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~isPartOf:"American journal of agricultural economics"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~isPartOf:"Energy economics"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~subject:"CAPM"
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Bakshi, Gurdip S.
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Barillas, Francisco
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Bicchetti, David
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American journal of agricultural economics
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
Energy economics
Management science : journal of the Institute for Operations Research and the Management Sciences
Journal of financial and quantitative analysis : JFQA
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1
Understanding the sources of risk underlying the cross section of commodity returns
Bakshi, Gurdip S.
;
Gao, Xiaohui
;
Rossi, Alberto
- In:
Management science : journal of the Institute for …
65
(
2019
)
2
,
pp. 619-641
Persistent link: https://www.econbiz.de/10012000721
Saved in:
2
Speculation and the bond market : an empirical no-arbitrage framework
Barillas, Francisco
;
Nimark, Kristoffer P.
- In:
Management science : journal of the Institute for …
65
(
2019
)
9
,
pp. 4179-4203
Persistent link: https://www.econbiz.de/10012118552
Saved in:
3
Rational speculators, contrarians, and excess volatility
Lof, Matthijs
- In:
Management science : journal of the Institute for …
61
(
2015
)
8
,
pp. 1889-1901
Persistent link: https://www.econbiz.de/10011338806
Saved in:
4
Crude oil : commodity or financial asset?
Kolodziej, Marek
;
Kaufmann, Robert Kurt
;
Kulatilaka, Nalin
- In:
Energy economics
46
(
2014
),
pp. 216-223
Persistent link: https://www.econbiz.de/10011298597
Saved in:
5
An approach to asset pricing under incomplete and diverse perceptions
Eyster, Erik
;
Piccione, Michele
- In:
Econometrica : journal of the Econometric Society, an …
81
(
2013
)
4
,
pp. 1483-1506
Persistent link: https://www.econbiz.de/10009793482
Saved in:
6
Oil price dynamics and speculation : a multivariate financial approach
Cifarelli, Giulio
;
Paladino, Giovanna
- In:
Energy economics
32
(
2010
)
2
,
pp. 363-372
Persistent link: https://www.econbiz.de/10003954624
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