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~isPartOf:"Journal of banking & finance"
~person:"Fan, John Hua"
~person:"Mikutowski, Mateusz"
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Commodity derivative
3
Commodity exchange
3
Rohstoffderivat
3
Warenbörse
3
Capital income
2
Commodity futures
2
Kapitaleinkommen
2
Anlageverhalten
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Behavioural finance
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Commodity markets
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Commodity price
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Double-sort strategy
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Early commodity prices
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Funding liquidity
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Long-run reversal
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Long-term historical returns
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Mean Reversion
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Mean reversion
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Momentum
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Nelson-Siegel model
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Portfolio selection
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Portfolio-Management
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Reversal
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Rohstoffmarkt
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Rohstoffpreis
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Saisonale Schwankungen
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Seasonal variations
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Seasonality
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Slope strategy
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Fan, John Hua
Mikutowski, Mateusz
Prokopczuk, Marcel
5
Miffre, Joëlle
4
Bianchi, Robert
3
Back, Janis
2
Fernandez-Perez, Adrian
2
Fuertes, Ana María
2
Rudolf, Markus
2
Adam-Müller, Axel F. A.
1
Ahmed, Shamim
1
Arismendi Zambrano, Juan Carlos
1
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1
Bierbrauer, Michael
1
Canarella, Giorgio
1
Drew, Michael E.
1
Eaves, James
1
Elder, John
1
Frijns, Bart
1
Frino, Alex
1
Gonzalez-Fernandez, Marcos
1
Han, Yufeng
1
Hu, Ting
1
Ibikunle, Gbenga
1
Lauter, Tobias
1
Li, Bingxin
1
Marshall, Ben R.
1
Menn, Christian
1
Miao, Hong
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Mollica, Vito
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Narayan, Paresh Kumar
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Nguyen, Nhut H.
1
Nolte, Ingmar
1
Paschke, Raphael
1
Pollard, Stephen K.
1
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Ramchander, Sanjay
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Journal of banking & finance
The journal of futures markets
2
Economics letters
1
Energy economics
1
Finance research letters
1
International review of financial analysis
1
Journal of commodity markets
1
Pacific-Basin finance journal
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ECONIS (ZBW)
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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
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
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:
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