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~subject:"Kapitaleinkommen"
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Kapitaleinkommen
Rohstoffderivat
4,386
Commodity derivative
4,364
Warenbörse
3,073
Commodity exchange
2,711
Volatilität
1,476
Volatility
1,473
Theorie
1,318
Theory
1,304
Welt
1,174
World
1,165
Derivat
1,130
Derivative
1,128
USA
1,084
United States
1,077
Ölpreis
887
Oil price
885
Schätzung
839
Estimation
830
Rohstoffmarkt
807
Hedging
789
Commodity market
764
Capital income
748
Rohstoffpreis
696
Commodity price
691
Börsenkurs
688
Share price
682
Portfolio-Management
601
Portfolio selection
597
Erdöl
551
Petroleum
549
Prognoseverfahren
518
Forecasting model
516
Momentum
503
ARCH-Modell
489
ARCH model
487
Ölmarkt
453
Oil market
451
trends
447
Anlageverhalten
421
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Undetermined
369
Free
203
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Article
561
Book / Working Paper
191
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Article in journal
542
Aufsatz in Zeitschrift
542
Graue Literatur
96
Non-commercial literature
96
Working Paper
93
Arbeitspapier
89
Aufsatz im Buch
13
Book section
13
Hochschulschrift
11
Collection of articles written by one author
4
Sammlung
4
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3
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2
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2
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1
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English
750
German
2
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Zaremba, Adam
19
McAleer, Michael
18
Chang, Chia-Lin
13
Rouwenhorst, K. Geert
11
Grobys, Klaus
8
Chevallier, Julien
7
Gorton, Gary
7
Roengchai Tansuchat
7
Ma, Feng
6
Prokopczuk, Marcel
6
Wang, Yudong
6
Xu, Yahua
6
Zhou, Guofu
6
Bhardwaj, Geetesh
5
Caporale, Guglielmo Maria
5
Chai, Daniel
5
Cotter, John
5
Eyiah-Donkor, Emmanuel
5
Gorton, Gary B.
5
Hamilton, James D.
5
Irwin, Scott H.
5
Li, Kai
5
Lopez, Claude
5
Potì, Valerio
5
Tansuchat, Roengchai
5
Till, Hilary
5
Wese Simen, Chardin
5
Wu, Jing Cynthia
5
Zimmermann, Heinz
5
Bohl, Martin T.
4
Bouri, Elie
4
Fan, John Hua
4
Galvani, Valentina
4
Gupta, Rangan
4
Han, Yufeng
4
Hanauer, Matthias
4
Hong, Seok Young
4
Li, Bob
4
Li, Lifang
4
Linton, Oliver
4
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National Bureau of Economic Research
5
Universität Mannheim
1
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Journal of banking & finance
26
Finance research letters
23
International review of financial analysis
22
Energy economics
20
The journal of futures markets
19
Pacific-Basin finance journal
18
Journal of financial economics
17
Journal of empirical finance
14
Economic modelling
13
The North American journal of economics and finance : a journal of financial economics studies
11
Journal of commodity markets
10
Journal of international financial markets, institutions & money
10
Applied economics
9
Applied economics letters
9
Journal of financial markets
9
Research in international business and finance
9
Review of quantitative finance and accounting
8
The European journal of finance
8
Economics letters
7
International review of economics & finance : IREF
7
Working paper
7
Emerging markets review
6
Financial markets and portfolio management
6
Journal of investment management : JOIM
6
The handbook of commodity investing
6
The journal of asset management
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
5
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
5
Journal of economic dynamics & control
5
NBER working paper series
5
Studies in economics and finance
5
Discussion paper / Tinbergen Institute
4
Econometric Institute research papers
4
International journal of economics and finance
4
Investment management and financial innovations
4
Journal of forecasting
4
Journal of international money and finance
4
Journal of risk and financial management : JRFM
4
Management science : journal of the Institute for Operations Research and the Management Sciences
4
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ECONIS (ZBW)
748
EconStor
4
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1
A trend factor in commodity futures markets : any economic gains from using information over investment horizons?
Han, Yufeng
;
Kong, Lingfei
- In:
The journal of futures markets
42
(
2022
)
5
,
pp. 803-822
Persistent link: https://www.econbiz.de/10013187602
Saved in:
2
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:
3
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:
4
Combining
momentum
with reversal in commodity futures
Bianchi, Robert
;
Drew, Michael E.
;
Fan, John Hua
- In:
Journal of banking & finance
59
(
2015
),
pp. 423-444
Persistent link: https://www.econbiz.de/10011544644
Saved in:
5
Weekly
momentum
in the commodity futures market
Kwon, Kyungyoon
;
Kang, Jangkoo
;
Yun, Jaesun
- In:
Finance research letters
35
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012438709
Saved in:
6
Time-series and cross-sectional
momentum
and contrarian strategies within the commodity futures markets
Rosales, Enrique Benavides
- In:
Cogent economics & finance
5
(
2017
)
1
,
pp. 1-32
The aim within this paper is to analyze the difference between
momentum
and contrarian portfolios constructed under the …
Persistent link: https://www.econbiz.de/10011881559
Saved in:
7
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:
8
Memory-enhanced
momentum
in commodity futures markets
Mehlitz, Julia S.
;
Auer, Benjamin R.
- In:
The European journal of finance
30
(
2024
)
8
,
pp. 773-802
Persistent link: https://www.econbiz.de/10014547998
Saved in:
9
Commodity
momentum
: a tale of countries and sectors
Fan, John Hua
;
Qiao, Xiao
- In:
Journal of commodity markets
29
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014277613
Saved in:
10
The geopolitical risk premium in the commodity futures market
Cheng, Daxuan
;
Liao, Yin
;
Pan, Zheyao
- In:
The journal of futures markets
43
(
2023
)
8
,
pp. 1069-1090
Persistent link: https://www.econbiz.de/10014339374
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