Cited By
2020The Review of Asset Pricing Studies: Vol. 10, Issue 3Historical Returns of the Market PortfolioRonald Doeswijk, Trevin Lam, Laurens Swinkelshttp://dx.doi.org/10.1093/rapstu/raz010
2020The North American Journal of Economics and Finance: Vol. 52The economic and financial properties of crude oil: A reviewKorbinian Lang, Benjamin R. Auerhttp://dx.doi.org/10.1016/j.najef.2019.01.011
2018Annals of Operations Research: Vol. 260, Issue 1-2The rise of the machines in commodities markets: new evidence obtained using Strongly Typed Genetic ProgrammingViktor Manahovhttp://dx.doi.org/10.1007/s10479-016-2286-1
2018Energy Economics: Vol. 72Mapping algorithms, agricultural futures, and the relationship between commodity investment flows and crude oil futures pricesLei Yan, Scott H. Irwin, Dwight R. Sandershttp://dx.doi.org/10.1016/j.eneco.2018.04.005
2017Journal of Agricultural Economics: Vol. 68, Issue 2Bubbles, Froth and Facts: Another Look at the Masters Hypothesis in Commodity Futures MarketsDwight R. Sanders, Scott H. Irwinhttp://dx.doi.org/10.1111/1477-9552.12191
2016Journal of Agricultural Economics: Vol. 67, Issue 3Volatility in Oilseeds and Vegetable Oils Markets: Drivers and SpilloversBernhard Brümmer, Olaf Korn, Kristina Schlüßler, Tinoush Jamali Jaghdanihttp://dx.doi.org/10.1111/1477-9552.12141
2016Journal of Economics and Finance: Vol. 40, Issue 3The regime-switching risk premium in the gold futures marketSeth J. Kopchakhttp://dx.doi.org/10.1007/s12197-014-9308-0
2016SSRN Electronic Journal Exploring Commodity Trading Activity: An Integrated Analysis of Swaps and FuturesScott Mixon, Esen Onur, Lynn Riggshttp://dx.doi.org/10.2139/ssrn.2888993
2015Journal of Banking & Finance: Vol. 60Financialization in commodity markets: A passing trend or the new normal?Zeno Adams, Thorsten Glückhttp://dx.doi.org/10.1016/j.jbankfin.2015.07.008
2014SSRN Electronic JournalA General Approach to Recovering Market Expectations from Futures Prices with an Application to Crude OilChristiane Baumeister, Lutz Kilianhttp://dx.doi.org/10.2139/ssrn.2499484

 

© 2020 International Association for Energy Economics | Privacy Policy | Return Policy