This paper takes an innovative look at the relationship between commodity futures prices
and speculation. Contrary to other studies, we analyze the effect of speculation on temporary …

This paper investigates the effects of speculative-led attacks on volatility spillover through
selected 20 stock markets over the period of January 03, 2013 and March 14, 2021 …

This study compares a range of agricultural commodities over periods of varying economic
circumstances. These commodities are examined over three categories, including returns …

We analyse the dynamic behavior of conditional volatility in commodity markets using a
novel, manually collected dataset of daily price ranges over a time span of more than 140 …

Investments are an integral part of the modern economy, as they contribute to making a profit
and achieving a positive effect. Therefore, the author chose this topic for study. The main …

Com o aumento dos investimentos dos Fundos Indexados nos mercados futuros de
commodities a partir de 2003, a discussão dos impactos dos investimentos ditos …