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~isPartOf:"Journal of banking & finance"
~subject:"Risiko"
~subject:"Rohstoffmarkt"
~subject:"Warenbörse"
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Risiko
Rohstoffmarkt
Warenbörse
Hedging
113
Theorie
65
Theory
65
Commodity derivative
53
Portfolio selection
53
Portfolio-Management
53
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53
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37
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Prokopczuk, Marcel
5
Miffre, Joëlle
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3
Back, Janis
2
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2
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2
Fuertes, Ana María
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2
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1
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Journal of banking & finance
The journal of futures markets
268
Energy economics
116
Intereconomics : review of European economic policy
63
American journal of agricultural economics
62
Finance research letters
62
Applied economics
58
International review of financial analysis
47
Journal of commodity markets
41
International review of economics & finance : IREF
37
Economic modelling
33
Review of futures markets
31
Applied economics letters
30
The energy journal
28
Journal of international money and finance
27
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 North American journal of economics and finance : a journal of financial economics studies
21
The journal of finance : the journal of the American Finance Association
20
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18
Mineral economics : raw materials report
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Research in international business and finance
18
Economics letters
17
International journal of economics and finance
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Journal of empirical finance
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Monatsberichte / WIFO, Österreichisches Institut für Wirtschaftsforschung
16
Quantitative finance
15
The European journal of finance
15
The economic journal : the journal of the Royal Economic Society
13
Finance and stochastics
12
Journal of financial economics
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Journal of risk and financial management : JRFM
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The review of financial studies
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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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Applied financial economics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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ECONIS (ZBW)
43
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43
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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
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:
8
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:
9
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:
10
Implied volatility surface predictability : the case of
commodity
markets
Kearney, Fearghal
;
Shang, Han Lin
;
Sheenan, Lisa
- In:
Journal of banking & finance
108
(
2019
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012224756
Saved in:
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