There are numerous empirical studies on the impact of speculation on commodity futures
markets. The papers strongly differ in terms of the focus variable (eg price, volatility, spill …

Due to significant implications for resource and food sectors that directly influence social
well-being, commodity price comovements represent an important issue in agricultural …

This study provides novel insight to the prior literature on the time–frequency connectedness
across commodity and financial markets while considering the effect of economic policy …

Commodity price comovements are an important issue in economics given their significant
implications for food and resource sectors that directly influence social well-being. This study …

Commodity‐equity return co‐movements rose dramatically during the Great Recession. This
development took place following what has been dubbed the “financialization” of commodity …

The nature and cause of recent spikes in commodity prices is the subject of an acrimonious
and worldwide debate. Hedge fund manager Michael W. Masters has led the charge that …

Abstract The United States may be losing its leadership role in the world wheat market.
Rising trading volume in foreign futures markets and shifting shares of world trade are …

This literature-based work seeks to analyse the contribution of literature on the commodity
market and also portrays the research framework scenario for nascent researchers. For that …

Daily price co-movement across different commodity classes and its key determinant are
investigated in this paper. Using co-integration and Granger causality analysis, we identify a …

It is commonly asserted that speculative trading activities are largely behind the high and
volatile food commodity price behaviour since 2006. In this article, we revisit this hypothesis …