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1
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1
Optimal Portfolios in commodity futures markets
Benth, Fred Espen
;
Lempa, Jukka
- In:
Finance and stochastics
18
(
2014
)
2
,
pp. 407-430
Persistent link: https://www.econbiz.de/10010340676
Saved in:
2
Portfolio speculation and commodity price volatility in a stochastic storage model
Vercammen, James Alfred
;
Doroudian, Ali
- In:
American journal of agricultural economics
96
(
2014
)
2
,
pp. 517-532
Persistent link: https://www.econbiz.de/10010411908
Saved in:
3
Stochastic ordering of systemic risk in commodity markets
Morelli, Giacomo
- In:
Energy economics
117
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014437140
Saved in:
4
Introduction: special issue on commodity and energy markets in the Journal of Banking and Finance
Roncoroni, Andrea
;
Prokopczuk, Marcel
;
Ronn, Ehud I.
- In:
Journal of banking & finance
95
(
2018
),
pp. 1-4
Persistent link: https://www.econbiz.de/10011966673
Saved in:
5
Stochastic seasonality in commodity prices : the case of US natural gas
Chen, Sheng-Hung
;
Song Zan Chiou Wei
;
Zhu, Zhen
- In:
Empirical economics : a quarterly journal of the …
62
(
2022
)
5
,
pp. 2263-2284
Persistent link: https://www.econbiz.de/10013197300
Saved in:
6
Commodity futures hedge ratios : a meta-analysis
Białkowski, Je̜drzej
;
Bohl, Martin T.
;
Perera, Devmali
- In:
Journal of commodity markets
30
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014426825
Saved in:
7
Commodity futures hedge ratios : a meta-analysis
Białkowski, Je̜drzej
;
Bohl, Martin T.
;
Perera, Devmali
-
2022
Persistent link: https://www.econbiz.de/10013545700
Saved in:
8
Financial investors and cross-commodity markets integration
Isleimeyyeh, Mohammad
- In:
Journal of commodity markets : JCM
38
(
2025
),
pp. 1-30
Persistent link: https://www.econbiz.de/10015426534
Saved in:
9
The financialization of Chinese commodity markets
Yang, Baochen
;
Pu, Yingjian
;
Su, Yunpeng
- In:
Finance research letters
34
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012437009
Saved in:
10
Constrained dynamic futures portfolios with stochastic basis
Chen, Xiaodong
;
Leung, Tim
;
Zhou, Yang
- In:
Annals of finance
18
(
2022
)
1
,
pp. 1-33
Persistent link: https://www.econbiz.de/10013194629
Saved in:
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