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Economic linkages across commodity futures : hedging and trading implications
Chng, Michael T. - In: Journal of banking & finance 33 (2009) 5, pp. 958-970
Persistent link: https://www.econbiz.de/10003836460
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Tactical allocation in commodity futures markets : combining momentum and term structure signals
Fuertes, Ana María; Miffre, Joëlle; Rallis, Georgios - In: Journal of banking & finance 34 (2010) 10, pp. 2530-2548
Persistent link: https://www.econbiz.de/10008858295
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Information transmission in informationally linked markets : evidence from US and Chinese commodity futures markets
Liu, Qingfu; An, Yunbi - In: Journal of international money and finance 30 (2011) 5, pp. 778-795
Persistent link: https://www.econbiz.de/10009268772
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Seasonality and the valuation of commodity options
Back, Janis; Prokopczuk, Marcel; Rudolf, Markus - In: Journal of banking & finance 37 (2013) 2, pp. 273-290
Persistent link: https://www.econbiz.de/10009705701
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Capturing the risk premium of commodity futures : the role of hedging pressure
Basu, Devraj; Miffre, Joëlle - In: Journal of banking & finance 37 (2013) 7, pp. 2652-2664
Persistent link: https://www.econbiz.de/10009760567
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Commodity and equity markets : some stylized facts from a copula approach
Delatte, Anne-Laure; Lopez, Claude - In: Journal of banking & finance 37 (2013) 12, pp. 5346-5356
Persistent link: https://www.econbiz.de/10010343717
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Are there common factors in individual commodity futures returns?
Daskalaki, Charoula; Kostakis, Alexandros; … - In: Journal of banking & finance 40 (2014), pp. 346-363
Persistent link: https://www.econbiz.de/10010402662
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The response of U.S. natural gas futures and spot prices to storage change surprises : fundamental information and the effect of escalating physical gas production
Song Zan Chiou Wei; Linn, Scott C.; Zhu, Zhen - In: Journal of international money and finance 42 (2014), pp. 156-173
Persistent link: https://www.econbiz.de/10010371814
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Bubbles in food commodity markets : four decades of evidence
Etienne, Xiaoli L.; Irwin, Scott H.; García, Philip - In: Journal of international money and finance 42 (2014), pp. 129-155
Persistent link: https://www.econbiz.de/10010371822
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Quantifying the speculative component in the real price of oil : the role of global oil inventories
Kilian, Lutz; Lee, Thomas - In: Journal of international money and finance 42 (2014), pp. 71-87
Persistent link: https://www.econbiz.de/10010371836