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~isPartOf:"Journal of banking & finance"
~subject:"Hedging"
~subject:"Rohstoffderivat"
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Search: ("Konjunktur" OR "Rohstoff" OR "Rohstoffpreis") AND NOT isPartOf:Wirtschaftsdienst
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Hedging
Rohstoffderivat
Konjunktur
79
Business cycle
76
Theorie
72
Theory
72
Commodity derivative
53
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39
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Prokopczuk, Marcel
7
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Ronn, Ehud I.
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Journal of banking & finance
The journal of futures markets
507
Energy economics
358
Finance research letters
157
International review of financial analysis
127
International journal of theoretical and applied finance
125
International review of economics & finance : IREF
107
Economic modelling
96
Applied economics
92
NBER working paper series
83
Finance and stochastics
75
Working paper / National Bureau of Economic Research, Inc.
74
American journal of agricultural economics
72
Insurance / Mathematics & economics
68
Mathematical finance : an international journal of mathematics, statistics and financial theory
68
The North American journal of economics and finance : a journal of financial economics studies
66
Journal of financial economics
64
Research in international business and finance
64
The review of financial studies
64
Applied economics letters
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Working paper
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NBER Working Paper
58
Applied financial economics
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Applied mathematical finance
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Journal of multinational financial management
54
The European journal of finance
54
The journal of finance : the journal of the American Finance Association
54
Quantitative finance
53
European journal of operational research : EJOR
51
The journal of derivatives : the official publication of the International Association of Financial Engineers
51
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
51
Journal of commodity markets
50
Journal of financial and quantitative analysis : JFQA
50
Journal of international money and finance
50
The energy journal
49
Journal of economic dynamics & control
48
Journal of international financial markets, institutions & money
48
International Journal of Energy Economics and Policy : IJEEP
45
Research paper series / Swiss Finance Institute
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Risks : open access journal
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ECONIS (ZBW)
155
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1
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:
2
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:
3
Factor based commodity investing
Sakkas, Athanasios
;
Tessaromatis, Nikolaos P.
- In:
Journal of banking & finance
115
(
2020
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012489156
Saved in:
4
The skewness of commodity futures returns
Fernandez-Perez, Adrian
;
Frijns, Bart
;
Fuertes, Ana María
- In:
Journal of banking & finance
86
(
2018
),
pp. 127-142
Persistent link: https://www.econbiz.de/10011962440
Saved in:
5
Equilibrium commodity prices with irreversible investment and non-linear technologies
Casassus, Jaime
;
Collin-Dufresne, Pierre
;
Routledge, …
- In:
Journal of banking & finance
95
(
2018
),
pp. 128-147
Persistent link: https://www.econbiz.de/10011966725
Saved in:
6
A two-factor cointegrated commodity price model with an application to spread option pricing
Farkas, Walter
;
Gourier, Elise
;
Huitema, Robert
; …
- In:
Journal of banking & finance
77
(
2017
),
pp. 249-268
Persistent link: https://www.econbiz.de/10011814773
Saved in:
7
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:
8
Financialization in commodity markets : a passing trend or the new normal?
Adams, Zeno
;
Glück, Thorsten
- In:
Journal of banking & finance
60
(
2015
),
pp. 93-111
Persistent link: https://www.econbiz.de/10011544903
Saved in:
9
An analysis of commodity markets : what gain for investors?
Narayan, Paresh Kumar
;
Narayan, Seema
;
Sharma, Susan Sunila
- In:
Journal of banking & finance
37
(
2013
)
10
,
pp. 3878-3889
Persistent link: https://www.econbiz.de/10010127429
Saved in:
10
No-arbitrage conditions for storable commodities and the modeling of futures term structures
Liu, Peng
;
Tang, Ke
- In:
Journal of banking & finance
34
(
2010
)
7
,
pp. 1675-1687
Persistent link: https://www.econbiz.de/10008649412
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