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~isPartOf:"Journal of banking & finance"
~subject:"Rohstoffderivat"
~type_genre:"Article in journal"
~type_genre:"Aufsatzsammlung"
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Search: subject_exact:"Ausgleichslager für Rohstoffe"
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Rohstoffderivat
Commodity price
17
Rohstoffpreis
17
Commodity derivative
11
Commodity market
7
Rohstoffmarkt
7
Commodity exchange
5
Warenbörse
5
Capital income
4
Commodities
4
Commodity prices
4
Estimation
4
Forecasting model
4
Kapitaleinkommen
4
Prognoseverfahren
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Schätzung
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Welt
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World
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3
Option pricing theory
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Optionspreistheorie
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Portfolio selection
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Portfolio-Management
3
Risikoprämie
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Risk premium
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Theorie
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Theory
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Volatility
3
Volatilität
3
Cointegration
2
Commodity futures
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Derivat
2
Derivative
2
Global liquidity
2
Kointegration
2
Liquidity
2
Liquidität
2
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2
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2
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Aufsatzsammlung
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English
11
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Adams, Zeno
1
Balvers, Ronald J.
1
Bianchi, Robert
1
Casassus, Jaime
1
Collin-Dufresne, Pierre
1
Farkas, Walter
1
Fernandez-Perez, Adrian
1
Frijns, Bart
1
Fuertes, Ana María
1
Glück, Thorsten
1
Gourier, Elise
1
Han, Yufeng
1
Hu, Ting
1
Huitema, Robert
1
Liu, Peng
1
Miffre, Joëlle
1
Mikutowski, Mateusz
1
Narayan, Paresh Kumar
1
Narayan, Seema
1
Necula, Ciprian
1
Paschke, Raphael
1
Prokopczuk, Marcel
1
Routledge, Bryan R.
1
Sakkas, Athanasios
1
Sharma, Susan Sunila
1
Tang, Ke
1
Tessaromatis, Nikolaos P.
1
Wang, Qiao
1
Yang, Jian
1
Zaremba, Adam
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Journal of banking & finance
Energy economics
35
Journal of commodity markets
13
Applied economics letters
12
Journal of the Royal Statistical Society
11
The journal of futures markets
11
Finance research letters
9
International review of economics & finance : IREF
8
Journal of international money and finance
7
Economic modelling
5
European review of agricultural economics : ERAE
5
Research in international business and finance
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Finance India : the quarterly journal of Indian Institute of Finance
4
Intereconomics : review of European economic policy
4
International review of financial analysis
4
The journal of finance : the journal of the American Finance Association
4
American journal of agricultural economics
3
Applied financial economics
3
Journal of empirical finance
3
The energy journal
3
Agricultural finance review
2
Annual review of financial economics
2
Asia-Pacific financial markets
2
Emerging markets, finance and trade : EMFT
2
Global finance journal
2
IIMB management review
2
International journal of bonds and derivatives
2
International journal of economics and financial issues : IJEFI
2
International journal of finance & economics : IJFE
2
International review of applied economics
2
Journal of agricultural and applied economics
2
Journal of applied econometrics
2
Journal of economic dynamics & control
2
Journal of financial economics
2
Journal of risk and financial management : JRFM
2
Macroeconomic dynamics
2
Mineral economics : raw materials report
2
OPEC energy review
2
Praj̄nȧn : journal of social and management sciences
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ECONIS (ZBW)
11
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1
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:
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
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
Saved in:
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