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Pricing of derivatives on commodity indices
Rauch, Johannes; Krayzler, Mikhail; Brunner, Bernhard; … - In: International review of financial analysis 29 (2013), pp. 143-151
Persistent link: https://www.econbiz.de/10010244113
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Trend following, risk parity and momentum in commodity futures
Clare, Andrew D.; Seaton, James; Smith, Peter N.; … - In: International review of financial analysis 31 (2014), pp. 1-12
Persistent link: https://www.econbiz.de/10010461541
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Risk management and market conditions
Haar, Lawrence; Gregoriou, Andros - In: International review of financial analysis 78 (2021), pp. 1-15
Persistent link: https://www.econbiz.de/10013255704
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Asymmetry, tail risk and time series momentum
Liu, Zhenya; Lu, Shanglin; Wang, Shixuan - In: International review of financial analysis 78 (2021), pp. 1-15
Persistent link: https://www.econbiz.de/10013255854
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Global commodities and African stocks : a "market of one?"
Boako, Gideon; Alagidede, Paul - In: International review of financial analysis 44 (2016), pp. 226-237
Persistent link: https://www.econbiz.de/10011624002
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Can the VAR model outperform MRS model for asset allocation in commodity market under different risk preferences of investors?
Zhang, Yue-jun; Lin, Jia-Juan - In: International review of financial analysis 66 (2019), pp. 1-11
Persistent link: https://www.econbiz.de/10012209039
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They're back! Post-financialization diversification benefits of commodities
Gagnon, Marie-Hélène; Manseau, Guillaume; Power, … - In: International review of financial analysis 71 (2020), pp. 1-19
Persistent link: https://www.econbiz.de/10012436269
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Do the crude oil futures of the Shanghai International Energy Exchange improve asset allocation of Chinese petrochemical-related stocks?
Lv, Fei; Yang, Chen; Fang, Libing - In: International review of financial analysis 71 (2020), pp. 1-10
Persistent link: https://www.econbiz.de/10012436466
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Predictability and diversification benefits of investing in commodity and currency futures
Cotter, John; Eyiah-Donkor, Emmanuel; Potì, Valerio - In: International review of financial analysis 50 (2017), pp. 52-66
Persistent link: https://www.econbiz.de/10011820656
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Volatility spillovers and hedging strategies between impact investing and agricultural commodities
Banerjee, Ameet Kumar; Akhtaruzzaman, Md.; Sensoy, Ahmet; … - In: International review of financial analysis 94 (2024), pp. 1-16
Persistent link: https://www.econbiz.de/10014543920