The Relationship between Commodity Price and Currency Exchange Rate: Evidence from the Futures Markets

Yiuman Tse; Kalok Chan; Michael Williams

The Relationship between Commodity Price and Currency Exchange Rate: Evidence from the Futures Markets

Yiuman Tse, Kalok Chan, Michael Williams

University of Missouri-St. Louis

Research output: Contribution to journal › Article › peer-review

Original language	American English
Journal	Commodity Prices and Markets
Volume	20
State	Published - 2011

Disciplines

Business

Cite this

@article{ecad7ac9d4eb419585f25afa3c39f3c1,

title = "The Relationship between Commodity Price and Currency Exchange Rate: Evidence from the Futures Markets",

author = "Yiuman Tse and Kalok Chan and Michael Williams",

note = "We examine relationships among currency and commodity futures markets based on four commodity exporting countries' currency futures returns and a range of index",

year = "2011",

language = "American English",

volume = "20",

journal = "Commodity Prices and Markets",

}

TY - JOUR

T1 - The Relationship between Commodity Price and Currency Exchange Rate: Evidence from the Futures Markets

AU - Tse, Yiuman

AU - Chan, Kalok

AU - Williams, Michael

N1 - We examine relationships among currency and commodity futures markets based on four commodity exporting countries' currency futures returns and a range of index

PY - 2011

Y1 - 2011

UR - https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2759153

M3 - Article

VL - 20

JO - Commodity Prices and Markets

JF - Commodity Prices and Markets

ER -

The Relationship between Commodity Price and Currency Exchange Rate: Evidence from the Futures Markets

Disciplines

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Cite this