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~person:"Liu, Peng"
~subject:"Commodity price"
~type_genre:"Article in journal"
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Liu, Peng
Sauerbeck, A.
12
Prokopczuk, Marcel
7
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5
Irwin, Scott H.
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Narayan, Paresh Kumar
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International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
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Journal of banking & finance
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Journal of empirical finance
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Financial investments and commodity prices
Liu, Peng
;
Qiu, Zhigang
;
Xu, David Xiaoyu
- In:
International review of finance : the official journal …
22
(
2022
)
4
,
pp. 637-661
Persistent link: https://www.econbiz.de/10013472702
Saved in:
2
The stochastic behavior of commodity prices with heteroskedasticity in the convenience yield
Liu, Peng
;
Tang, Ke
- In:
Journal of empirical finance
18
(
2011
)
2
,
pp. 211-224
Persistent link: https://www.econbiz.de/10009301130
Saved in:
3
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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