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~isPartOf:"Journal of banking & finance"
~isPartOf:"OPEC review : energy economics and related issues"
~subject:"Estimation"
~subject:"Yield curve"
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Search: Erdölpreis OR Nahrungsmittelpreise OR Rohstoff OR Rohstoffpreis
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Estimation
Yield curve
Hedging
115
Theorie
61
Theory
61
Commodity derivative
58
Rohstoffderivat
58
Oil price
52
Ölpreis
52
Portfolio selection
39
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39
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37
Derivative
37
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Miffre, Joëlle
4
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4
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3
Fan, John Hua
2
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2
Nikitopoulos, Christina Sklibosios
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Paschke, Raphael
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1
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1
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1
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Journal of banking & finance
OPEC review : energy economics and related issues
Energy economics
241
International Journal of Energy Economics and Policy : IJEEP
79
International review of economics & finance : IREF
67
The journal of futures markets
63
Applied economics
60
Economic modelling
57
Finance research letters
45
Applied economics letters
44
International review of financial analysis
42
The North American journal of economics and finance : a journal of financial economics studies
37
CESifo working papers
29
Journal of international money and finance
27
Research in international business and finance
27
Working paper
25
Discussion paper / Centre for Economic Policy Research
21
Working paper / National Bureau of Economic Research, Inc.
21
NBER working paper series
20
Economics letters
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International journal of finance & economics : IJFE
18
Applied financial economics
17
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
17
Journal of international financial markets, institutions & money
16
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
16
NBER Working Paper
15
CESifo Working Paper Series
14
Journal of commodity markets
14
Journal of risk and financial management : JRFM
14
The energy journal
14
CAMA working paper series
13
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
13
Journal of empirical finance
13
Cogent economics & finance
12
Discussion paper
11
Discussion papers / CEPR
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International journal of economics and finance
11
International journal of forecasting
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OPEC energy review
11
The empirical economics letters : a monthly international journal of economics
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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ECONIS (ZBW)
40
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1
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:
2
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:
3
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:
4
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:
5
Pricing of long-dated commodity derivatives : do stochastic interest rates matter?
Cheng, Benjamin
;
Nikitopoulos, Christina Sklibosios
; …
- In:
Journal of banking & finance
95
(
2018
),
pp. 148-166
Persistent link: https://www.econbiz.de/10011966734
Saved in:
6
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:
7
Determinants of the crude oil futures curve : inventory, consumption and volatility
Nikitopoulos, Christina Sklibosios
;
Squires, Matthew
; …
- In:
Journal of banking & finance
84
(
2017
),
pp. 53-67
Persistent link: https://www.econbiz.de/10011816836
Saved in:
8
Does global liquidity drive commodity prices?
Beckmann, Joscha
;
Belke, Ansgar
;
Czudaj, Robert
- In:
Journal of banking & finance
48
(
2014
),
pp. 224-234
Persistent link: https://www.econbiz.de/10010508140
Saved in:
9
The illusion of oil return predictability : the choice of data matters!
Conlon, Thomas
;
Cotter, John
;
Eyiah-Donkor, Emmanuel
- In:
Journal of banking & finance
134
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013400116
Saved in:
10
The balance sheet effects of oil market shocks : an industry level analysis
ElFayoumi, Khalid
- In:
Journal of banking & finance
95
(
2018
),
pp. 112-127
Persistent link: https://www.econbiz.de/10011966718
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