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~isPartOf:"Journal of banking & finance"
~subject:"Risiko"
~subject:"Risikoprämie"
~subject:"Rohstoffmarkt"
~subject:"Warenbörse"
~type:"article"
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Risiko
Risikoprämie
Rohstoffmarkt
Warenbörse
Hedging
113
Theorie
65
Theory
65
Commodity derivative
53
Portfolio selection
53
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53
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53
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Prokopczuk, Marcel
5
Bianchi, Robert
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Miffre, Joëlle
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Fan, John Hua
3
Back, Janis
2
Fernandez-Perez, Adrian
2
Fuertes, Ana María
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Geman, Hélyette
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1
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Journal of banking & finance
The journal of futures markets
284
Energy economics
134
Finance research letters
70
American journal of agricultural economics
63
Intereconomics : review of European economic policy
63
Applied economics
62
International review of financial analysis
51
International review of economics & finance : IREF
46
Journal of commodity markets
45
Economic modelling
34
Journal of international money and finance
34
Applied economics letters
32
Review of futures markets
31
The energy journal
31
The journal of finance : the journal of the American Finance Association
24
World development : the multi-disciplinary international journal devoted to the study and promotion of world development
24
Journal of financial economics
23
Risks : open access journal
23
The North American journal of economics and finance : a journal of financial economics studies
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Insurance / Mathematics & economics
19
Journal of empirical finance
19
Mineral economics : raw materials report
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Research in international business and finance
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Economics letters
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International journal of economics and finance
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Monatsberichte / WIFO, Österreichisches Institut für Wirtschaftsforschung
16
Quantitative finance
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The European journal of finance
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The review of financial studies
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The economic journal : the journal of the Royal Economic Society
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Finance and stochastics
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International Journal of Energy Economics and Policy : IJEEP
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Journal of economic dynamics & control
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Journal of financial and quantitative analysis : JFQA
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Journal of risk and financial management : JRFM
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Applied financial economics
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Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
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ECONIS (ZBW)
57
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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
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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:
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