Gao, L., & Süss, S. (2015). Market Sentiment in Commodity Futures Returns. Journal of Empirical Finance. doi:10.1016/j.jempfin.2015.07.001 Peer Reviewed verified by ORBi |
Gao, L., & Liu, L. (2014). The Volatility Behavior and Dependence Structure of Commodity Futures and Stocks. Journal of Futures Markets, 34 (1), 93-101. doi:10.1002/fut.21587 Peer reviewed |