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1
Aggregation bias in tests of the commodity currency hypothesis
Bork, Lasse
;
Rovira Kaltwasser, Pablo
;
Sercu, Piet
- In:
Journal of banking & finance
135
(
2022
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013401953
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
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:
4
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:
5
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:
6
Special issue: commodity and energy markets
Roncoroni, Andrea
(
ed.
);
Ronn, Ehud I.
(
ed.
); …
-
2018
Persistent link: https://www.econbiz.de/10011966682
Saved in:
7
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:
8
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:
9
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:
10
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:
11
Commodity prices and BRIC and G3 liquidity : a SFAVEC approach
Ratti, Ronald A.
;
Vespignani, Joaquin L.
- In:
Journal of banking & finance
53
(
2015
),
pp. 18-33
Persistent link: https://www.econbiz.de/10011377680
Saved in:
12
Does global liquidity drive commodity prices?
Beckmann, Joscha
;
Belke, Ansgar
;
Czudaj, Robert
- In:
Journal of banking & finance
48
(
2014
),
pp. 224-234
Persistent link: https://www.econbiz.de/10010508140
Saved in:
13
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:
14
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:
15
Commodity derivatives valuation with autoregressive and moving average components in the price dynamics
Paschke, Raphael
;
Prokopczuk, Marcel
- In:
Journal of banking & finance
34
(
2010
)
11
,
pp. 2742-2752
Persistent link: https://www.econbiz.de/10008858840
Saved in:
16
Special section: Commodities
Geman, Hélyette
(
contributor
)
- In:
Journal of banking & finance
32
(
2008
)
12
,
pp. 2501-2559
Persistent link: https://www.econbiz.de/10003795455
Saved in:
17
Commodity betas with mean reverting output prices
Hong, Gwangheon
;
Sarkar, Sudipto
- In:
Journal of banking & finance
32
(
2008
)
7
,
pp. 1286-1296
Persistent link: https://www.econbiz.de/10003749204
Saved in:
18
Prices of commodities in 1913
Sauerbeck, A.
- In:
Journal of the Royal Statistical Society
77
(
1914
)
5
,
pp. 556-570
Persistent link: https://www.econbiz.de/10009777550
Saved in:
19
Prices of commodities in 1912
Sauerbeck, A.
- In:
Journal of the Royal Statistical Society
76
(
1913
)
4
,
pp. 396-409
Persistent link: https://www.econbiz.de/10009777552
Saved in:
20
Prices of commodities in 1911
Sauerbeck, A.
- In:
Journal of the Royal Statistical Society
75
(
1912
)
4
,
pp. 412-425
Persistent link: https://www.econbiz.de/10009777553
Saved in:
21
Prices of commodities in 1910
Sauerbeck, A.
- In:
Journal of the Royal Statistical Society
74
(
1911
)
4
,
pp. 408-420
Persistent link: https://www.econbiz.de/10009777555
Saved in:
22
Prices of commodities in 1909
Sauerbeck, A.
- In:
Journal of the Royal Statistical Society
73
(
1910
)
3
,
pp. 315-329
Persistent link: https://www.econbiz.de/10009777557
Saved in:
23
Prices of commodities in 1908
Sauerbeck, A.
- In:
Journal of the Royal Statistical Society
72
(
1909
)
1
,
pp. 1-13
Persistent link: https://www.econbiz.de/10009777559
Saved in:
24
Prices of commodities in 1907
Sauerbeck, A.
- In:
Journal of the Royal Statistical Society
71
(
1908
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10009777561
Saved in:
25
Prices of commodities in 1906
Sauerbeck, A.
- In:
Journal of the Royal Statistical Society
70
(
1907
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10009777563
Saved in:
26
Prices of commodities in 1894
Sauerbeck, A.
- In:
Journal of the Royal Statistical Society
58
(
1895
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10009777565
Saved in:
27
Prices of commodities in 1886 and 1887
Sauerbeck, A.
- In:
Journal of the Royal Statistical Society
(
1888
)
1
,
pp. 1-4
Persistent link: https://www.econbiz.de/10009777566
Saved in:
28
Prices of commodities and the precious metals
Sauerbeck, A.
- In:
Journal of the Royal Statistical Society
(
1886
)
1
,
pp. 1-68
Persistent link: https://www.econbiz.de/10009777567
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