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Search: Erdölpreis OR Nahrungsmittelpreise OR Rohstoff OR Rohstoffpreis
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Hedging
113
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57
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57
Commodity derivative
53
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53
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38
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38
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36
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Prokopczuk, Marcel
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2
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Jacobs, Kris
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Li, Yuying
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Tang, Ke
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Journal of banking & finance
Glückauf : die Fachzeitschrift für Rohstoff, Bergbau und Energie
3,923
Energy economics
1,210
The journal of futures markets
544
International Journal of Energy Economics and Policy : IJEEP
478
Finance research letters
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Economic modelling
238
Applied economics
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Working paper
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NBER working paper series
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IMF working papers
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International review of economics & finance : IREF
210
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International review of financial analysis
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The energy journal
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NBER Working Paper
185
Discussion paper / Centre for Economic Policy Research
162
Journal of environmental economics and management : JEEM ; the official journal of the Association of Environmental and Resource Economists
156
Applied economics letters
138
Intereconomics : review of European economic policy
132
International journal of theoretical and applied finance
129
American journal of agricultural economics
128
OPEC energy review
123
Journal of economic dynamics & control
119
Journal of international money and finance
117
The North American journal of economics and finance : a journal of financial economics studies
117
IMF working paper
114
Policy research working paper : WPS
109
Research in international business and finance
106
Economics letters
98
Mineral economics : raw materials report
98
OxCarre research paper / Oxford Centre for the Analysis of Resource Rich Economies, Department of Economics, University of Oxford
97
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
95
Resource and energy economics
94
CESifo Working Paper Series
86
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
86
Journal of commodity markets
85
Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
85
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
84
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ECONIS (ZBW)
177
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1
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:
2
Aggregation bias in tests of the commodity currency hypothesis
Bork, Lasse
;
Rovira Kaltwasser, Pablo
;
Sercu, Piet
- In:
Journal of banking & finance
135
(
2022
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013401953
Saved in:
3
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:
4
Cross-asset time-series momentum : crude oil volatility and global stock markets
Fernandez-Perez, Adrian
;
Indriawan, Ivan
;
Tse, Yiuman
; …
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014492117
Saved in:
5
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:
6
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:
7
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:
8
Special issue: commodity and energy markets
Roncoroni, Andrea
(
ed.
);
Ronn, Ehud I.
(
ed.
); …
-
2018
Persistent link: https://www.econbiz.de/10011966682
Saved in:
9
Equilibrium commodity prices with irreversible investment and non-linear technologies
Casassus, Jaime
;
Collin-Dufresne, Pierre
;
Routledge, …
- In:
Journal of banking & finance
95
(
2018
),
pp. 128-147
Persistent link: https://www.econbiz.de/10011966725
Saved in:
10
A two-factor cointegrated commodity price model with an application to spread option pricing
Farkas, Walter
;
Gourier, Elise
;
Huitema, Robert
; …
- In:
Journal of banking & finance
77
(
2017
),
pp. 249-268
Persistent link: https://www.econbiz.de/10011814773
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