Commodity Prices

Here we have gathered our research on commodity prices. Within this topic you will find recent research on commodity futures, the effect of media on asset returns, and other relevant questions regarding commodity prices.

  • The Impact of U.S. Supply Shocks on the Global Oil Price (Gundersen)
  • Residential investment and recession predictability (Aastveit, Anundsen and Herstad)
  • Asset returns, news topics, and media effects (Larsen and Thorsrud)
  • Supply Flexibility in the Shale Patch: Evidence from North Dakota (Bjørnland, Nordvik and Rohrer)
  • Oil price density forecasts: Exploring the linkages with stock markets (Lombardi and Ravazzolo)
  • On the correlation between commodity and equity returns: Implications for portfolio allocation (Lombardi and Ravazzolo)
    • Published in: Journal of Commodity Markets, 2016, Vol 2(1), 45-57
  • Commodity Futures and Forecasting Commodity (Ravazzolo, Sveen and Zahiri)