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~isPartOf:"Journal of banking & finance"
~isPartOf:"OPEC review : energy economics and related issues"
~subject:"Risk premium"
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Risk premium
Hedging
115
Theorie
67
Theory
67
Commodity derivative
58
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58
Portfolio selection
54
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54
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52
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Jacobs, Kris
2
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2
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1
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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
22
The journal of futures markets
17
Journal of financial economics
13
Applied economics
7
Journal of international money and finance
7
Journal of commodity markets
6
The journal of finance : the journal of the American Finance Association
6
International review of economics & finance : IREF
5
International review of financial analysis
5
The review of financial studies
5
Finance research letters
4
Journal of economic dynamics & control
4
Journal of empirical finance
4
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The North American journal of economics and finance : a journal of financial economics studies
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Applied economics letters
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Asia-Pacific financial markets
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2
Factor investing : from traditional to alternative risk premia
2
Journal of econometrics
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Management science : journal of the Institute for Operations Research and the Management Sciences
2
OPEC energy review
2
Quantitative finance
2
Research in finance
2
Review of derivatives research
2
Selected writings on futures markets : research directions in commodity markets, 1970 - 1980
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Agribusiness : an internat. journal
1
Annals of finance
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Annual review of financial economics
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Aquaculture economics & management : official journal of the International Association of Aquaculture Economics and Management
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1
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:
2
Option returns, risk premiums, and demand pressure in energy markets
Jacobs, Kris
;
Li, Bingxin
- In:
Journal of banking & finance
146
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014248220
Saved in:
3
Variance risk in
commodity
markets
Prokopczuk, Marcel
;
Symeonidis, Lazaros
;
Wese Simen, Chardin
- In:
Journal of banking & finance
81
(
2017
),
pp. 136-149
Persistent link: https://www.econbiz.de/10011816431
Saved in:
4
Supply, demand, and risk premiums in electricity markets
Jacobs, Kris
;
Li, Yu
;
Pirrong, Craig
- In:
Journal of banking & finance
135
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013401940
Saved in:
5
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:
6
Investable
commodity
premia in China
Bianchi, Robert
;
Fan, John Hua
;
Zhang, Tingxi
- In:
Journal of banking & finance
127
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012820586
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
Capturing the risk premium of
commodity
futures : the role of hedging pressure
Basu, Devraj
;
Miffre, Joëlle
- In:
Journal of banking & finance
37
(
2013
)
7
,
pp. 2652-2664
Persistent link: https://www.econbiz.de/10009760567
Saved in:
9
A space-time random field model for electricity forward prices
Benth, Fred Espen
;
Paraschiv, Florentina
- In:
Journal of banking & finance
95
(
2018
),
pp. 203-216
Persistent link: https://www.econbiz.de/10011966749
Saved in:
10
Does secrecy signal skill? : own-investor secrecy and hedge fund performance
Gorovyy, Sergiy
;
Kelly, Patrick
;
Kuzʹmina, Olʹga
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013256712
Saved in:
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