Narrow search
Showing 1 - 10 of 58
Cover Image
Financialization in commodity markets : a passing trend or the new normal?
Adams, Zeno; Glück, Thorsten - In: Journal of banking & finance 60 (2015), pp. 93-111
Persistent link: https://www.econbiz.de/10011544903
Cover Image
Does futures speculation destabilize commodity markets?
Kim, Abby - In: The journal of futures markets 35 (2015) 8, pp. 696-714
Persistent link: https://www.econbiz.de/10011392627
Cover Image
Crude oil and agricultural futures : an analysis of correlation dynamics
Silvennoinen, Annastiina; Thorp, Susan - In: The journal of futures markets 36 (2016) 6, pp. 522-544
Persistent link: https://www.econbiz.de/10011568451
Cover Image
Are there exploitable trends in commodity futures prices?
Han, Yufeng; Hu, Ting; Yang, Jian - In: Journal of banking & finance 70 (2016), pp. 214-234
Persistent link: https://www.econbiz.de/10011635208
Cover Image
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
Cover Image
Commodity momentum decomposition
Iwanaga, Yasuhiro; Sakemoto, Ryuta - In: The journal of futures markets 43 (2023) 2, pp. 198-216
Persistent link: https://www.econbiz.de/10014292998
Cover Image
Fractional dynamics in international commodity prices
Barkoulas, John T. - In: The journal of futures markets 17 (1997) 2, pp. 161-189
Persistent link: https://www.econbiz.de/10001218568
Cover Image
Booms and busts in commodity markets : bubbles or fundamentals?
Brooks, Chris; Prokopczuk, Marcel; Wu, Yingying - In: The journal of futures markets 35 (2015) 10, pp. 916-938
Persistent link: https://www.econbiz.de/10011392701
Cover Image
Empirical performance of commodity pricing models : when is it worthwhile to use a stochastic volatility specification?
Cortazar, Gonzalo; Gutierrez, Simon; Ortega, Hector - In: The journal of futures markets 36 (2016) 5, pp. 457-487
Persistent link: https://www.econbiz.de/10011568444
Cover Image
Does global liquidity drive commodity prices?
Beckmann, Joscha; Belke, Ansgar; Czudaj, Robert - In: Journal of banking & finance 48 (2014), pp. 224-234
Persistent link: https://www.econbiz.de/10010508140