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240202 ||| eng |
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|a 9783036590295
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|a books978-3-0365-9028-8
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|a 9783036590288
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| 100 |
1 |
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|a Iwatsubo, Kentaro
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| 245 |
0 |
0 |
|a Commodity Market Finance
|h Elektronische Ressource
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| 260 |
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|a Basel
|b MDPI - Multidisciplinary Digital Publishing Institute
|c 2023
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| 300 |
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|a 1 electronic resource (234 p.)
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| 653 |
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|a financialization
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| 653 |
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|a machine learning
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| 653 |
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|a wavelet transformation
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| 653 |
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|a international equity markets
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| 653 |
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|a efficiency
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| 653 |
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|a TVP-VAR
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| 653 |
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|a random forest
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| 653 |
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|a frequency connectedness
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| 653 |
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|a oil and stock returns
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| 653 |
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|a volatility risk premium (VRP)
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| 653 |
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|a euro
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| 653 |
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|a high frequency
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| 653 |
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|a pandemic
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| 653 |
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|a multi-layer perceptron
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| 653 |
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|a altcoin
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| 653 |
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|a G7 and BRIC markets
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| 653 |
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|a two-step forecasting approaches
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| 653 |
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|a oil price uncertainty shocks
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| 653 |
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|a Russia and Ukraine conflict
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| 653 |
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|a market integration
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| 653 |
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|a ARIMA
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| 653 |
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|a Bermudan commodity options
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| 653 |
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|a multi-asset stochastic volatility model
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| 653 |
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|a liquidity
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| 653 |
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|a MF-DFA
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| 653 |
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|a implied and realized volatility
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| 653 |
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|a fear index
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| 653 |
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|a LSTM
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| 653 |
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|a Bitcoin
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| 653 |
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|a bitcoin
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| 653 |
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|a energy market volatility
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| 653 |
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|a connectedness
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| 653 |
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|a risk
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| 653 |
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|a COVID-19
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| 653 |
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|a seasonal decomposition
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| 653 |
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|a cryptocurrency
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| 653 |
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|a returns
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| 653 |
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|a agriculture
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| 653 |
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|a Markov-regime switching models
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| 653 |
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|a sentiment analysis
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| 653 |
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|a random forest regression
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| 653 |
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|a eXtreme gradient boosting
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| 653 |
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|a cycles
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| 653 |
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|a global vector autoregressive model
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| 653 |
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|a stock
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| 653 |
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|a oil price dynamics
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| 653 |
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|a gold
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| 653 |
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|a long short-term memory
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| 653 |
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|a commodities
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| 653 |
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|a markets
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| 653 |
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|a Collecting coins, banknotes, medals and other related items / bicssc
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| 653 |
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|a arbitrage
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| 653 |
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|a hybrid forecasting approaches
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| 653 |
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|a investing
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| 653 |
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|a commodity
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| 653 |
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|a futures
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| 653 |
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|a asymmetric volatility spillover
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| 653 |
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|a platinum
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| 700 |
1 |
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|a Iwatsubo, Kentaro
|
| 041 |
0 |
7 |
|a eng
|2 ISO 639-2
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| 989 |
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|b DOAB
|a Directory of Open Access Books
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| 500 |
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|a Creative Commons (cc), https://creativecommons.org/licenses/by/4.0/
|
| 028 |
5 |
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|a 10.3390/books978-3-0365-9028-8
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| 856 |
4 |
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|u https://www.mdpi.com/books/pdfview/book/8135
|7 0
|x Verlag
|3 Volltext
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| 856 |
4 |
2 |
|u https://directory.doabooks.org/handle/20.500.12854/128673
|z DOAB: description of the publication
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0 |
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|a 630
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| 082 |
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|a 333
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| 082 |
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|a 330
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|a 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 markets. The volatility of the commodity markets has increased, and at the same time, financial markets such as the stock market, bond market, and foreign exchange market have become unstable. This has increased the linkage between the commodity and financial markets and has led to a great deal of attention being paid to the commodity markets by governments, companies, and investors.This reprint delves into recent developments in the commodity markets and elucidates the multifaceted factors that have shaped their trajectory. It examines how the interwoven dynamics of supply and demand, geopolitics, technology, and financialization have brought about a new era in commodity trading. By providing a comprehensive survey of these developments, we aim to provide insights that will help stakeholders successfully navigate the challenges and opportunities presented by this evolving landscape.
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