Nonferrous Metals Society of …, 2017 - Elsevier
This paper seeks to model and forecast the Chinese nonferrous metals futures market volatility and allows new insights into the time-varying volatility of realized volatility and …
J Shen, S Huang - Resources Policy, 2022 - Elsevier
Copper, as a strategic resource, has attracted widespread attention due to its price changes. Copper's futures prices and spot prices tend to be highly correlated in different countries …
H Zhang, X Zhu, Y Guo, H Liu - Journal of Forecasting, 2018 - Wiley Online Library
This article extends the HAR‐CJN model proposed by Andersen, Bollerslev, and Huang (Journal of Econometrics, 2011, 160, 176–189) and explores the role of overnight …
V Fernandez - International Review of Financial Analysis, 2017 - Elsevier
The platinum-group elements (PGE) include platinum, palladium, rhodium, ruthenium, iridium, and osmium. In this article, we concentrate on the dependency structure and …
S Aboura, J Chevallier, R Jammazi… - Studies in Nonlinear …, 2016 - degruyter.com
This paper investigates the inter-relationships between the gold price on the one hand, other precious metals (eg silver, palladium, platinum) and asset markets (eg stocks, bonds, crude …
K Aruga, S Managi - International journal of global energy …, 2013 - inderscienceonline.com
This study investigates the price linkage among the US major energy sources, considering structural breaks in time series, to provide information for diversifying the US energy …