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subject:"Zeitreihenanalyse"
~isPartOf:"Journal of banking & finance"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~subject:"Theory"
~subject:"United States"
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Search: subject_exact:"Rohstoffpreis"
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Zeitreihenanalyse
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United States
Commodity price
22
Rohstoffpreis
22
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15
Rohstoffderivat
15
Commodity market
9
Rohstoffmarkt
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Balvers, Ronald J.
1
Başak, Suleyman
1
Bork, Lasse
1
Casassus, Jaime
1
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1
Han, Yufeng
1
Hong, Gwangheon
1
Hu, Ting
1
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1
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Roncoroni, Andrea
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Ronn, Ehud I.
1
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Rovira Kaltwasser, Pablo
1
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1
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1
Seppi, Duane J.
1
Sercu, Piet
1
Sockin, Michael
1
Spatt, Chester S.
1
Wang, Qiao
1
Xiong, Wei
1
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Journal of banking & finance
The journal of finance : the journal of the American Finance Association
Energy economics
27
Journal of international money and finance
15
Working paper / National Bureau of Economic Research, Inc.
14
American journal of agricultural economics
11
IMF working papers
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International review of economics & finance : IREF
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Journal of the Royal Statistical Society
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European review of agricultural economics : ERAE
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Journal of commodity markets
6
Policy, research and external affairs working papers : WPS
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The journal of futures markets
6
Discussion paper / Centre for Economic Policy Research
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
IMF working paper
5
Journal of economic dynamics & control
5
Journal of empirical finance
5
Journal of policy modeling : JPMOD ; a social science forum of world issues
5
CAMA working paper series
4
Economics letters
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Journal of environmental economics and management : JEEM ; the official journal of the Association of Environmental and Resource Economists
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1
Aggregation bias in tests of the commodity currency hypothesis
Bork, Lasse
;
Rovira Kaltwasser, Pablo
;
Sercu, Piet
- In:
Journal of banking & finance
135
(
2022
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013401953
Saved in:
2
Determinants and predictability of commodity producer returns
Wang, Qiao
;
Balvers, Ronald J.
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013256637
Saved in:
3
Special issue: commodity and energy markets
Roncoroni, Andrea
(
ed.
);
Ronn, Ehud I.
(
ed.
); …
-
2018
Persistent link: https://www.econbiz.de/10011966682
Saved in:
4
A model of financialization of commodities
Başak, Suleyman
;
Pavlova, Anna
- In:
The journal of finance : the journal of the American …
71
(
2016
)
4
,
pp. 1511-1555
Persistent link: https://www.econbiz.de/10011588922
Saved in:
5
Are there exploitable trends in commodity futures prices?
Han, Yufeng
;
Hu, Ting
;
Yang, Jian
- In:
Journal of banking & finance
70
(
2016
),
pp. 214-234
Persistent link: https://www.econbiz.de/10011635208
Saved in:
6
Informational frictions and commodity markets
Sockin, Michael
;
Xiong, Wei
- In:
The journal of finance : the journal of the American …
70
(
2015
)
5
,
pp. 2063-2098
Persistent link: https://www.econbiz.de/10011408712
Saved in:
7
Commodity betas with mean reverting output prices
Hong, Gwangheon
;
Sarkar, Sudipto
- In:
Journal of banking & finance
32
(
2008
)
7
,
pp. 1286-1296
Persistent link: https://www.econbiz.de/10003749204
Saved in:
8
Stochastic convenience yield implied from commodity futures and interest rates
Casassus, Jaime
;
Collin-Dufresne, Pierre
- In:
The journal of finance : the journal of the American …
60
(
2005
)
5
,
pp. 2283-2332
Persistent link: https://www.econbiz.de/10003159354
Saved in:
9
Equilibrium forward curves for commodities
Routledge, Bryan R.
;
Seppi, Duane J.
;
Spatt, Chester S.
- In:
The journal of finance : the journal of the American …
55
(
2000
)
3
,
pp. 1297-1338
Persistent link: https://www.econbiz.de/10001497602
Saved in:
10
The stochastic behavior of commodity prices : implications for valuation and hedging
Schwartz, Eduardo S.
- In:
The journal of finance : the journal of the American …
52
(
1997
)
3
,
pp. 923-973
Persistent link: https://www.econbiz.de/10001225632
Saved in:
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