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Filis G, Degiannakis S, Floros C. Dynamic correlation between stock market and oil prices-The case of oil-importing and oil-exporting countries [J]. International Review of Financial Analysis, 2011, 20: 152?164.Sridhar Gogineni, Michael F. The stock market reaction to oil price changes [J]. Working Paper, 2008, University of Oklahoma.
本科文献综述范文Miller J I, Ratti R A. Crude oil and stock markets: Stability, instability, and bubbles [J]. Energy Economics, 2009, 31: 559?568.
Jammazi R, Aloui C. Wavelet decomposition and regime shifts: Assessing the effects of crude oil [J]. Energy Policy, 2010, 38: 1415?1435.
WEN Xiaoqian, WEI Yu, HUANG Dengshi. Measuring contagion between energy market and stock market during financial crisis—A copula approach [J]. Energy Economics, 2012, 34: 1435?1446.
FAN Ying, XU Jihua. What has driven oil prices since 2000 A structural change perspective [J]. Energy Economics, 2011, 33: 1082?1094.
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Anson M J P. Maximizing utility with commodity futures diversification [J]. Journal of Portfolio Management, 1999, 25(4): 86?94.
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Bahattin Buyuksahin, Michael S Haigh, Michel A Robe. Commodities and equities: Ever a “Market of One” [J]. Journal of Alternative Investments, 2010, 12 (3): 75?95.
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Silvennoinen 商品金融化下大宗商品价格对股市的影响:一个文献综述相关论文(paper)由收集整理提供,如需论文(paper)可联系我们.A, Thorp S. Financialization, crisis and commodity correlation dynamics [R]. Research Paper Series 267, 2010, Quantitative Finance Research Centre, University of Technology, Sydney.
Tang, K W Xiong. Index investing and the financialization of commodities [R]. Working Paper, Princeton University, 2010.
Daskalaki C, Skiadopoulos G. Should investors include commodities in their portfolios after all New evidence [J]. Journal of Banking and Finance, 2011, 35(10): 2606?2626.
LI Xiao-ming, ZHANG Bing, DU Zhi-jie. Correlation in commodity futures and equity markets around the world: Long-run trend and short-run fluctuation [J]. Working Paper, 2011.
Claude Lopez and Anne-Laure Delatte. Commodity and equity markets: Some stylized facts from a copula approach [J]. Working Paper, 2012.
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Boons M, de Roon F, Szymanowska M. The stock market price of commodity risk [J]. Working Paper, 2012.Jahan-Parvar M, Vivian A, Wohar M. Predictability and underreaction in industry-level returns: Evidence from commodity markets [J].Working Paper, 2012.
Hong H, Stein J. A unified theory of underreaction, momentum trading, and overreaction in asset markets [J]. Journal of Finance, 1999, 54: 2143?2184.
Barbara Rossi. The changing relationship between commodity prices and prices of other assets with global market integration [J]. Working Paper, 2012.
Christopher L Gilbert. Speculative influences on commodity futures prices, 2006—2008 [J]. Working Paper, 2009.
Gilbert Christopher L. How to understand high food prices [J]. Journal of Agricultural Economics, 2010, 61(2): 398?425.
James T Einloth. Speculation and recent volatility in the
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[1]商品金融化下大宗商品价格对股市的影响:一个文献综述
[2]商品金融化下大宗商品价格对股市的影响:一个文献综述
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