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Finance research letters
Mathematical finance : an international journal of mathematics, statistics and financial theory
326
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ECONIS (ZBW)
195
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1
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195
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1
A comparison of the convenience yield and interest-adjusted basis
Fouquau, Julien
;
Six, Pierre
- In:
Finance research letters
14
(
2015
),
pp. 142-149
Persistent link: https://www.econbiz.de/10011552697
Saved in:
2
Analyzing herding behavior in commodities markets : an empirical approach
Raimundo Júnior, Gerson de Souza
;
Palazzi, Rafael Baptista
- In:
Finance research letters
35
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012438346
Saved in:
3
Measuring the hedging effectiveness of commodities
Chunhachinda, Pornchai
;
DeBoyrie, Maria Eugenia
; …
- In:
Finance research letters
30
(
2019
),
pp. 201-207
Persistent link: https://www.econbiz.de/10012420488
Saved in:
4
The dollar’s ”Convenience Yield”
Robe, Michel A.
- In:
Finance research letters
48
(
2022
),
pp. 1-5
Persistent link: https://www.econbiz.de/10013461710
Saved in:
5
Nonlinear relationships in soybean commodities Pairs trading-test by deep reinforcement learning
Liu, Bruce Jianhe
;
Lu, Luze
;
Zong, Xiangyu
;
Xie, Baao
- In:
Finance research letters
58
(
2023
)
3
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014636507
Saved in:
6
A note on minimum riskiness hedge ratio
Ehsani, Sina
;
Lien, Da-hsiang Donald
- In:
Finance research letters
15
(
2015
),
pp. 11-17
Persistent link: https://www.econbiz.de/10011552910
Saved in:
7
The computational property of the Aumann-Serrano performance
index
under risk-averse and risk-loving preference
Hodoshima, Jiro
- In:
Finance research letters
39
(
2021
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012805213
Saved in:
8
Modeling dynamic higher moments of crude oil futures
Huang, Zhuo
;
Liang, Fang
;
Wang, Tianyi
;
Li, Chao
- In:
Finance research letters
39
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012805140
Saved in:
9
Macroeconomic attention and oil futures volatility prediction
Liu, Shan
;
Li, Ziwei
- In:
Finance research letters
57
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014505944
Saved in:
10
Analyzing commodity futures and stock market indices : hedging strategies using asymmetric dynamic conditional correlation models
Alshammari, Saad
;
Obeid, Hassan
- In:
Finance research letters
56
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014473654
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