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Variance risk in commodity markets
Prokopczuk, Marcel; Symeonidis, Lazaros; Wese Simen, Chardin - In: Journal of banking & finance 81 (2017), pp. 136-149
Persistent link: https://www.econbiz.de/10011816431
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Introduction: special issue on commodity and energy markets in the Journal of Banking and Finance
Roncoroni, Andrea; Prokopczuk, Marcel; Ronn, Ehud I. - In: Journal of banking & finance 95 (2018), pp. 1-4
Persistent link: https://www.econbiz.de/10011966673
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Commodity and equity markets : some stylized facts from a copula approach
Delatte, Anne-Laure; Lopez, Claude - In: Journal of banking & finance 37 (2013) 12, pp. 5346-5356
Persistent link: https://www.econbiz.de/10010343717
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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
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Return and volatility linkages between international energy markets and Chinese commodity market
Sun, Guanglin; Li, Jianfeng; Shang, Zezhong - In: Technological forecasting & social change : an … 179 (2022), pp. 1-10
Persistent link: https://www.econbiz.de/10013363895
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Implied volatility surface predictability : the case of commodity markets
Kearney, Fearghal; Shang, Han Lin; Sheenan, Lisa - In: Journal of banking & finance 108 (2019), pp. 1-16
Persistent link: https://www.econbiz.de/10012224756
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Special issue: commodity and energy markets
Roncoroni, Andrea (ed.); Ronn, Ehud I. (ed.);  … - 2018
Persistent link: https://www.econbiz.de/10011966682
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Special section: Commodities
Geman, Hélyette (contributor) - In: Journal of banking & finance 32 (2008) 12, pp. 2501-2559
Persistent link: https://www.econbiz.de/10003795455
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A new methodology for the logistic analysis of evolutionary S-shaped processes : application to historical time series and forecasting
Miranda, Luiz C. M.; Lima, Carlos A. S. - In: Technological forecasting & social change : an … 77 (2010) 2, pp. 175-192
Persistent link: https://www.econbiz.de/10003942486
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No-arbitrage conditions for storable commodities and the modeling of futures term structures
Liu, Peng; Tang, Ke - In: Journal of banking & finance 34 (2010) 7, pp. 1675-1687
Persistent link: https://www.econbiz.de/10008649412