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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
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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
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The relationship between commodity markets and commodity mutual funds : a wavelet-based analysis
Antonakakis, Nikolaos; Chang, Tsangyao; Cuñado … - In: Finance research letters 24 (2018), pp. 1-9
Persistent link: https://www.econbiz.de/10011982439
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Does institutional trading drive commodities prices away from their fundamentals : evidence from a nonparametric causality-in-quantiles test
Babalos, Vassilios; Balcilar, Mehmet - In: Finance research letters 21 (2017), pp. 126-131
Persistent link: https://www.econbiz.de/10011807522
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How do bond, equity and commodity cycles interact?
Narayan, Paresh Kumar; Thuraisamy, Kannan Sivananthan; … - In: Finance research letters 21 (2017), pp. 151-156
Persistent link: https://www.econbiz.de/10011807742
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Marginal speculation and hedging in commodity markets
Ulusoy, Veysel; Onbirler, Özgür Ünal - In: Finance research letters 23 (2017), pp. 269-282
Persistent link: https://www.econbiz.de/10011808416
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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
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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
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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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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