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~isPartOf:"Journal of banking & finance"
~isPartOf:"OPEC review : energy economics and related issues"
~subject:"Rohstoffpreis"
~subject:"Yield curve"
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Search: Erdölpreis OR Nahrungsmittelpreise OR Rohstoff OR Rohstoffpreis
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Rohstoffpreis
Yield curve
Hedging
115
Theorie
61
Theory
61
Commodity derivative
58
Rohstoffderivat
58
Oil price
52
Ölpreis
52
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39
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37
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32
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Miffre, Joëlle
4
Bianchi, Robert
3
Prokopczuk, Marcel
3
Fan, John Hua
2
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2
Paschke, Raphael
2
Adams, Zeno
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
Jarrow, Robert A.
1
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Journal of banking & finance
OPEC review : energy economics and related issues
Energy economics
93
IMF working papers
80
Intereconomics : review of European economic policy
45
NBER working paper series
45
NBER Working Paper
42
Journal of international money and finance
41
Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
41
Working paper / National Bureau of Economic Research, Inc.
40
IMF working paper
31
CAMA working paper series
29
The journal of futures markets
29
Policy research working paper : WPS
28
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27
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26
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25
International review of economics & finance : IREF
24
Journal of commodity markets
24
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22
Finance research letters
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American journal of agricultural economics
19
CESifo working papers
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OxCarre research paper / Oxford Centre for the Analysis of Resource Rich Economies, Department of Economics, University of Oxford
16
World Bank Policy Research Working Paper
16
Economics letters
13
Journal of development economics
13
World development : the multi-disciplinary international journal devoted to the study and promotion of world development
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Documentos de trabajo Banco Central de Chile
11
ECB Working Paper
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Journal of policy modeling : JPMOD ; a social science forum of world issues
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Journal of the Royal Statistical Society
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Resources policy
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Discussion papers / CEPR
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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International review of financial analysis
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ECONIS (ZBW)
32
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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
Aggregation bias in tests of the commodity currency hypothesis
Bork, Lasse
;
Rovira Kaltwasser, Pablo
;
Sercu, Piet
- In:
Journal of banking & finance
135
(
2022
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013401953
Saved in:
3
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:
4
Commodity derivatives valuation with autoregressive and moving average components in the price dynamics
Paschke, Raphael
;
Prokopczuk, Marcel
- In:
Journal of banking & finance
34
(
2010
)
11
,
pp. 2742-2752
Persistent link: https://www.econbiz.de/10008858840
Saved in:
5
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:
6
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:
7
Special issue: commodity and energy markets
Roncoroni, Andrea
(
ed.
);
Ronn, Ehud I.
(
ed.
); …
-
2018
Persistent link: https://www.econbiz.de/10011966682
Saved in:
8
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:
9
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:
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
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