Our studies!

  • Cartwright, P. A., Nahas, V., & Riabko, N. (forthcoming, 2025). A comparative analysis of ESG and non-ESG securities: A market model approach.
  • Cartwright, P. A., & Riabko, N. (2024). Temporal Aggregation and the Estimation of Reverse Regressions for Commodities Market Models. In C. F. Lee (Ed.), Handbook of Investment Analysis, Portfolio Management and Financial Derivatives. Singapore: World Scientific Publishers.
  • Riabko, N., & Cartwright, P. A. (2021). The use of vector error correction models for the analysis of commodity markets before and after the “Great Recession”. In Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives (Chapter 8).
  • Riabko, N., & Cartwright, P. A. (2021). Temporal aggregation and the estimation of reverse regressions for commodity market models. In The Handbook of Finance. Springer Verlag.
  • Cartwright, P. A., & Riabko, N. (2019). Do spot prices of food commodities forecast futures prices? Review of Quantitative Finance and Accounting, *53*(1), 153–194.
  • Cartwright, P. A., & Riabko, N. (2016). New evidence on the predictive power of food and energy spot prices for futures prices. Review of Quantitative Finance and Accounting, *47*(3), 579–605.
  • Cartwright, P. A., & Riabko, N. (2015b). Preliminary evidence on the predictive power of food and energy spot prices for futures prices. Applied Economics Letters, *22*(10), 777–782.
  • Cartwright, P. A., & Riabko, N. (2015a). Measuring the effect of oil prices on wheat futures prices. Research in International Business and Finance, *33*, 355–369.
  • Riabko, N., & Cartwright, P. A. (2014). Preliminary evidence on the relationships between agricultural commodity futures prices, their spot prices, and oil prices through reverse regressions. Applied Economics Letters.
  • Riabko, N. (2014). The Black Sea country: Agritrade dynamics with the Mediterranean Basin. In UN Agrifood Logistics and Trade: A Challenge for the Mediterranean, Mediterra 2014. Paris: CIHEAM (International Centre for Advanced Mediterranean Agronomic Studies) Editions.
  • Riabko, N., & Cartwright, P. A. (2014). The effect of oil prices on wheat futures prices. Research in International Business and Finance.
  • Riabko, N., & Cartwright, P. A. (2013). The predictive power of food and energy spot prices for futures contracts. Scientific study.

Measuring WheatMeasuring-Wheat-Futures_Oil-Prices_Seminar_ICCM_16012014 Futures_Oil Prices_Seminar_ICCM_16012014

https://rawmaterialsandfinance.com/wp-content/uploads/2019/12/Do-spot-food-commodity-and-oil-prices-predict-futures-1-RQF.pdf