Commodity index risk premium-Reference-Cited by-同舟云学术

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Commodity index risk premium

Published:2021-06 Issue: Volume:22 Page:100156
ISSN:2405-8513
Container-title:Journal of Commodity Markets
language:en
Short-container-title:Journal of Commodity Markets

Author:

Cortazar Gonzalo,Ortega Hector,Rojas Maximiliano,Schwartz Eduardo S.^ORCID

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference49 articles.

1. Anchoring the yield curve using survey expectations;Altavilla;J. Appl. Econom.,2017

2. Oil prices, stock markets and portfolio investment: evidence from sector analysis in Europe over the last decade;Arouri;Energy Pol.,2010

3. Understanding the sources of risk underlying the cross section of commodity returns;Bakshi;Manag. Sci.,2019

4. Capturing the risk premium of commodity futures: the role of hedging pressure;Basu;J. Bank. Finance,2013

5. Time-varying market price of risk in the crude oil futures market;Bhar;J. Futures Mark.,2011

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. THE PRICE DEVELOPMENT OF SELECTED ENERGETIC COMMODITIES;AD ALTA: Journal of Interdisciplinary Research;2024-06-30

2. Dynamic volatility connectedness between industrial metal markets;The North American Journal of Economics and Finance;2022-11

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