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The information content of a nonlinear macro-finance model for commodity prices
Khan, Saqib; Khokher, Zeigham; Simin, Timothy T. - In: The review of financial studies 30 (2017) 8, pp. 2818-2850
Persistent link: https://www.econbiz.de/10011755633
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The state price density implied by crude oil futures and option prices
Christoffersen, Peter F.; Jacobs, Kris; Pan, Xuhui - In: The review of financial studies 35 (2022) 2, pp. 1064-1103
Persistent link: https://www.econbiz.de/10012878983
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Economic linkages, relative scarcity, and commodity futures returns
Casassus, Jaime; Liu, Peng; Tang, Ke - In: The review of financial studies 26 (2013) 5, pp. 1324-1362
Persistent link: https://www.econbiz.de/10009752184
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Initial margin policy and stochastic volatility in the crude oil futures market
Day, Theodore E. - In: The review of financial studies 10 (1997) 2, pp. 303-332
Persistent link: https://www.econbiz.de/10001220634
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Hedging long-term exposures with multiple short-term futures contracts
Neuberger, Anthony - In: The review of financial studies 12 (1999) 2, pp. 429-459
Persistent link: https://www.econbiz.de/10001421830
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Risk management with supply contracts
Almeida, Heitor; Hankins, Kristine Watson; Williams, Ryan - In: The review of financial studies 30 (2017) 12, pp. 4179-4215
Persistent link: https://www.econbiz.de/10011924566
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Forecasting default with the Merton distance to default model
Bharath, Sreedhar T.; Shumway, Tyler - In: The review of financial studies 21 (2008) 3, pp. 1339-1369
Persistent link: https://www.econbiz.de/10003742248
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Reconciling the return predictability evidence
Lettau, Martin; Nieuwerburgh, Stijn van - In: The review of financial studies 21 (2008) 4, pp. 1607-1652
Persistent link: https://www.econbiz.de/10003765314
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Out-of-sample equity premium prediction : combination forecasts and links to the real economy
Rapach, David E.; Strauss, Jack; Zhou, Guofu - In: The review of financial studies 23 (2010) 2, pp. 821-862
Persistent link: https://www.econbiz.de/10003943103
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Expected returns in Treasury bonds
Cieślak, Anna; Povala, Pavol - In: The review of financial studies 28 (2015) 10, pp. 2859-2901
Persistent link: https://www.econbiz.de/10011401365