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Commodity Strategies Based on...
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Commodity derivative
9
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5
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Miffre, Joëlle
20
Fernandez-Perez, Adrian
8
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7
Brooks, Chris
4
Faff, Robert W.
3
Fernandez‐Perez, Adrian
3
Frijns, Bart
3
Low, Rand Kwong Yew
3
Rad, Hossein
3
Fan, John Hua
2
Fuertes, Ana-Maria
2
Fuertes, Ana‐Maria
2
Li, Xiafei
2
Tourani‐Rad, Alireza
2
Basu, Devraj
1
Bellotti, Tony
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Bianchi, Robert
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Gafiatullina, Ilnara
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Gonzalez-Fernandez, Marcos
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Nneji, Ogonna
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O'Sullivan, Niall
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Rallis, Georgios
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Journal of banking & finance
4
Journal of Banking & Finance
3
International Review of Financial Analysis
2
Journal of Futures Markets
2
Journal of commodity markets
2
Journal of empirical finance
2
Applied Financial Economics
1
Energy economics
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Financial Review
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International review of financial analysis
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Journal of the Royal Statistical Society: Series A (Statistics in Society)
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Review of finance : journal of the European Finance Association
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The British accounting review : the journal of the British Accounting Association
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ECONIS (ZBW)
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1
Speculative pressure
Fan, John Hua
;
Fernandez‐Perez, Adrian
;
Fuertes, …
- In:
Journal of Futures Markets
40
(
2019
)
4
,
pp. 575-597
Persistent link: https://www.econbiz.de/10012189114
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2
Commodity risks and the cross-section of equity returns
Brooks, Chris
;
Miffre, Joëlle
;
Nneji, Ogonna
- In:
The British accounting review : the journal of the …
48
(
2016
)
2
,
pp. 134-150
Persistent link: https://www.econbiz.de/10011520867
Saved in:
3
The risk premia of energy futures
Fernandez-Perez, Adrian
;
Fuertes, Ana María
;
Miffre, …
- In:
Energy economics
102
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013162273
Saved in:
4
Is idiosyncratic volatility priced in commodity futures markets?
Fernandez-Perez, Adrian
;
Fuertes, Ana María
;
Miffre, …
- In:
International review of financial analysis
46
(
2016
),
pp. 219-226
Persistent link: https://www.econbiz.de/10011581812
Saved in:
5
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:
6
A comprehensive appraisal of style-integration methods
Fernandez-Perez, Adrian
;
Fuertes, Ana María
;
Miffre, …
- In:
Journal of banking & finance
105
(
2019
),
pp. 134-150
Persistent link: https://www.econbiz.de/10012163830
Saved in:
7
Fear of hazards in commodity futures markets
Fernandez-Perez, Adrian
;
Fuertes, Ana María
; …
- In:
Journal of banking & finance
119
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012521191
Saved in:
8
Does sophistication of the weighting scheme enhance the performance of long-short commodity portfolios?
Rad, Hossein
;
Low, Rand Kwong Yew
;
Miffre, Joëlle
; …
- In:
Journal of empirical finance
58
(
2020
),
pp. 164-180
Persistent link: https://www.econbiz.de/10012430671
Saved in:
9
Commodity markets, long-run predictability, and intertemporal pricing
Fernandez-Perez, Adrian
;
Fuertes, Ana María
;
Miffre, …
- In:
Review of finance : journal of the European Finance …
21
(
2017
)
3
,
pp. 1159-1188
Persistent link: https://www.econbiz.de/10011803799
Saved in:
10
The negative pricing of the May 2020 WTI Contract
Fernandez-Perez, Adrian
;
Fuertes, Ana María
;
Miffre, …
- In:
The energy journal
44
(
2023
)
1
,
pp. 119-142
Persistent link: https://www.econbiz.de/10013542016
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