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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
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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
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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
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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
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Exploiting the dynamics of commodity futures curves
Bianchi, Robert; Fan, John Hua; Miffre, Joëlle; Zhang, … - In: Journal of banking & finance 154 (2023), pp. 1-15
Persistent link: https://www.econbiz.de/10014491689