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subject:"Oil price"
~isPartOf:"Journal of banking & finance"
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Oil price
Commodity exchange
Commodity derivative
53
Rohstoffderivat
53
Warenbörse
18
Commodity price
17
Rohstoffpreis
17
Welt
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World
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Theorie
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Capital income
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Prokopczuk, Marcel
6
Miffre, Joëlle
4
Bianchi, Robert
3
Fernandez-Perez, Adrian
3
Back, Janis
2
Fan, John Hua
2
Fuertes, Ana María
2
Nikitopoulos, Christina Sklibosios
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Paschke, Raphael
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Rudolf, Markus
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Journal of banking & finance
Energy economics
210
Finance research letters
51
The journal of futures markets
47
International review of economics & finance : IREF
33
The energy journal
33
International review of financial analysis
32
Economic modelling
31
International Journal of Energy Economics and Policy : IJEEP
30
Applied economics
28
Journal of commodity markets
26
Working paper
23
Applied economics letters
22
Journal of international money and finance
15
Research in international business and finance
15
American journal of agricultural economics
11
International journal of finance & economics : IJFE
11
Journal of the Royal Statistical Society
11
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
10
NBER working paper series
10
OPEC energy review
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The North American journal of economics and finance : a journal of financial economics studies
10
IMF working papers
9
Quantitative finance
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CESifo working papers
8
Cogent economics & finance
8
Econometric Institute research papers
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NBER Working Paper
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The journal of energy markets
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The journal of investment compliance
8
Financial modeling and risk management of energy and environmental instruments and derivates
7
Wiley finance series
7
Applied financial economics
6
CAMA working paper series
6
International journal of economics and finance
6
International journal of forecasting
6
Journal of empirical finance
6
Journal of risk and financial management : JRFM
6
Special memorandum / London & Cambridge Economic Service
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Stocks of staple commodities
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ECONIS (ZBW)
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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
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
Saved in:
3
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:
4
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:
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
Saved in:
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
Saved in:
7
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
Saved in:
8
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
Saved in:
9
Capturing the risk premium of commodity futures : the role of hedging pressure
Basu, Devraj
;
Miffre, Joëlle
- In:
Journal of banking & finance
37
(
2013
)
7
,
pp. 2652-2664
Persistent link: https://www.econbiz.de/10009760567
Saved in:
10
Combining momentum with reversal in commodity futures
Bianchi, Robert
;
Drew, Michael E.
;
Fan, John Hua
- In:
Journal of banking & finance
59
(
2015
),
pp. 423-444
Persistent link: https://www.econbiz.de/10011544644
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