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person:"Sercu, Piet"
~accessRights:"restricted"
~person:"Rouwenhorst, K. Geert"
~person:"Schwartz, Eduardo S."
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Search: subject_exact:"Rohstoff-Futures"
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Commodity derivative
7
Rohstoffderivat
7
Futures
4
Risikoprämie
4
Risk premium
4
Commodity market
3
Commodity price
3
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Rohstoffmarkt
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CAPM
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1959-2014
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Capital income
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Commodity index
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Sercu, Piet
Rouwenhorst, K. Geert
Schwartz, Eduardo S.
Ma, Feng
27
Irwin, Scott H.
14
Ji, Qiang
14
Kang, Sang Hoon
14
Bouri, Elie
13
Todorova, Neda
12
Wei, Yu
12
Prokopczuk, Marcel
11
Uddin, Mohammed Gazi Salah
10
Zhang, Yaojie
10
Miffre, Joëlle
9
Fernandez-Perez, Adrian
8
Gong, Xu
8
Luo, Jiawen
8
Sanders, Dwight R.
8
Xiong, Wei
8
Bohl, Martin T.
7
Chevallier, Julien
7
Fan, John Hua
7
Fuertes, Ana María
7
García, Philip
7
Gupta, Rangan
7
Han, Liyan
7
Liang, Chao
7
Lu, Xinjie
7
Tiwari, Aviral Kumar
7
Wang, Yudong
7
Xiong, Tao
7
Zaremba, Adam
7
Zhang, Yue-jun
7
Benth, Fred Espen
6
Cortazar, Gonzalo
6
Etienne, Xiaoli Liao
6
Liu, Jing
6
Liu, Zhenya
6
Mensi, Walid
6
Mikutowski, Mateusz
6
Naeem, Muhammad Abubakr
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Journal of commodity markets
2
Energy economics
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
The energy journal
1
The journal of futures markets
1
Working paper / National Bureau of Economic Research, Inc.
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ECONIS (ZBW)
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1
Time-varying term structure of oil risk premia
Cortazar, Gonzalo
;
Liedtke, Philip
;
Ortega, Hector
; …
- In:
The energy journal
43
(
2022
)
5
,
pp. 71-91
Persistent link: https://www.econbiz.de/10013412820
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2
Volatility spillovers : a sparse multivariate GARCH approach with an application to commodity markets
Dhaene, Geert
;
Sercu, Piet
;
Wu, Jianbin
- In:
The journal of futures markets
42
(
2022
)
5
,
pp. 868-887
Persistent link: https://www.econbiz.de/10013187611
Saved in:
3
Commodity index risk premium
Cortazar, Gonzalo
;
Ortega, Hector
;
Rojas, Maximiliano
; …
- In:
Journal of commodity markets
22
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012807724
Saved in:
4
The first commodity futures index of 1933
Bhardwaj, Geetesh
;
Janardanan, Rajkumar
;
Rouwenhorst, …
- In:
Journal of commodity markets
23
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012879018
Saved in:
5
Commodity price forecasts, futures prices, and pricing models
Cortazar, Gonzalo
;
Millard, Cristobal
;
Ortega, Hector
; …
- In:
Management science : journal of the Institute for …
65
(
2019
)
9
,
pp. 4141-4155
Persistent link: https://www.econbiz.de/10012118549
Saved in:
6
Expected commodity returns and pricing models
Cortazar, Gonzalo
;
Kovacevic, Ivo
;
Schwartz, Eduardo S.
- In:
Energy economics
49
(
2015
),
pp. 60-71
Persistent link: https://www.econbiz.de/10011536656
Saved in:
7
Facts and fantasies about commodity futures ten years later
Bhardwaj, Geetesh
;
Gorton, Gary
;
Rouwenhorst, K. Geert
-
2015
Persistent link: https://www.econbiz.de/10011297603
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