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Strategic and tactical roles of enhanced commodity indices
Rallis, Georgios; Miffre, Joëlle; Fuertes, Ana María - In: The journal of futures markets 33 (2013) 10, pp. 965-992
Persistent link: https://www.econbiz.de/10010203619
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Commodity, strategies based on momentum, term structure, and idiosyncratic volatility
Fuertes, Ana María; Miffre, Joëlle; Fernandez-Perez, … - In: The journal of futures markets 35 (2015) 3, pp. 274-297
Persistent link: https://www.econbiz.de/10011348423
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Risk-neutral skewness and commodity futures pricing
Fuertes, Ana María; Liu, Zhenya; Tang, Weiqing - In: The journal of futures markets 42 (2022) 4, pp. 751-785
Persistent link: https://www.econbiz.de/10013187584
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Long memory and structural breaks in commodity futures markets
Coakley, Jerry; Wang, Jian; Kellard, Neil - In: The journal of futures markets 31 (2011) 11, pp. 1076-1113
Persistent link: https://www.econbiz.de/10009355739
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Long memory and structural breaks in commodity futures markets
Coakley, Jerry; Dollery, Jian; Kellard, Neil - In: The journal of futures markets 31 (2011) 11, pp. 1076-1114
Persistent link: https://www.econbiz.de/10009264766