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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
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WTI crude oil Futures in portfolio diversification : the time-to-maturity effect
Geman, Hélyette; Kharoubi, Cécile - In: Journal of banking & finance 32 (2008) 12, pp. 2553-2559
Persistent link: https://www.econbiz.de/10003795775
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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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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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Liquidity commonality in commodities
Marshall, Ben R.; Nguyen, Nhut H.; Visaltanachoti, Nuttawat - In: Journal of banking & finance 37 (2013) 1, pp. 11-20
Persistent link: https://www.econbiz.de/10009675559
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Should investors include commodities in their portfolios after all? : new evidence
Daskalaki, Charoula; Skiadopoulos, George - In: Journal of banking & finance 35 (2011) 10, pp. 2606-2626
Persistent link: https://www.econbiz.de/10009273277
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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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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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A new approach to assessing model risk in high dimensions
Bernard, Carole; Vanduffel, Steven - In: Journal of banking & finance 58 (2015), pp. 166-178
Persistent link: https://www.econbiz.de/10011543968
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Investor attention, index performance, and return predictability
Vozlyublennaia, Nadia - In: Journal of banking & finance 41 (2014), pp. 17-35
Persistent link: https://www.econbiz.de/10010407999