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~isPartOf:"IMF Working Papers"
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Search: subject_exact:"Commodity futures"
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Commodity derivative
84
Rohstoffderivat
84
commodity futures
24
Estimation
21
Schätzung
21
Commodity exchange
20
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20
Hedging
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Prokopczuk, Marcel
7
Miffre, Joëlle
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Roache, Shaun K.
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Bianchi, Robert
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Fan, John Hua
3
Fernandez-Perez, Adrian
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Jeanne, Olivier
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Lu, Yinqiu
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Marshall, Ben R.
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Mendoza, Enrique G.
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Neftci, Salih N.
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Nikitopoulos, Christina Sklibosios
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Rallis, Georgios
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Ronn, Ehud I.
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Rudolf, Markus
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Tang, Ke
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217
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78
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68
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53
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The handbook of commodity investing
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Diskussionspapier / Lehrstuhl für Wirtschaftsethik, Martin-Luther-Universität Halle-Wittenberg
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The North American journal of economics and finance : a journal of financial economics studies
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The journal of alternative investments
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European review of agricultural economics : ERAE
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Applied economic perspectives and policy
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Finance India : the quarterly journal of Indian Institute of Finance
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ECONIS (ZBW)
84
RePEc
23
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1
Option returns, risk premiums, and demand pressure in energy markets
Jacobs, Kris
;
Li, Bingxin
- In:
Journal of banking & finance
146
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014248220
Saved in:
2
Exploiting the dynamics of commodity futures curves
Bianchi, Robert
;
Fan, John Hua
;
Miffre, Joëlle
;
Zhang, …
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014491689
Saved in:
3
Cross-asset time-series momentum : crude oil volatility and global stock markets
Fernandez-Perez, Adrian
;
Indriawan, Ivan
;
Tse, Yiuman
; …
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014492117
Saved in:
4
Supply, demand, and risk premiums in electricity markets
Jacobs, Kris
;
Li, Yu
;
Pirrong, Craig
- In:
Journal of banking & finance
135
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013401940
Saved in:
5
Measuring commodity market quality
Lauter, Tobias
;
Prokopczuk, Marcel
- In:
Journal of banking & finance
145
(
2022
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013538965
Saved in:
6
Investable commodity premia in China
Bianchi, Robert
;
Fan, John Hua
;
Zhang, Tingxi
- In:
Journal of banking & finance
127
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012820586
Saved in:
7
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
Saved in:
8
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:
9
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
Saved in:
10
Fear of hazards in commodity futures markets
Fernandez-Perez, Adrian
;
Fuertes, Ana María
; …
- In:
Journal of banking & finance
119
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012521191
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