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~subject:"Commodity derivative"
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Commodity derivative
Rohstoffderivat
29
Portfolio selection
20
Portfolio-Management
20
Theorie
20
Theory
20
Capital income
18
Kapitaleinkommen
18
Commodity exchange
14
Warenbörse
14
Risikoprämie
13
Risk premium
13
Volatility
13
Hedging
11
Volatilität
11
Derivat
10
Derivative
10
Börsenkurs
8
Estimation
8
Schätzung
8
Share price
8
CAPM
7
Yield curve
6
Zinsstruktur
6
Commodity market
5
Commodity price
5
Commodity speculation
5
Rohstoffmarkt
5
Rohstoffpreis
5
Rohstoffspekulation
5
USA
5
United States
5
Anlageverhalten
4
Behavioural finance
4
Commodity futures
4
Forecasting model
4
Prognoseverfahren
4
Speculation
4
Spekulation
4
Commodity markets
3
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12
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16
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16
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English
29
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Miffre, Joëlle
29
Fernandez-Perez, Adrian
15
Fuertes, Ana-Maria
8
Fuertes, Ana María
7
Brooks, Chris
4
Faff, Robert W.
4
Low, Rand Kwong Yew
4
Rad, Hossein
4
Basu, Devraj
2
Frijns, Bart
2
Rallis, Georgios
2
Zhao, Nan
2
Bianchi, Robert
1
Chong, James
1
Fan, John Hua
1
Gonzalez-Fernandez, Marcos
1
González-Fernández, Marcos
1
Nneji, Ogonna
1
Zhang, Tingxi
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Journal of banking & finance
5
The journal of alternative investments
3
International review of financial analysis
2
Discussion paper / ICMA Centre, Henley Business School, University of Reading
1
Energy economics
1
Journal of commodity markets
1
Journal of empirical finance
1
The British accounting review : the journal of the British Accounting Association
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The energy journal
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The journal of futures markets
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ECONIS (ZBW)
29
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1
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
Saved in:
2
Tactical allocation in commodity futures markets : combining momentum and term structure signals
Fuertes, Ana María
;
Miffre, Joëlle
;
Rallis, Georgios
- In:
Journal of banking & finance
34
(
2010
)
10
,
pp. 2530-2548
Persistent link: https://www.econbiz.de/10008858295
Saved in:
3
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
Saved in:
4
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
Saved in:
5
Capturing the risk premium of commodity futures : the role of hedging pressure
Basu, Devraj
;
Miffre, Joëlle
- In:
Journal of banking & finance
37
(
2013
)
7
,
pp. 2652-2664
Persistent link: https://www.econbiz.de/10009760567
Saved in:
6
Commodity risks and the cross-section of equity returns
Brooks, Chris
;
Miffre, Joëlle
;
Nneji, Ogonna
- In:
The British accounting review : the journal of the …
48
(
2016
)
2
,
pp. 134-150
Persistent link: https://www.econbiz.de/10011520867
Saved in:
7
Do long-short speculators destabilize commodity futures markets?
Miffre, Joëlle
;
Brooks, Chris
- In:
International review of financial analysis
30
(
2013
),
pp. 230-240
Persistent link: https://www.econbiz.de/10010460310
Saved in:
8
Did long-short investors destabilize commodity markets
Miffre, Joëlle
;
Brooks, Chris
-
2013
Persistent link: https://www.econbiz.de/10009782761
Saved in:
9
The performance of simple dynamic commodity strategies
Basu, Devraj
;
Miffre, Joëlle
- In:
The journal of alternative investments
16
(
2013/14
)
1
,
pp. 9-18
Persistent link: https://www.econbiz.de/10009782762
Saved in:
10
The risk premia of energy futures
Fernandez-Perez, Adrian
;
Fuertes, Ana María
;
Miffre, …
- In:
Energy economics
102
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013162273
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