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Modeling commodity prices under the CEV model
Geman, Hélyette; Shih, Yih Fong - In: The journal of alternative investments 11 (2008/09) 3, pp. 65-84
Persistent link: https://www.econbiz.de/10003808903
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Asymmetric volatility in the gold market
Baur, Dirk G. - In: The journal of alternative investments 14 (2011/12) 4, pp. 26-38
Persistent link: https://www.econbiz.de/10009550881
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Commodity returns and their volatility in relation to speculation : a consistent empirical approach
Haase, Marco; Seiler Zimmermann, Yvonne; Zimmermann, Heinz - In: The journal of alternative investments 20 (2017) 2, pp. 76-91
Persistent link: https://www.econbiz.de/10011759945
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The optimal approach to futures contract roll in commodity portfolios
Mouakhar, Tammam; Roberge, Mathieu - In: The journal of alternative investments 12 (2009/10) 3, pp. 51-60
Persistent link: https://www.econbiz.de/10003938281
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Conditional correlation and volatility in commodity futures and traditional asset markets
Chong, James; Miffre, Joëlle - In: The journal of alternative investments 12 (2009/10) 3, pp. 61-75
Persistent link: https://www.econbiz.de/10003938283
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Comparison of futures pricing models for carbon assets and traditional energy commodities
Kanamura, Takashi - In: The journal of alternative investments 14 (2011/12) 3, pp. 42-54
Persistent link: https://www.econbiz.de/10009501185
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Brief case studies on futures contract successes and failures
Till, Hilary - In: The journal of alternative investments 18 (2015/2016) 3, pp. 39-56
Persistent link: https://www.econbiz.de/10011428069
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The case for long-short commodity investing
Miffre, Joëlle; Fernandez-Perez, Adrian - In: The journal of alternative investments 18 (2015/2016) 1, pp. 92-104
Persistent link: https://www.econbiz.de/10011307946
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A conditional assessment of the relationships between commodity and equity indexes
Simon, David P. - In: The journal of alternative investments 16 (2013/14) 2, pp. 30-51
Persistent link: https://www.econbiz.de/10010203458
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Colllateralized commodity obligations : modeling and risk assessmant
Borkovkova, Svetlana; Bunk, Hidde; Goeıj, Willem-Jan De; … - In: The journal of alternative investments 16 (2013/14) 2, pp. 9-29
Persistent link: https://www.econbiz.de/10010203460