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Commodity derivative
42
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Miffre, Joëlle
108
Bianchi, Robert J.
38
Drew, Michael E.
34
Fan, John Hua
33
Brooks, Chris
32
Fernandez-Perez, Adrian
31
Bianchi, Robert
20
Fuertes, Ana-Maria
20
Li, Xiafei
18
Fuertes, Ana María
11
Rallis, Georgios
10
Roca, Eduardo
9
Zhang, Tingxi
9
Fan, Hua
8
Walk, Adam N.
8
Basu, Devraj
7
Bianchi, R.
6
Faff, Robert W.
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Low, Rand Kwong Yew
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Rad, Hossein
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Zaremba, Adam
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Akimov, Alexandr
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Bianchi, Robert Richard
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Gao, Wei
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Hua, Fan
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Todorova, Neda
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Han, Bing
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Nneji, Ogonna
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Scott, Ayesha
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Shan, Siqing
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Tan, Wooi-Hou
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Department of Accounting, Finance and Economics, Griffith Business School
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ECONIS (ZBW)
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RePEc
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61
Is idiosyncratic volatility priced in commodity futures markets?
Fernandez-Perez, Adrian
;
Fuertes, Ana María
;
Miffre, …
- In:
International review of financial analysis
46
(
2016
),
pp. 219-226
Persistent link: https://www.econbiz.de/10011581812
Saved in:
62
The skewness of commodity futures returns
Fernandez-Perez, Adrian
;
Frijns, Bart
;
Fuertes, Ana María
- In:
Journal of banking & finance
86
(
2018
),
pp. 127-142
Persistent link: https://www.econbiz.de/10011962440
Saved in:
63
A comprehensive appraisal of style-integration methods
Fernandez-Perez, Adrian
;
Fuertes, Ana María
;
Miffre, …
- In:
Journal of banking & finance
105
(
2019
),
pp. 134-150
Persistent link: https://www.econbiz.de/10012163830
Saved in:
64
Fear of hazards in commodity futures markets
Fernandez-Perez, Adrian
;
Fuertes, Ana María
; …
- In:
Journal of banking & finance
119
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012521191
Saved in:
65
Does sophistication of the weighting scheme enhance the performance of long-short commodity portfolios?
Rad, Hossein
;
Low, Rand Kwong Yew
;
Miffre, Joëlle
; …
- In:
Journal of empirical finance
58
(
2020
),
pp. 164-180
Persistent link: https://www.econbiz.de/10012430671
Saved in:
66
Commodity markets, long-run predictability, and intertemporal pricing
Fernandez-Perez, Adrian
;
Fuertes, Ana María
;
Miffre, …
- In:
Review of finance : journal of the European Finance …
21
(
2017
)
3
,
pp. 1159-1188
Persistent link: https://www.econbiz.de/10011803799
Saved in:
67
Commodity risk factors and the cross-section of equity returns
Brooks, Chris
;
Fernandez-Perez, Adrian
;
Miffre, Joëlle
; …
-
2014
Persistent link: https://www.econbiz.de/10010440251
Saved in:
68
The negative pricing of the May 2020 WTI Contract
Fernandez-Perez, Adrian
;
Fuertes, Ana María
;
Miffre, …
- In:
The energy journal
44
(
2023
)
1
,
pp. 119-142
Persistent link: https://www.econbiz.de/10013542016
Saved in:
69
The strategic allocation to style-integrated portfolios of commodity futures
Rad, Hossein
;
Low, Rand Kwong Yew
;
Miffre, Joëlle
; …
- In:
Journal of commodity markets
28
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014335265
Saved in:
70
The commodity risk premium and neural networks
Rad, Hossein
;
Low, Rand Kwong Yew
;
Miffre, Joëlle
; …
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014477111
Saved in:
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