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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
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Exploiting the dynamics of commodity futures curves
Bianchi, Robert; Fan, John Hua; Miffre, Joëlle; Zhang, … - In: Journal of banking & finance 154 (2023), pp. 1-15
Persistent link: https://www.econbiz.de/10014491689
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Investable commodity premia in China
Bianchi, Robert; Fan, John Hua; Zhang, Tingxi - In: Journal of banking & finance 127 (2021), pp. 1-21
Persistent link: https://www.econbiz.de/10012820586
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The predictive performance of commodity futures risk factors
Ahmed, Shamim; Tsvetanov, Daniel - In: Journal of banking & finance 71 (2016), pp. 20-36
Persistent link: https://www.econbiz.de/10011635309