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~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~subject:"Commodity price"
~subject:"Share price"
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Commodity derivative
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Discussion paper / Centre for Economic Policy Research
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Stocks of staple commodities
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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1
Risk premia and seasonality in commodity futures
Hevia, Constantino
;
Petrella, Ivan
;
Sola, Martin
-
2016
Persistent link: https://www.econbiz.de/10011482266
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2
A model of financialization of commodities
Başak, Suleyman
;
Pavlova, Anna
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2015
Persistent link: https://www.econbiz.de/10011299571
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3
A general approach to recovering market expectations from futures prices with an application to crude oil
Baumeister, Christiane
;
Kilian, Lutz
-
2014
Persistent link: https://www.econbiz.de/10010416758
Saved in:
4
Commodity and equity markets : some stylized facts from a copula approach
Delatte, Anne-Laure
;
Lopez, Claude
-
2013
Persistent link: https://www.econbiz.de/10009784712
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