We examine the causal relation between oil prices, exchange rate and stock prices in the
Indian context using the Hiemstra and Jones (1994) nonlinear Granger causality and …

Abstract This paper uses Meta-Granger analysis to explain and summarize the mixed results
in the literature on the impact of financial speculation on commodity prices. The sample …

We examine the causal relation between oil and gold prices in the Indian context using the
Hiemstra and Jones (1994) nonlinear Granger causality tests and nonlinear ARDL tests. The …

After the huge rise and fall of agricultural commodity spot and futures prices between 2007
and 2008, the potential reasons for and the impact of the strong rise in volatility provoked an …

Motivated by repeated price spikes and crashes over the last decade, we investigate
whether the growing market shares of futures speculators destabilize commodity spot prices …

We investigate cross-market trading dynamics in futures contracts written on seemingly
unrelated commodities that are consumed by a common industry. On the Tokyo Commodity …

We investigate the behavior of commodity futures risk premia in China. In the presence of
retail‐dominance and barriers‐to‐entry, the term structure and momentum premia remain …

Linear and nonlinear causality between changes in consumption and consumer attitudes -
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We investigate the cross-correlation between price returns and trading volumes for the
China Securities Index 300 (CSI300) index futures, which are the only stock index futures …

This paper examines the relationship between trading volume and returns in Greek stock
index futures market. For both available stock index futures contracts of the Athens …