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~isPartOf:"Journal of empirical finance"
~language:"eng"
~person:"Faff, Robert W."
~type_genre:"Article in journal"
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Commodity derivative
1
Commodity risk premium
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Equal weights
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Forecasting model
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Long-short portfolios
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Macroeconomic and financial variables
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Neural networks
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Neuronale Netze
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Recurrent neural network
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Faff, Robert W.
Baillie, Richard
7
Hasan, Iftekhar
7
Lehnert, Thorsten
7
Rhee, S. Ghon
7
Wang, Yudong
7
Dionne, Georges
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Frijns, Bart
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Gouriéroux, Christian
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Kapetanios, George
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Karanasos, Menelaos
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Koop, Gary
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Li, Kai
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Nijman, Theodore E.
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Schotman, Peter C.
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Wu, Yangru
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Caporin, Massimiliano
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Christiansen, Charlotte
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Conrad, Christian
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Francis, Bill B.
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Ghysels, Eric
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Gospodinov, Nikolaj
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Kellard, Neil
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Kim, Jae H.
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Koedijk, Kees
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Kräussl, Roman
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Morana, Claudio
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Taylor, Robert
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Wei, K. C. John
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Yang, J. Jimmy
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Chou, Robin K.
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Dufour, Jean-Marie
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Fung, William
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Harvey, David I.
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Huang, Roger D.
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Härdle, Wolfgang
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Journal of empirical finance
Pacific-Basin finance journal
24
Australian journal of management
21
Journal of banking & finance
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Applied financial economics
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Journal of multinational financial management
11
International review of financial analysis
10
Journal of international financial markets, institutions & money
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Global finance journal
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Journal of accounting & management information systems : JAMIS
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Accounting and finance : journal of the Accounting Association of Australia and New Zealand
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International review of economics & finance : IREF
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Review of quantitative finance and accounting
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Tydskrif vir studies in ekonomie en ekonometrie : SEE
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Abacus : a journal of accounting, finance and business studies
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Applied economics
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Applied economics letters
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Applied financial economics letters
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Australian economic papers
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Journal of business finance & accounting : JBFA
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The European journal of finance
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The financial review : the official publication of the Eastern Finance Association
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The journal of corporate finance : contracting, governance and organization
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The journal of financial research
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The journal of futures markets
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Accounting research journal
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Energy economics
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International journal of accounting and information management
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International review of finance
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Journal of financial services research : JFSR
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Journal of quantitative economics : official journal of the Indian Econometric Society
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Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
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Advances in investment analysis and portfolio management : a research annual
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Economic modelling
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Journal of business ethics : JOBE
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Journal of economic integration
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Journal of economics & business
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Review of applied economics
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Asia Pacific journal of management : APJM ; a publication of the Faculty of Business Administration, National University of Singapore
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1
The commodity risk premium and neural networks
Rad, Hossein
;
Low, Rand Kwong Yew
;
Miffre, Joëlle
; …
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014477111
Saved in:
2
Does sophistication of the weighting scheme enhance the performance of long-short commodity portfolios?
Rad, Hossein
;
Low, Rand Kwong Yew
;
Miffre, Joëlle
; …
- In:
Journal of empirical finance
58
(
2020
),
pp. 164-180
Persistent link: https://www.econbiz.de/10012430671
Saved in:
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