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isPartOf:"Journal of banking & finance"
~isPartOf:"The journal of futures markets"
~subject:"Kapitaleinkommen"
~subject:"Share price"
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Kapitaleinkommen
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Commodity derivative
270
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106
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68
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Bianchi, Robert
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Journal of banking & finance
The journal of futures markets
Energy economics
39
Applied economics letters
13
Economic modelling
13
International Journal of Energy Economics and Policy : IJEEP
12
International review of financial analysis
12
Journal of commodity markets
11
Finance research letters
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Working paper / National Bureau of Economic Research, Inc.
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8
Working paper
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American journal of agricultural economics
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International review of economics & finance : IREF
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Stocks of staple commodities
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The European journal of finance
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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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Journal of international money and finance
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Journal of Asian economics
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Journal of forecasting
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Journal of international financial markets, institutions & money
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CAMA working paper series
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Economics letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Financial innovation : FIN
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International journal of finance & economics : IJFE
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ECONIS (ZBW)
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1
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
Saved in:
2
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:
3
An empirical analysis of commodity pricing
Heaney, Richard A.
- In:
The journal of futures markets
26
(
2006
)
4
,
pp. 391-415
Persistent link: https://www.econbiz.de/10003304090
Saved in:
4
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:
5
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:
6
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:
7
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
Saved in:
8
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:
9
Commodity betas with mean reverting output prices
Hong, Gwangheon
;
Sarkar, Sudipto
- In:
Journal of banking & finance
32
(
2008
)
7
,
pp. 1286-1296
Persistent link: https://www.econbiz.de/10003749204
Saved in:
10
Returns and volatility in the Kuala Lumpur crude palm oil futures market
Liew, Keng Yap
;
Brooks, Robert D.
- In:
The journal of futures markets
18
(
1998
)
8
,
pp. 985-999
Persistent link: https://www.econbiz.de/10001352427
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