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subject:"Zeitreihenanalyse"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~subject:"Erdöl"
~subject:"Oil price"
~subject:"Share price"
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Zeitreihenanalyse
Erdöl
Oil price
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Rohstoffpreis
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Commodity derivative
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Rohstoffderivat
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Başak, Suleyman
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Casassus, Jaime
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Collin-Dufresne, Pierre
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The journal of finance : the journal of the American Finance Association
Energy economics
41
Journal of international money and finance
10
Finance research letters
7
IMF working papers
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Working paper
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Special memorandum / London & Cambridge Economic Service
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Stocks of staple commodities
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The energy journal
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The journal of futures markets
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Applied economics letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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International review of economics & finance : IREF
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American journal of agricultural economics
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International Journal of Energy Economics and Policy : IJEEP
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Journal of banking & finance
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NBER Working Paper
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OPEC energy review
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ASARC working paper
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Applied financial economics
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Discussion paper / Centre for Economic Policy Research
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Intereconomics : review of European economic policy
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International journal of finance & economics : IJFE
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Journal of commodity markets
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Macroeconomic dynamics
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Policy research working paper : WPS
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The empirical economics letters : a monthly international journal of economics
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A model of financialization of commodities
Başak, Suleyman
;
Pavlova, Anna
- In:
The journal of finance : the journal of the American …
71
(
2016
)
4
,
pp. 1511-1555
Persistent link: https://www.econbiz.de/10011588922
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2
Stochastic convenience yield implied from commodity futures and interest rates
Casassus, Jaime
;
Collin-Dufresne, Pierre
- In:
The journal of finance : the journal of the American …
60
(
2005
)
5
,
pp. 2283-2332
Persistent link: https://www.econbiz.de/10003159354
Saved in:
3
The stochastic behavior of commodity prices : implications for valuation and hedging
Schwartz, Eduardo S.
- In:
The journal of finance : the journal of the American …
52
(
1997
)
3
,
pp. 923-973
Persistent link: https://www.econbiz.de/10001225632
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