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Alternative Beta Strategies in Commodities
Ung, Daniel, (2013)
Energy commodity uncertainties and the systematic risk of US industries
Naeem, Muhammad Abubakr, (2020)
Using Equity, Index and Commodity Options to Obtain Forward-Looking Measures of Equity and Commodity Betas, and Idiosyncratic Variance
Ronn, Ehud I., (2020)
Commodity value-at-risk modeling : comparing riskmetrics, historic simulation and quantile regression
Steen, Marie, (2015)
Hedging grain price risk : keep it simple! econometric evidence from the grain markets, 1982-2024
Steen, Marie, (2025)
Measuring price-quantity relationships in the Dutch flower market
Steen, Marie, (2014)