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~isPartOf:"Journal of banking & finance"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Risiko"
~subject:"Rohstoffmarkt"
~subject:"Warenbörse"
~type:"article"
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Risiko
Rohstoffmarkt
Warenbörse
Hedging
163
Portfolio selection
88
Portfolio-Management
88
Theorie
83
Theory
83
Commodity derivative
71
Rohstoffderivat
71
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65
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Prokopczuk, Marcel
5
Miffre, Joëlle
4
Bianchi, Robert
3
Back, Janis
2
Fan, John Hua
2
Fernandez-Perez, Adrian
2
Fuertes, Ana María
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Geman, Hélyette
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2
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2
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2
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2
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2
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2
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1
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Chan, Kam C.
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Journal of banking & finance
The North American journal of economics and finance : a journal of financial economics studies
The journal of futures markets
275
Energy economics
117
Finance research letters
70
American journal of agricultural economics
63
Intereconomics : review of European economic policy
63
Applied economics
59
International review of financial analysis
49
International review of economics & finance : IREF
43
Journal of commodity markets
41
Economic modelling
33
Review of futures markets
31
Applied economics letters
30
Journal of international money and finance
29
The energy journal
29
World development : the multi-disciplinary international journal devoted to the study and promotion of world development
24
Resources policy
22
Risks : open access journal
22
The journal of finance : the journal of the American Finance Association
21
Mineral economics : raw materials report
19
Insurance / Mathematics & economics
18
Research in international business and finance
18
Economics letters
17
International journal of economics and finance
16
Journal of empirical finance
16
Monatsberichte / WIFO, Österreichisches Institut für Wirtschaftsforschung
16
The European journal of finance
16
Quantitative finance
15
The economic journal : the journal of the Royal Economic Society
14
Finance and stochastics
12
Journal of financial economics
12
Journal of risk and financial management : JRFM
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The review of financial studies
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International Journal of Energy Economics and Policy : IJEEP
11
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
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Journal of economic dynamics & control
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Journal of the Royal Statistical Society
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Staff papers / International Monetary Fund
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ECONIS (ZBW)
64
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64
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date (oldest first)
1
Measuring
commodity
market quality
Lauter, Tobias
;
Prokopczuk, Marcel
- In:
Journal of banking & finance
145
(
2022
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013538965
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
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:
4
The risk spillover between China's economic policy uncertainty and
commodity
markets : evidence from frequency spillover and quantile connectedness approaches
Jiang, Yonghong
;
Ao, Zhiming
;
Mo, Bin
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014483627
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
Time-frequency connectedness of crude oil, economic policy uncertainty and Chinese
commodity
markets : evidence from rolling window analysis
Zhu, Huiming
;
Chen, Weiyan
;
Hau, Liya
;
Chen, Qitong
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012822243
Saved in:
7
Exploiting the dynamics of
commodity
futures curves
Bianchi, Robert
;
Fan, John Hua
;
Miffre, Joëlle
;
Zhang, …
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014491689
Saved in:
8
Introduction: special issue on
commodity
and energy markets in the Journal of Banking and Finance
Roncoroni, Andrea
;
Prokopczuk, Marcel
;
Ronn, Ehud I.
- In:
Journal of banking & finance
95
(
2018
),
pp. 1-4
Persistent link: https://www.econbiz.de/10011966673
Saved in:
9
Can Gaussian factor models of
commodity
prices capture the financialization phenomenon?
Aiube, Fernando Antônio Lucena
;
Faquieri, Winicius Botelho
- In:
The North American journal of economics and finance : a …
50
(
2019
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012203674
Saved in:
10
Multi-scale systemic risk and spillover networks of
commodity
markets in the bullish and bearish regimes
Zhang, Xu
;
Yang, Xian
;
He, Qizhi
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-39
Persistent link: https://www.econbiz.de/10013539019
Saved in:
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