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isPartOf:"Journal of banking & finance"
~isPartOf:"The journal of futures markets"
~subject:"Kapitaleinkommen"
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Kapitaleinkommen
Commodity derivative
260
Rohstoffderivat
260
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105
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104
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63
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63
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Bianchi, Robert
3
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2
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1
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Journal of banking & finance
The journal of futures markets
Energy economics
19
Economic modelling
9
Journal of commodity markets
9
Finance research letters
7
Working paper
7
International review of financial analysis
6
The handbook of commodity investing
6
NBER working paper series
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1
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:
2
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:
3
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:
4
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:
5
Commodity momentum decomposition
Iwanaga, Yasuhiro
;
Sakemoto, Ryuta
- In:
The journal of futures markets
43
(
2023
)
2
,
pp. 198-216
Persistent link: https://www.econbiz.de/10014292998
Saved in:
6
Commodity momentum and reversal : do they exist, and if so, why?
Han, Meng
- In:
The journal of futures markets
43
(
2023
)
9
,
pp. 1204-1237
Persistent link: https://www.econbiz.de/10014339398
Saved in:
7
Returns and volatility in the Kuala Lumpur crude palm oil futures market
Liew, Keng Yap
;
Brooks, Robert D.
- In:
The journal of futures markets
18
(
1998
)
8
,
pp. 985-999
Persistent link: https://www.econbiz.de/10001352427
Saved in:
8
An examination of linear and nonlinear causal relationships between price variability and volume in petroleum futures markets
Fujihara, Roger Arnold
- In:
The journal of futures markets
17
(
1997
)
4
,
pp. 385-416
Persistent link: https://www.econbiz.de/10001221157
Saved in:
9
Combining momentum with reversal in commodity futures
Bianchi, Robert
;
Drew, Michael E.
;
Fan, John Hua
- In:
Journal of banking & finance
59
(
2015
),
pp. 423-444
Persistent link: https://www.econbiz.de/10011544644
Saved in:
10
Curve momentum
Paschke, Raphael
;
Prokopczuk, Marcel
;
Wese Simen, Chardin
- In:
Journal of banking & finance
113
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012226133
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