//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of banking & finance"
~person:"Ahmed, Shamim"
~person:"Fan, John Hua"
~person:"Paschke, Raphael"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Commodity futures"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Commodity derivative
7
Rohstoffderivat
7
Commodity exchange
4
Warenbörse
4
Capital income
3
Commodity futures
3
Estimation
3
Kapitaleinkommen
3
Momentum
3
Schätzung
3
Theorie
3
Theory
3
Commodities
2
Saisonale Schwankungen
2
Seasonal variations
2
Seasonality
2
Yield curve
2
Zinsstruktur
2
ARMA model
1
ARMA-Modell
1
Anlageverhalten
1
Auslandsinvestition
1
Behavioral
1
Behavioural finance
1
Black-Scholes model
1
Black-Scholes-Modell
1
Capacity
1
Capacity planning
1
CarryBasis-momentum
1
China
1
Commodity market
1
Commodity markets
1
Commodity price
1
Corn
1
Curve
1
Double-sort strategy
1
Econometric models
1
Economic value
1
Erdgas
1
Financial investment
1
more ...
less ...
Online availability
All
Undetermined
6
Type of publication
All
Article
7
Type of publication (narrower categories)
All
Article in journal
7
Aufsatz in Zeitschrift
7
Language
All
English
7
Author
All
Ahmed, Shamim
Fan, John Hua
Paschke, Raphael
Prokopczuk, Marcel
7
Miffre, Joëlle
5
Bianchi, Robert
4
Fernandez-Perez, Adrian
3
Fuertes, Ana María
3
Back, Janis
2
Daskalaki, Charoula
2
Jacobs, Kris
2
Marshall, Ben R.
2
Nikitopoulos, Christina Sklibosios
2
Rallis, Georgios
2
Ronn, Ehud I.
2
Rudolf, Markus
2
Skiadopoulos, George
2
Tang, Ke
2
Wese Simen, Chardin
2
Zhang, Tingxi
2
Adams, Zeno
1
Alizadeh-Masoodian, Amir H.
1
Arismendi Zambrano, Juan Carlos
1
Balvers, Ronald J.
1
Basu, Devraj
1
Benth, Fred Espen
1
Cahan, Jared M.
1
Cahan, Rochester H.
1
Casassus, Jaime
1
Chang, Eric Chieh
1
Cheng, Benjamin
1
Chiang, I-Hsuan Ethan
1
Chng, Michael T.
1
Collin-Dufresne, Pierre
1
Dark, Jonathan
1
Delatte, Anne-Laure
1
Dempster, Michael A. H.
1
Doran, James S.
1
Drew, Michael E.
1
Ederington, Louis H.
1
more ...
less ...
Published in...
All
Journal of banking & finance
Journal of commodity markets
2
The journal of futures markets
2
Finance research letters
1
International review of financial analysis
1
Quantitative finance
1
Review of quantitative finance and accounting
1
The European journal of finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
Curve momentum
Paschke, Raphael
;
Prokopczuk, Marcel
;
Wese Simen, Chardin
- In:
Journal of banking & finance
113
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012226133
Saved in:
4
Seasonal Stochastic Volatility : implications for the pricing of commodity options
Arismendi Zambrano, Juan Carlos
;
Back, Janis
; …
- In:
Journal of banking & finance
66
(
2016
),
pp. 53-65
Persistent link: https://www.econbiz.de/10011634553
Saved in:
5
The predictive performance of commodity futures risk factors
Ahmed, Shamim
;
Tsvetanov, Daniel
- In:
Journal of banking & finance
71
(
2016
),
pp. 20-36
Persistent link: https://www.econbiz.de/10011635309
Saved in:
6
Combining momentum with reversal in commodity futures
Bianchi, Robert
;
Drew, Michael E.
;
Fan, John Hua
- In:
Journal of banking & finance
59
(
2015
),
pp. 423-444
Persistent link: https://www.econbiz.de/10011544644
Saved in:
7
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->