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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
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Bailey, Warren
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Mathematical finance : an international journal of mathematics, statistics and financial theory
The journal of finance : the journal of the American Finance Association
The journal of futures markets
706
Energy economics
448
IMF Working Papers
323
NBER working paper series
255
Working paper / National Bureau of Economic Research, Inc.
247
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Journal of international money and finance
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Industrial marketing management : the international journal for industrial and high-tech firms
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Economics letters
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CESifo working papers
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Intereconomics : review of European economic policy
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European journal of operational research : EJOR
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The North American journal of economics and finance : a journal of financial economics studies
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The review of financial studies
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Management science : journal of the Institute for Operations Research and the Management Sciences
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
85
Applied financial economics
81
World development : the multi-disciplinary international journal devoted to the study and promotion of world development
80
Journal of business research : JBR
79
Journal of international economics
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158
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1
Commodity
financialization and information transmission
Goldstein, Itay
;
Yang, Liyan
- In:
The journal of finance : the journal of the American …
77
(
2022
)
5
,
pp. 2613-2667
Persistent link: https://www.econbiz.de/10013396261
Saved in:
2
Naïve buying diversification and narrow framing by individual investors
Gathergood, John
;
Hirshleifer, David
;
Leake, David
; …
- In:
The journal of finance : the journal of the American …
78
(
2023
)
3
,
pp. 1705-1741
Persistent link: https://www.econbiz.de/10014312053
Saved in:
3
A model of financialization of commodities
Başak, Suleyman
;
Pavlova, Anna
- In:
The journal of finance : the journal of the American …
71
(
2016
)
4
,
pp. 1511-1555
Persistent link: https://www.econbiz.de/10011588922
Saved in:
4
Time-changed Ornstein-Uhlenbeck processes and their applications in
commodity
derivative models
Li, Lingfei
;
Linetsky, Vadim
- In:
Mathematical finance : an international journal of …
24
(
2014
)
2
,
pp. 289-330
Persistent link: https://www.econbiz.de/10010357373
Saved in:
5
The price of higher order catastrophe insurance : the case of VIX options
Eraker, Bjørn
;
Yang, Aoxiang
- In:
The journal of finance : the journal of the American …
77
(
2022
)
6
,
pp. 3289-3337
Persistent link: https://www.econbiz.de/10013464255
Saved in:
6
Dissecting conglomerate valuations
Boguth, Oliver
;
Duchin, Ran
;
Simutin, Mikhail
- In:
The journal of finance : the journal of the American …
77
(
2022
)
2
,
pp. 1097-1131
Persistent link: https://www.econbiz.de/10013190480
Saved in:
7
Rare disasters, financial development, and sovereign debt
Rebelo, Sérgio
;
Wang, Neng
;
Yang, Jinqiang
- In:
The journal of finance : the journal of the American …
77
(
2022
)
5
,
pp. 2719-2764
Persistent link: https://www.econbiz.de/10013396276
Saved in:
8
The stochastic volatility model of Barndorff-Nielsen and Shephard in
commodity
markets
Benth, Fred Espen
- In:
Mathematical finance : an international journal of …
21
(
2011
)
4
,
pp. 595-625
Persistent link: https://www.econbiz.de/10009311688
Saved in:
9
Informational frictions and
commodity
markets
Sockin, Michael
;
Xiong, Wei
- In:
The journal of finance : the journal of the American …
70
(
2015
)
5
,
pp. 2063-2098
Persistent link: https://www.econbiz.de/10011408712
Saved in:
10
Stochastic convenience yield implied from
commodity
futures and interest rates
Casassus, Jaime
;
Collin-Dufresne, Pierre
- In:
The journal of finance : the journal of the American …
60
(
2005
)
5
,
pp. 2283-2332
Persistent link: https://www.econbiz.de/10003159354
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