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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
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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
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Long-run reversal in commodity returns : insights from seven centuries of evidence
Zaremba, Adam; Bianchi, Robert; Mikutowski, Mateusz - In: Journal of banking & finance 133 (2021), pp. 1-25
Persistent link: https://www.econbiz.de/10013256444
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Does global liquidity drive commodity prices?
Beckmann, Joscha; Belke, Ansgar; Czudaj, Robert - In: Journal of banking & finance 48 (2014), pp. 224-234
Persistent link: https://www.econbiz.de/10010508140
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Curve momentum
Paschke, Raphael; Prokopczuk, Marcel; Wese Simen, Chardin - In: Journal of banking & finance 113 (2020), pp. 1-17
Persistent link: https://www.econbiz.de/10012226133
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Do oil futures prices predict stock returns?
Chiang, I-Hsuan Ethan; Hughen, W. Keener - In: Journal of banking & finance 79 (2017), pp. 129-141
Persistent link: https://www.econbiz.de/10011815141
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Variance risk in commodity markets
Prokopczuk, Marcel; Symeonidis, Lazaros; Wese Simen, Chardin - In: Journal of banking & finance 81 (2017), pp. 136-149
Persistent link: https://www.econbiz.de/10011816431
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Determinants of the crude oil futures curve : inventory, consumption and volatility
Nikitopoulos, Christina Sklibosios; Squires, Matthew; … - In: Journal of banking & finance 84 (2017), pp. 53-67
Persistent link: https://www.econbiz.de/10011816836
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A space-time random field model for electricity forward prices
Benth, Fred Espen; Paraschiv, Florentina - In: Journal of banking & finance 95 (2018), pp. 203-216
Persistent link: https://www.econbiz.de/10011966749
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A Markov regime switching approach for hedging energy commodities
Alizadeh-Masoodian, Amir H.; Nomikos, Nikos K.; … - In: Journal of banking & finance 32 (2008) 9, pp. 1970-1983
Persistent link: https://www.econbiz.de/10003775048