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Derivat
ARCH model
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Commodity derivative
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Prokopczuk, Marcel
3
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Fuertes, Ana María
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Nikitopoulos, Christina Sklibosios
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Ronn, Ehud I.
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Journal of banking & finance
Energy economics
203
The journal of futures markets
70
International review of financial analysis
48
Finance research letters
45
International review of economics & finance : IREF
44
Economic modelling
42
Applied economics
32
American journal of agricultural economics
28
The energy journal
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Working paper
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International Journal of Energy Economics and Policy : IJEEP
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Applied economics letters
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Journal of commodity markets
22
Research in international business and finance
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Journal of international money and finance
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Discussion paper / Centre for Economic Policy Research
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International journal of finance & economics : IJFE
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The European journal of finance
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Cogent economics & finance
9
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
Journal of forecasting
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Journal of risk and financial management : JRFM
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Pacific-Basin finance journal
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The empirical economics letters : a monthly international journal of economics
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ECONIS (ZBW)
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1
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
Saved in:
2
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:
3
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:
4
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
Saved in:
5
Asymmetric effect of basis on dynamic futures hedging : empirical evidence from commodity markets
Lien, Da-hsiang Donald
;
Li, Yang
- In:
Journal of banking & finance
32
(
2008
)
2
,
pp. 187-198
Persistent link: https://www.econbiz.de/10003647092
Saved in:
6
A Markov regime switching approach for hedging energy commodities
Alizadeh-Masoodian, Amir H.
;
Nomikos, Nikos K.
; …
- In:
Journal of banking & finance
32
(
2008
)
9
,
pp. 1970-1983
Persistent link: https://www.econbiz.de/10003775048
Saved in:
7
Economic linkages across commodity futures : hedging and trading implications
Chng, Michael T.
- In:
Journal of banking & finance
33
(
2009
)
5
,
pp. 958-970
Persistent link: https://www.econbiz.de/10003836460
Saved in:
8
Computing the market price of volatility risk in the energy commodity markets
Doran, James S.
;
Ronn, Ehud I.
- In:
Journal of banking & finance
32
(
2008
)
12
,
pp. 2541-2552
Persistent link: https://www.econbiz.de/10003795774
Saved in:
9
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
Saved in:
10
The Samuelson hypothesis in futures markets : an analysis using intraday data
Huu Nhan Duong
;
Kalev, Petko S.
- In:
Journal of banking & finance
32
(
2008
)
4
,
pp. 489-500
Persistent link: https://www.econbiz.de/10003707624
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