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Estimation
Portfolio-Management
44,384
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44,039
Theorie
25,105
Theory
24,730
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14,846
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14,385
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7,250
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5,319
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4,572
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4,388
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4,367
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4,117
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4,004
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3,778
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3,737
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McAleer, Michael
33
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28
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24
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23
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18
Ma, Feng
18
Todorov, Viktor
16
Lo, Andrew W.
15
Rosenberg, Joshua V.
15
Ammann, Manuel
14
Bollerslev, Tim
14
Maurer, Raimond
14
Memmel, Christoph
14
Fabozzi, Frank J.
13
Guidolin, Massimo
13
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13
Prokopczuk, Marcel
13
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13
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13
Kraft, Holger
12
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11
Hoesli, Martin
11
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11
Wei, Yu
11
Xuan Vinh Vo
11
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11
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10
Barnett, William A.
10
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10
Korn, Olaf
10
Mensi, Walid
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10
Nielsen, Morten Ørregaard
10
Grobys, Klaus
9
Jacobs, Kris
9
Kelly, Bryan T.
9
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9
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9
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National Bureau of Economic Research
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Chambre de commerce et d'industrie de Paris
3
Ekonomiska forskningsinstitutet <Stockholm>
3
Eric Cuvillier <Firma>
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Federal Reserve Bank of St. Louis
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International Center for Financial Asset Management and Engineering
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Verlag Dr. Kovač
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2
Federal Reserve Bank of Cleveland
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Federal Reserve System / Division of Research and Statistics
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2
Shaker Verlag
2
University of Toronto / Department of Economics
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Zentrum für Europäische Wirtschaftsforschung
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École des Hautes Études Commerciales <Lausanne>
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1
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Columbia University / Graduate School of Business
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ESCP-EAP European School of Management
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Fuller & Thaler Asset Management, Inc. <San Mateo, Calif.>
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1
Sosialøkonomisk Institutt
1
Springer Fachmedien Wiesbaden
1
Studiecentrum voor Economisch en Sociaal Onderzoek / Vakgroep Publieke Economie
1
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Journal of banking & finance
93
The journal of futures markets
82
Finance research letters
73
Energy economics
66
International review of economics & finance : IREF
61
International review of financial analysis
60
Applied economics
59
Journal of empirical finance
59
Journal of financial economics
57
Working paper / National Bureau of Economic Research, Inc.
47
NBER working paper series
44
The North American journal of economics and finance : a journal of financial economics studies
40
Economic modelling
37
Applied financial economics
36
Applied economics letters
35
Research in international business and finance
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Journal of econometrics
33
The journal of finance : the journal of the American Finance Association
33
Pacific-Basin finance journal
31
Working paper
31
NBER Working Paper
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The European journal of finance
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Journal of international financial markets, institutions & money
28
Journal of international money and finance
28
Research paper series / Swiss Finance Institute
28
Discussion paper / Centre for Economic Policy Research
27
Review of quantitative finance and accounting
26
Journal of risk and financial management : JRFM
25
Quantitative finance
25
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
24
Financial markets and portfolio management
23
Journal of financial and quantitative analysis : JFQA
23
International journal of finance & economics : IJFE
21
Journal of economic dynamics & control
20
Journal of risk
20
The journal of asset management
20
The journal of derivatives : the official publication of the International Association of Financial Engineers
20
Economics letters
19
Management science : journal of the Institute for Operations Research and the Management Sciences
19
Discussion paper / Tinbergen Institute
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ECONIS (ZBW)
4,680
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1
Seasonal Stochastic Volatility : implications for the pricing of commodity options
Arismendi Zambrano, Juan Carlos
;
Back, Janis
; …
- In:
Journal of banking & finance
66
(
2016
),
pp. 53-65
Persistent link: https://www.econbiz.de/10011634553
Saved in:
2
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:
3
Factor based commodity investing
Sakkas, Athanasios
;
Tessaromatis, Nikolaos P.
- In:
Journal of banking & finance
115
(
2020
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012489156
Saved in:
4
Extreme time-frequency connectedness across U.S. sector stock and commodity futures markets
Bhattacherjee, Purba
;
Mishra, Sibanjan
;
Kang, Sang Hoon
- In:
International review of economics & finance : IREF
93
(
2024
)
2
,
pp. 1176-1197
Persistent link: https://www.econbiz.de/10014535697
Saved in:
5
Commodity correlation risk
Byrne, Joseph P.
;
Sakemoto, Ryuta
-
2022
Persistent link: https://www.econbiz.de/10013478831
Saved in:
6
The commodities/equities beta term-structure
Oglend, Atle
- In:
Journal of commodity markets
28
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014335245
Saved in:
7
Commodity momentum decomposition
Iwanaga, Yasuhiro
;
Sakemoto, Ryuta
- In:
The journal of futures markets
43
(
2023
)
2
,
pp. 198-216
Persistent link: https://www.econbiz.de/10014292998
Saved in:
8
Commodity spot prices : an explanatory assessment of market structure and forward-trading effects
Slade, Margaret Emily
;
Thille, Henry
- In:
Economica
73
(
2006
),
pp. 229-256
Persistent link: https://www.econbiz.de/10003318095
Saved in:
9
Testing for weak-form efficiency of crude palm oil spot and future markets : new evidence from a GARCH unit root test with multiple structural breaks
Hooi Hooi Lean
;
Smyth, Russell
- In:
Applied economics
47
(
2015
)
16/18
,
pp. 1710-1721
Persistent link: https://www.econbiz.de/10010511983
Saved in:
10
Impact of macro economic factors on commodity futures price with reference to agricultural commodities in Indian and US markets
Raghu Kumari P. S.
- In:
International journal of applied business and economic …
13
(
2015
)
1
,
pp. 331-346
Persistent link: https://www.econbiz.de/10011376388
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