Narrow search
Showing 1 - 10 of 153
Cover Image
Stochastic convenience yield implied from commodity futures and interest rates
Casassus, Jaime; Collin-Dufresne, Pierre - In: The journal of finance : the journal of the American … 60 (2005) 5, pp. 2283-2332
Persistent link: https://www.econbiz.de/10003159354
Cover Image
An anatomy of commodity futures risk premia
Szymanowska, Marta; Roon, Frans de; Nijman, Theodore E.; … - In: The journal of finance : the journal of the American … 69 (2014) 1, pp. 453-484
Persistent link: https://www.econbiz.de/10010372410
Cover Image
Information, trading, and volatility : evidence from weather-sensitive markets
Fleming, Jeff; Kirby, Chris; Ostdiek, Barbara - In: The journal of finance : the journal of the American … 61 (2006) 6, pp. 2899-2930
Persistent link: https://www.econbiz.de/10003398510
Cover Image
Equilibrium pricing and optimal hedging in electricity forward markets
Bessembinder, Hendrik; Lemmon, Michael L. - In: The journal of finance : the journal of the American … 57 (2002) 3, pp. 1347-1382
Persistent link: https://www.econbiz.de/10001685003
Cover Image
The economic value of volatility timing
Fleming, Jeff; Kirby, Chris; Ostdiek, Barbara - In: The journal of finance : the journal of the American … 56 (2001) 1, pp. 329-352
Persistent link: https://www.econbiz.de/10001575075
Cover Image
Equilibrium forward curves for commodities
Routledge, Bryan R.; Seppi, Duane J.; Spatt, Chester S. - In: The journal of finance : the journal of the American … 55 (2000) 3, pp. 1297-1338
Persistent link: https://www.econbiz.de/10001497602
Cover Image
The stochastic behavior of commodity prices : implications for valuation and hedging
Schwartz, Eduardo S. - In: The journal of finance : the journal of the American … 52 (1997) 3, pp. 923-973
Persistent link: https://www.econbiz.de/10001225632
Cover Image
A model of financialization of commodities
Başak, Suleyman; Pavlova, Anna - In: The journal of finance : the journal of the American … 71 (2016) 4, pp. 1511-1555
Persistent link: https://www.econbiz.de/10011588922
Cover Image
Commodity financialization and information transmission
Goldstein, Itay; Yang, Liyan - In: The journal of finance : the journal of the American … 77 (2022) 5, pp. 2613-2667
Persistent link: https://www.econbiz.de/10013396261
Cover Image
The market impact of trends and sequences in performance : new evidence
Durham, Gregory R.; Hertzel, Michael G.; Martin, J. Spencer - In: The journal of finance : the journal of the American … 60 (2005) 5, pp. 2551-2570
Persistent link: https://www.econbiz.de/10003159487