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~accessRights:"restricted"
~person:"Chevallier, Julien"
~person:"Escobar, Marcos"
~person:"Nguyen, Duc Khuong"
~person:"Zaremba, Adam"
~subject:"Ambiguity aversion"
~subject:"Commodities"
~subject:"Commodity markets"
~subject:"Korrelation"
~subject:"Oil price"
~subject:"Rohstoffhandel"
~subject:"Schock"
~subject:"Volatilität"
~subject:"Ölpreis"
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Ambiguity aversion
Commodities
Commodity markets
Korrelation
Oil price
Rohstoffhandel
Schock
Volatilität
Ölpreis
Commodity market
12
Rohstoffmarkt
12
Commodity derivative
9
Rohstoffderivat
9
Welt
8
World
8
Commodity exchange
6
Commodity price
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Rohstoffpreis
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Warenbörse
6
Portfolio selection
4
Portfolio-Management
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Theorie
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Theory
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Volatility
4
Capital income
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Estimation
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Kapitaleinkommen
3
Schätzung
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2
Behavioural finance
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Börsenkurs
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Causality analysis
2
Co-movement
2
Decision under uncertainty
2
Early commodity prices
2
Entscheidung unter Unsicherheit
2
Kausalanalyse
2
Multivariate portfolio choice
2
Risiko
2
Risikoaversion
2
Risk
2
Risk aversion
2
Share price
2
State space model
2
Wavelet analysis
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11
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Chevallier, Julien
Escobar, Marcos
Nguyen, Duc Khuong
Zaremba, Adam
Uddin, Mohammed Gazi Salah
7
Prokopczuk, Marcel
5
Bouri, Elie
4
Kang, Sang Hoon
4
Mikutowski, Mateusz
4
Narayan, Paresh Kumar
4
Tiwari, Aviral Kumar
4
Triantafyllou, Athanasios
4
Bakas, Dimitrios
3
Bekiros, Stelios
3
Fan, John Hua
3
Guesmi, Khaled
3
Hau, Liya
3
Kilian, Lutz
3
Ndubuisi, Gideon Onyewuchi
3
Todorova, Neda
3
Urom, Christian
3
Wen, Fenghua
3
Wohar, Mark E.
3
Zhu, Huiming
3
Aizenman, Joshua
2
Alagidede, Imhotep Paul
2
Balcilar, Mehmet
2
Bannigidadmath, Deepa
2
Başak, Suleyman
2
Bianchi, Robert
2
Boako, Gideon
2
Braun, Joachim von
2
Chen, Junhe
2
Dai, Zhifeng
2
Do, Hung Xuan
2
Dobronogov, Anton
2
Ferrara, Laurent
2
Gelb, Alan
2
Goutte, Stéphane
2
Gozgor, Giray
2
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Energy economics
2
Annals of finance
1
Economics letters
1
European journal of operational research : EJOR
1
Finance research letters
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International review of financial analysis
1
Journal of banking & finance
1
Journal of international financial markets, institutions & money
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11
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1
Model uncertainty on commodity portfolios, the role of convenience yield
Chen, Junhe
;
Escobar, Marcos
- In:
Annals of finance
17
(
2021
)
4
,
pp. 501-528
Persistent link: https://www.econbiz.de/10012664148
Saved in:
2
The alpha momentum effect in commodity markets
Zaremba, Adam
;
Mikutowski, Mateusz
;
Szczygielski, Jan Jakub
- In:
Energy economics
93
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012643310
Saved in:
3
Commodity financialisation and price co-movement : lessons from two centuries of evidence
Zaremba, Adam
;
Umar, Zaghum
;
Mikutowski, Mateusz
- In:
Finance research letters
38
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012490185
Saved in:
4
Robust portfolios with commodities and stochastic interest rates
Chen, Junhe
;
Davison, Matt
;
Escobar, Marcos
;
Zafari, Golara
- In:
Quantitative finance
21
(
2021
)
6
,
pp. 991-1010
Persistent link: https://www.econbiz.de/10012515629
Saved in:
5
Long-run reversal in commodity returns : insights from seven centuries of evidence
Zaremba, Adam
;
Bianchi, Robert
;
Mikutowski, Mateusz
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013256444
Saved in:
6
Inflation hedging with commodities : a wavelet analysis of seven centuries worth of data
Zaremba, Adam
;
Umar, Zaghum
;
Mikutowski, Mateusz
- In:
Economics letters
181
(
2019
),
pp. 90-94
Persistent link: https://www.econbiz.de/10012121850
Saved in:
7
Information diffusion, cluster formation and entropy-based network dynamics in equity and commodity markets
Bekiros, Stelios
;
Nguyen, Duc Khuong
;
Sandoval Junior, …
- In:
European journal of operational research : EJOR
256
(
2017
)
3
,
pp. 945-961
Persistent link: https://www.econbiz.de/10011639266
Saved in:
8
Investigating the leverage effect in commodity markets with a recursive estimation approach
Chevallier, Julien
;
Ielpo, Florian
- In:
Research in international business and finance
39
(
2017
),
pp. 763-778
Persistent link: https://www.econbiz.de/10011912346
Saved in:
9
"De-financialization" of commodities? : evidence from stock, crude oil and natural gas markets
Zhang, Yue-jun
;
Chevallier, Julien
;
Guesmi, Khaled
- In:
Energy economics
68
(
2017
),
pp. 228-239
Persistent link: https://www.econbiz.de/10011905697
Saved in:
10
On the time scale behavior of equity-commodity links : implications for portfolio management
Bekiros, Stelios
;
Nguyen, Duc Khuong
;
Uddin, Mohammed …
- In:
Journal of international financial markets, …
41
(
2016
),
pp. 30-46
Persistent link: https://www.econbiz.de/10011475907
Saved in:
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