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Risk premium
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Bekaert, Geert
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Ludvigson, Sydney C.
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Prokopczuk, Marcel
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ECONIS (ZBW)
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1
Sharpe-optimal volatility futures carry
Uhl, Björn
- In:
The journal of asset management : a major new, …
25
(
2024
)
3
,
pp. 288-302
Persistent link: https://www.econbiz.de/10014583405
Saved in:
2
Market efficiency in Indian soybean futures markets
Ranganathan, Thiagu
;
Ananthakumar, Usha
- In:
International journal of emerging markets
9
(
2014
)
4
,
pp. 520-534
Persistent link: https://www.econbiz.de/10011336732
Saved in:
3
The first commodity futures index of 1933
Bhardwaj, Geetesh
;
Janardanan, Rajkumar
;
Rouwenhorst, …
- In:
Journal of commodity markets
23
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012879018
Saved in:
4
Commodity index risk premium
Cortazar, Gonzalo
;
Ortega, Hector
;
Rojas, Maximiliano
; …
- In:
Journal of commodity markets
22
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012807724
Saved in:
5
Market efficiency and information content of Indian commodity futures markets
Pandey, Vikas
;
Vipul
- In:
International journal of Indian culture and business …
14
(
2017
)
3
,
pp. 274-293
Persistent link: https://www.econbiz.de/10011715049
Saved in:
6
Market efficiency and risk premium in the Turkish wholesale electricity market
Yilmaz, Mustafa Kemal
;
Kucukcolak, Necla I.
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
8
(
2018
)
5
,
pp. 76-88
Persistent link: https://www.econbiz.de/10011951748
Saved in:
7
Forecasting high-yield equity and CDS index returns : does observed cross-market informational flow have predictive power?
Procasky, William J.
;
Yin, Anwen
- In:
The journal of futures markets
42
(
2022
)
8
,
pp. 1466-1490
Persistent link: https://www.econbiz.de/10013287989
Saved in:
8
A joint affine model of commodity futures and US Treasury yields
Chin, Michael
;
Liu, Zhuoshi
-
2015
Persistent link: https://www.econbiz.de/10010497510
Saved in:
9
Pricing of non-ferrous metals futures on the London metal exchange
Watkins, Clinton
;
McAleer, Michael
- In:
Applied financial economics
16
(
2006
)
12
,
pp. 853-880
Persistent link: https://www.econbiz.de/10003377835
Saved in:
10
Testing commodity futures market efficiency under time-varying risk premiums and heteroscedastic prices
Kuruppuarachchi, Duminda
;
Lin, Hai
;
Premachandra, I. M.
- In:
Economic modelling
77
(
2019
),
pp. 92-112
Persistent link: https://www.econbiz.de/10012198434
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