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Daily seasonality in crude oil returns and volatilities
Auer, Benjamin R. - In: Energy economics 43 (2014), pp. 82-88
Persistent link: https://www.econbiz.de/10010504173
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Have trend-following signals in commodity futures markets become less reliable in recent years?
Auer, Benjamin R. - In: Financial markets and portfolio management 35 (2021) 4, pp. 533-553
Persistent link: https://www.econbiz.de/10012651788
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The "Sell in May" effect : a review and new empirical evidence
Degenhardt, Thomas; Auer, Benjamin R. - In: The North American journal of economics and finance : a … 43 (2018), pp. 169-205
Persistent link: https://www.econbiz.de/10012036281
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Performance ranking (dis)similarities in commodity markets
Zhang, Hanxiong; Auer, Benjamin R.; Vortelinos, Dimitrios I. - In: Global finance journal 35 (2018), pp. 115-137
Persistent link: https://www.econbiz.de/10012124804
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Pricing and risk of swing contracts in natural gas markets
Kohrs, Hendrik; Mühlichen, Hermann; Auer, Benjamin R.; … - In: Review of derivatives research 22 (2019) 1, pp. 77-167
Persistent link: https://www.econbiz.de/10012311666
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Optimal versus naive diversification in commodity futures markets
Heide, Max; Auer, Benjamin R.; Schuhmacher, Frank - 2025
Persistent link: https://www.econbiz.de/10015376385
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Memory-enhanced momentum in commodity futures markets
Mehlitz, Julia S.; Auer, Benjamin R. - In: The European journal of finance 30 (2024) 8, pp. 773-802
Persistent link: https://www.econbiz.de/10014547998
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Core-satellite investing with commodity futures momentum
Stadtmüller, Immo; Auer, Benjamin R.; Schuhmacher, Frank - In: The journal of asset management : a major new, … 25 (2024) 3, pp. 261-287
Persistent link: https://www.econbiz.de/10014583404