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~isPartOf:"Annals of finance"
~isPartOf:"Journal of banking & finance"
~subject:"Portfolio-Management"
~subject:"Prognoseverfahren"
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Search: subject_exact:"Commodity futures"
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Portfolio-Management
Prognoseverfahren
Commodity derivative
59
Rohstoffderivat
59
Commodity exchange
20
Warenbörse
20
Derivat
15
Derivative
15
Theorie
15
Theory
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14
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Option pricing theory
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Commodity market
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Rohstoffmarkt
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Commodities
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Commodity futures
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Fernandez-Perez, Adrian
2
Leung, Tim
2
Adams, Zeno
1
Ahmed, Shamim
1
Angoshtari, Bahman
1
Balvers, Ronald J.
1
Bianchi, Robert
1
Chen, Junhe
1
Chen, Xiaodong
1
Chiang, I-Hsuan Ethan
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Daskalaki, Charoula
1
Drew, Michael E.
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Escobar, Marcos
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Fan, John Hua
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Fernholz, Ricardo T.
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1
Fuertes, Ana María
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Geman, Hélyette
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Glück, Thorsten
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Gonzalez-Fernandez, Marcos
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Han, Yufeng
1
Hu, Ting
1
Hughen, W. Keener
1
Indriawan, Ivan
1
Kharoubi, Cécile
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Marshall, Ben R.
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Miffre, Joëlle
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Narayan, Paresh Kumar
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Narayan, Seema
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Sharma, Susan Sunila
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Tse, Yiuman
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Tsvetanov, Daniel
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Visaltanachoti, Nuttawat
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Wang, Qiao
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Xu, Yahua
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Annals of finance
Journal of banking & finance
Energy economics
63
The journal of futures markets
21
International review of financial analysis
19
Economic modelling
18
Journal of commodity markets
13
Finance research letters
12
Applied economics
10
International journal of forecasting
10
International review of economics & finance : IREF
10
Journal of forecasting
10
The handbook of commodity investing
10
The energy journal
9
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
7
Research in international business and finance
6
Applied economics letters
5
International journal of finance & economics : IJFE
5
The journal of alternative investments
5
American journal of agricultural economics
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
European journal of operational research : EJOR
4
Journal of empirical finance
4
Journal of international financial markets, institutions & money
4
NBER Working Paper
4
NBER working paper series
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Quantitative finance
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The North American journal of economics and finance : a journal of financial economics studies
4
Working paper
4
Working paper / National Bureau of Economic Research, Inc.
4
Afro-Asian Journal of Finance and Accounting : AAJFA
3
CESifo working papers
3
International Journal of Energy Economics and Policy : IJEEP
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International journal of financial engineering
3
Journal of international money and finance
3
Journal of risk and financial management : JRFM
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Review of quantitative finance and accounting
3
The European journal of finance
3
Agricultural economics : the journal of the International Association of Agricultural Economists
2
BAFFI CAREFIN Centre Research Paper
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ECONIS (ZBW)
17
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1
Cross-asset time-series momentum : crude oil volatility and global stock markets
Fernandez-Perez, Adrian
;
Indriawan, Ivan
;
Tse, Yiuman
; …
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014492117
Saved in:
2
Constrained dynamic futures portfolios with stochastic basis
Chen, Xiaodong
;
Leung, Tim
;
Zhou, Yang
- In:
Annals of finance
18
(
2022
)
1
,
pp. 1-33
Persistent link: https://www.econbiz.de/10013194629
Saved in:
3
Permutation-weighted portfolios and the efficiency of commodity futures markets
Fernholz, Ricardo T.
;
Fernholz, Robert
- In:
Annals of finance
18
(
2022
)
1
,
pp. 81-108
Persistent link: https://www.econbiz.de/10013194634
Saved in:
4
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:
5
Determinants and predictability of commodity producer returns
Wang, Qiao
;
Balvers, Ronald J.
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013256637
Saved in:
6
Optimal trading of a basket of futures contracts
Angoshtari, Bahman
;
Leung, Tim
- In:
Annals of finance
16
(
2020
)
2
,
pp. 253-280
Persistent link: https://www.econbiz.de/10012496334
Saved in:
7
Fear of hazards in commodity futures markets
Fernandez-Perez, Adrian
;
Fuertes, Ana María
; …
- In:
Journal of banking & finance
119
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012521191
Saved in:
8
Factor based commodity investing
Sakkas, Athanasios
;
Tessaromatis, Nikolaos P.
- In:
Journal of banking & finance
115
(
2020
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012489156
Saved in:
9
Do oil futures prices predict stock returns?
Chiang, I-Hsuan Ethan
;
Hughen, W. Keener
- In:
Journal of banking & finance
79
(
2017
),
pp. 129-141
Persistent link: https://www.econbiz.de/10011815141
Saved in:
10
Are there exploitable trends in commodity futures prices?
Han, Yufeng
;
Hu, Ting
;
Yang, Jian
- In:
Journal of banking & finance
70
(
2016
),
pp. 214-234
Persistent link: https://www.econbiz.de/10011635208
Saved in:
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