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subject:"Derivat"
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Derivat
ARCH model
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Commodity derivative
53
Rohstoffderivat
53
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Miffre, Joëlle
5
Prokopczuk, Marcel
5
Bianchi, Robert
3
Fernandez-Perez, Adrian
3
Fuertes, Ana María
3
Back, Janis
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Fan, John Hua
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Rudolf, Markus
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Alizadeh-Masoodian, Amir H.
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Journal of banking & finance
Energy economics
154
The journal of futures markets
59
Finance research letters
43
International review of financial analysis
38
Economic modelling
37
International review of economics & finance : IREF
32
Journal of commodity markets
30
Applied economics
29
The energy journal
21
Applied economics letters
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International Journal of Energy Economics and Policy : IJEEP
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Research in international business and finance
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Working paper
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American journal of agricultural economics
17
Journal of empirical finance
12
Econometric Institute research papers
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Journal of the Royal Statistical Society
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International journal of finance & economics : IJFE
10
Quantitative finance
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Cogent economics & finance
9
NBER working paper series
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The North American journal of economics and finance : a journal of financial economics studies
9
The journal of investment compliance
9
Applied financial economics
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
International journal of forecasting
8
The European journal of finance
8
Applied economic perspectives and policy
7
European journal of operational research : EJOR
7
International journal of theoretical and applied finance
7
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
7
Journal of international financial markets, institutions & money
7
Journal of international money and finance
7
NBER Working Paper
7
Review of quantitative finance and accounting
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The empirical economics letters : a monthly international journal of economics
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Wiley finance series
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Agricultural economics : the journal of the International Association of Agricultural Economists
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ECONIS (ZBW)
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1
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
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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
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
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6
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
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7
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:
8
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:
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
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
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