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~isPartOf:"Applied financial economics"
~isPartOf:"Journal of banking & finance"
~subject:"Commodity derivative"
~subject:"Entwicklungsländer"
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Commodity derivative
Entwicklungsländer
Commodity price
23
Rohstoffpreis
23
Rohstoffderivat
14
Commodity market
8
Rohstoffmarkt
8
Commodity exchange
7
Warenbörse
7
Capital income
4
Commodities
4
Commodity prices
4
Estimation
4
Forecasting model
4
Kapitaleinkommen
4
Prognoseverfahren
4
Schätzung
4
Theorie
4
Theory
4
Volatility
4
Volatilität
4
Welt
4
World
4
Börsenkurs
3
CAPM
3
Cointegration
3
Kointegration
3
Option pricing theory
3
Optionspreistheorie
3
Portfolio selection
3
Portfolio-Management
3
Risikoprämie
3
Risk premium
3
Share price
3
USA
3
United States
3
Commodity futures
2
Derivat
2
Derivative
2
Global liquidity
2
Hedging
2
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14
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14
Aufsatz in Zeitschrift
14
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English
14
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Adams, Zeno
1
Andersson, Henrik
1
Balvers, Ronald J.
1
Bianchi, Robert
1
Casassus, Jaime
1
Collin-Dufresne, Pierre
1
Farkas, Walter
1
Fernandez-Perez, Adrian
1
Frijns, Bart
1
Fuertes, Ana María
1
Galli, Alain
1
Glück, Thorsten
1
Gourier, Elise
1
Han, Yufeng
1
Hu, Ting
1
Huitema, Robert
1
Lautier, Delphine
1
Liu, Peng
1
Mazouz, Khelifa
1
Miffre, Joëlle
1
Mikutowski, Mateusz
1
Narayan, Paresh Kumar
1
Narayan, Seema
1
Necula, Ciprian
1
Paschke, Raphael
1
Prokopczuk, Marcel
1
Routledge, Bryan R.
1
Sakkas, Athanasios
1
Sharma, Susan Sunila
1
Tang, Ke
1
Tessaromatis, Nikolaos P.
1
Wang, Jian
1
Wang, Qiao
1
Yang, Jian
1
Zaremba, Adam
1
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Applied financial economics
Journal of banking & finance
Energy economics
36
Journal of commodity markets
13
The journal of futures markets
13
Applied economics letters
12
Finance research letters
11
Journal of the Royal Statistical Society
11
International review of economics & finance : IREF
9
Journal of international money and finance
8
IMF working papers
7
NBER Working Paper
7
NBER working paper series
7
Policy research working paper : WPS
7
Intereconomics : review of European economic policy
6
Special memorandum / London & Cambridge Economic Service
6
Stocks of staple commodities
6
Economic modelling
5
European review of agricultural economics : ERAE
5
IMF working paper
5
International review of financial analysis
5
Research in international business and finance
5
Working paper
5
Working papers / Österreichische Forschungsstiftung für Internationale Entwicklung
5
AFI
4
CAMA working paper series
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Finance India : the quarterly journal of Indian Institute of Finance
4
The handbook of commodity investing
4
The journal of finance : the journal of the American Finance Association
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Working paper / National Bureau of Economic Research, Inc.
4
Working paper series / Centre for the Study of African Economies
4
American journal of agricultural economics
3
Applied economics
3
Commodity price volatility and inclusive growth in low-income countries
3
Discussion paper / Centre for Economic Policy Research
3
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
3
International journal of finance & economics : IJFE
3
Journal of empirical finance
3
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ECONIS (ZBW)
14
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1
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:
2
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:
3
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:
4
Commodity futures price behaviour following large one-day price changes
Mazouz, Khelifa
;
Wang, Jian
- In:
Applied financial economics
24
(
2014
)
13/15
,
pp. 939-948
Persistent link: https://www.econbiz.de/10010410296
Saved in:
5
The skewness of commodity futures returns
Fernandez-Perez, Adrian
;
Frijns, Bart
;
Fuertes, Ana María
- In:
Journal of banking & finance
86
(
2018
),
pp. 127-142
Persistent link: https://www.econbiz.de/10011962440
Saved in:
6
Equilibrium commodity prices with irreversible investment and non-linear technologies
Casassus, Jaime
;
Collin-Dufresne, Pierre
;
Routledge, …
- In:
Journal of banking & finance
95
(
2018
),
pp. 128-147
Persistent link: https://www.econbiz.de/10011966725
Saved in:
7
A two-factor cointegrated
commodity
price
model with an application to spread option pricing
Farkas, Walter
;
Gourier, Elise
;
Huitema, Robert
; …
- In:
Journal of banking & finance
77
(
2017
),
pp. 249-268
Persistent link: https://www.econbiz.de/10011814773
Saved in:
8
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:
9
Financialization in commodity markets : a passing trend or the new normal?
Adams, Zeno
;
Glück, Thorsten
- In:
Journal of banking & finance
60
(
2015
),
pp. 93-111
Persistent link: https://www.econbiz.de/10011544903
Saved in:
10
An analysis of commodity markets : what gain for investors?
Narayan, Paresh Kumar
;
Narayan, Seema
;
Sharma, Susan Sunila
- In:
Journal of banking & finance
37
(
2013
)
10
,
pp. 3878-3889
Persistent link: https://www.econbiz.de/10010127429
Saved in:
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