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~person:"Bianchi, Robert"
~person:"Deaves, Richard"
~person:"Irwin, Scott H."
~subject:"Capital income"
~subject:"Oil market"
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Bianchi, Robert
Deaves, Richard
Irwin, Scott H.
Banks, Ferdinand E.
9
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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:
2
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:
3
Returns to individual traders in agricultural futures markets : skill or luck?
Aulerich, Nicole M.
;
Irwin, Scott H.
;
García, Philip
- In:
Applied economics
45
(
2013
)
25/27
,
pp. 3650-3666
Persistent link: https://www.econbiz.de/10010345884
Saved in:
4
Investment performance of public commodity pools : 1979 - 1990
Irwin, Scott H.
- In:
The journal of futures markets
13
(
1993
)
7
,
pp. 799-820
Persistent link: https://www.econbiz.de/10001152215
Saved in:
5
Risk premiums and efficiency in the market for crude oil futures
Deaves, Richard
- In:
The energy journal
13
(
1992
)
2
,
pp. 93-117
Persistent link: https://www.econbiz.de/10001128189
Saved in:
6
The behavior of oil futures returns around OPEC conferences
Deaves, Richard
- In:
The journal of futures markets
12
(
1992
)
5
,
pp. 563-574
Persistent link: https://www.econbiz.de/10001129991
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