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~isPartOf:"Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association"
~isPartOf:"Journal of banking & finance"
~subject:"Forecasting model"
~subject:"Rohstoffderivat"
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Forecasting model
Rohstoffderivat
Commodity derivative
76
USA
22
United States
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Commodity exchange
20
Warenbörse
20
Volatility
16
Volatilität
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Prokopczuk, Marcel
7
Miffre, Joëlle
5
Bianchi, Robert
4
García, Philip
4
Fan, John Hua
3
Fernandez-Perez, Adrian
3
Fuertes, Ana María
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Irwin, Scott H.
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Karali, Berna
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Kastens, Terry L.
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Paschke, Raphael
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Anderson, Kim B.
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Back, Janis
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Brorsen, B. Wade
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Dahlgran, Roger A.
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Dhuyvetter, Kevin C.
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Jacobs, Kris
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Marshall, Ben R.
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Nikitopoulos, Christina Sklibosios
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Rallis, Georgios
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Ronn, Ehud I.
2
Rudolf, Markus
2
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Shah, Samarth
2
Skiadopoulos, George
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Tang, Ke
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Thurman, Walter N.
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Wese Simen, Chardin
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1
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1
Benth, Fred Espen
1
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1
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Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
Journal of banking & finance
Energy economics
270
The journal of futures markets
207
International review of financial analysis
62
Finance research letters
60
Economic modelling
52
Applied economics
46
International review of economics & finance : IREF
46
The energy journal
44
Journal of commodity markets
43
American journal of agricultural economics
41
Applied economics letters
39
International Journal of Energy Economics and Policy : IJEEP
38
Working paper
37
Research in international business and finance
29
The handbook of commodity investing
29
Diskussionspapier / Lehrstuhl für Wirtschaftsethik, Martin-Luther-Universität Halle-Wittenberg
28
Applied financial economics
27
Working paper / National Bureau of Economic Research, Inc.
22
Journal of international money and finance
20
NBER working paper series
20
Journal of agricultural and applied economics
18
The North American journal of economics and finance : a journal of financial economics studies
18
NBER Working Paper
17
The journal of alternative investments
17
Agricultural finance review
15
Econometric Institute research papers
15
Journal of empirical finance
15
Quantitative finance
15
Agricultural economics : the journal of the International Association of Agricultural Economists
14
European review of agricultural economics : ERAE
14
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
13
The European journal of finance
13
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
13
The review of financial studies
13
Finance India : the quarterly journal of Indian Institute of Finance
12
Journal of international financial markets, institutions & money
12
Journal of risk and financial management : JRFM
12
Pacific-Basin finance journal
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ECONIS (ZBW)
76
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1
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:
2
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:
3
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:
4
Costs of futures hedging in corn and soybean markets
Shi, Ruoding
;
Isengildina Massa, Olga
- In:
Journal of agricultural and resource economics : JARE ; …
47
(
2022
)
2
,
pp. 390-409
Persistent link: https://www.econbiz.de/10013285540
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
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:
7
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:
8
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:
9
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:
10
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
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