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isPartOf:"Journal of banking & finance"
~isPartOf:"The journal of futures markets"
~subject:"Kapitaleinkommen"
~subject:"Oil price"
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Kapitaleinkommen
Oil price
Commodity derivative
270
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106
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105
Volatility
68
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68
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Journal of banking & finance
The journal of futures markets
Energy economics
190
Finance research letters
38
The energy journal
32
International Journal of Energy Economics and Policy : IJEEP
27
International review of economics & finance : IREF
23
Economic modelling
22
International review of financial analysis
19
Applied economics
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Working paper
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Journal of commodity markets
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Research in international business and finance
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Journal of international financial markets, institutions & money
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The empirical economics letters : a monthly international journal of economics
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The handbook of commodity investing
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1
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:
2
A maximal affine stochastic volatility model of oil prices
Hughen, W. Keener
- In:
The journal of futures markets
30
(
2010
)
2
,
pp. 101-133
Persistent link: https://www.econbiz.de/10003962429
Saved in:
3
Volatility and commodity price dynamics
Pindyck, Robert S.
- In:
The journal of futures markets
24
(
2004
)
11
,
pp. 1029-1047
Persistent link: https://www.econbiz.de/10002248629
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4
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:
5
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:
6
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:
7
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:
8
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
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9
Commodity momentum and reversal : do they exist, and if so, why?
Han, Meng
- In:
The journal of futures markets
43
(
2023
)
9
,
pp. 1204-1237
Persistent link: https://www.econbiz.de/10014339398
Saved in:
10
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
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