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~subject:"Capital income"
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129
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87
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80
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68
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53
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43
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Judge Institute of Management Studies
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Karlsruher Institut für Technologie
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Massachusetts Institute of Technology / Department of Economics
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387
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Journal of empirical finance
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Pacific-Basin finance journal
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The North American journal of economics and finance : a journal of financial economics studies
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Research in international business and finance
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Journal of international financial markets, institutions & money
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The European journal of finance
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Economic modelling
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Economics letters
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Energy economics
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Management science : journal of the Institute for Operations Research and the Management Sciences
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Journal of risk and financial management : JRFM
127
The review of financial studies
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Journal of financial and quantitative analysis : JFQA
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Journal of econometrics
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International journal of economics and finance
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Journal of financial markets
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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International journal of economics and financial issues : IJEFI
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Investment management and financial innovations
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Discussion paper / Centre for Economic Policy Research
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Journal of international money and finance
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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International journal of finance & economics : IJFE
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ECONIS (ZBW)
25,166
EconStor
2
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1
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10
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25,168
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1
Time-variations in commodity price jumps
Diewald, Laszlo
;
Prokopczuk, Marcel
;
Wese Simen, Chardin
- In:
Journal of empirical finance
31
(
2015
),
pp. 72-84
Persistent link: https://www.econbiz.de/10011489343
Saved in:
2
Commodity
volatility
breaks
Vivian, Andrew
;
Wohar, Mark E.
- In:
Journal of international financial markets, …
22
(
2012
)
2
,
pp. 395-422
Persistent link: https://www.econbiz.de/10009581694
Saved in:
3
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
Saved in:
4
Commodity correlation risk
Byrne, Joseph P.
;
Sakemoto, Ryuta
-
2022
Persistent link: https://www.econbiz.de/10013478831
Saved in:
5
Understanding momentum in commodity markets
Chevallier, Julien
;
Gatumel, Mathieu
;
Ielpo, Florian
- In:
Applied economics letters
20
(
2013
)
13/15
,
pp. 1383-1402
Persistent link: https://www.econbiz.de/10010203400
Saved in:
6
Commodities returns'
volatility
in financialization era
Handika, Rangga
;
Putra, Iswahyudi Sondi
- In:
Studies in economics and finance
34
(
2017
)
3
,
pp. 344-362
Persistent link: https://www.econbiz.de/10011961063
Saved in:
7
Volatility
risk premia and future commodity returns
Ornelas, José Renato Haas
;
Mauad, Roberto Baltieri
- In:
Journal of international money and finance
96
(
2019
),
pp. 341-360
Persistent link: https://www.econbiz.de/10012139839
Saved in:
8
Volatility
risk premia and future commodities returns
Ornelas, José Renato Haas
;
Mauad, Roberto Baltieri
-
2017
-
Revised July 2017
Persistent link: https://www.econbiz.de/10011752576
Saved in:
9
Commodity Momentum Decomposition
Iwanaga, Yasuhiro
;
Sakemoto, Ryuta
-
2022
contrast, HTP is linked to investors’ underreaction and the
information
diffusion process. Moreover, we find that positive …
Persistent link: https://www.econbiz.de/10013403618
Saved in:
10
The alpha momentum effect in commodity markets
Zaremba, Adam
;
Mikutowski, Mateusz
;
Szczygielski, Jan Jakub
- In:
Energy economics
93
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012643310
Saved in:
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