Similar Search Results

An analysis of commodity markets : what gain for investors?

Narayan, Paresh Kumar; Narayan, Seema; Sharma, Susan Sunila - In: Journal of banking & finance 37 (2013) 10, pp. 3878-3889

Persistent link: https://www.econbiz.de/10010127429

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

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

A two-factor cointegrated commodity price model with an application to spread option pricing

Farkas, Walter; Gourier, Elise; Huitema, Robert; … - In: Journal of banking & finance 77 (2017), pp. 249-268

Persistent link: https://www.econbiz.de/10011814773

Oil and non-energy commodity markets : an empirical analysis of volatility spillovers and hedging effectiveness

Dutta, Anupam; Noor, Md Hasib - In: Cogent economics & finance 5 (2017) 1, pp. 1-15

Although a large number of empirical papers have examined the price spillover in global oil and non-energy commodity markets, very little is known about the volatility transmission between these two markets. The present study aims to conceal this gap by investigating the volatility cross effects...

Persistent link: https://www.econbiz.de/10011881040

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

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

Tactical allocation in commodity futures markets : combining momentum and term structure signals

Fuertes, Ana María; Miffre, Joëlle; Rallis, Georgios - In: Journal of banking & finance 34 (2010) 10, pp. 2530-2548

Persistent link: https://www.econbiz.de/10008858295

Seasonality and the valuation of commodity options

Back, Janis; Prokopczuk, Marcel; Rudolf, Markus - In: Journal of banking & finance 37 (2013) 2, pp. 273-290

Persistent link: https://www.econbiz.de/10009705701

Impact of macroeconomic news on metal futures

Elder, John; Miao, Hong; Ramchander, Sanjay - In: Journal of banking & finance 36 (2012) 1, pp. 51-65

Persistent link: https://www.econbiz.de/10009411172