Commodities
- Physical versus Futures-Based Replication: The Case of Commodity ETFsGerasimos G. RompotisThe Journal of Index Investing August 2016, 7 (2) 16-37; DOI: https://doi.org/10.3905/jii.2016.7.2.016
- Real Options in Practice: Valuing Connected Gas Fields in the North SeaSweder van Wijnbergen and Lin ZhaoThe Journal of Derivatives May 2016, 23 (4) 54-73; DOI: https://doi.org/10.3905/jod.2016.23.4.054
- Tracking Performance of Leveraged Energy Exchange-Traded FundsHongfei Tang and Xiaoqing Eleanor XuThe Journal of Derivatives February 2016, 23 (3) 37-60; DOI: https://doi.org/10.3905/jod.2016.23.3.037
- A Liquid and Investable Benchmark Index for the Commodity Trading Advisor and Managed Futures IndustryTillmann Sachs and Robert L.K. TiongThe Journal of Index Investing February 2016, 6 (4) 30-70; DOI: https://doi.org/10.3905/jii.2016.6.4.030
- Financial Hedges in Merchant Power Project FinanceJames Guidera and Shirin JamshidiThe Journal of Structured Finance January 2016, 21 (4) 65-73; DOI: https://doi.org/10.3905/jsf.2016.21.4.065
- An Empirical Examination of the Performance of Commodity Mutual FundsSrinidhi Kanuri, Robert W. McLeod and D.K. MalhotraThe Journal of Wealth Management January 2016, 18 (4) 90-106; DOI: https://doi.org/10.3905/jwm.2016.18.4.090
- What Are the Sources of Return for CTAs and Commodity Indexes? A Brief Survey of Relevant ResearchHilary TillThe Journal of Wealth Management January 2016, 18 (4) 108-123; DOI: https://doi.org/10.3905/jwm.2016.18.4.108
- Harvesting Commodity Curve Premiums Through Roll-Yield DifferentialsMathieu GomesThe Journal of Alternative Investments September 2015, 18 (2) 51-60; DOI: https://doi.org/10.3905/jai.2015.18.2.051
- The Case for Long-Short Commodity InvestingJoëlle Miffre and Adrian Fernandez-PerezThe Journal of Alternative Investments June 2015, 18 (1) 92-104; DOI: https://doi.org/10.3905/jai.2015.18.1.092
- Is Financialization Killing Commodity Investments?Adam ZarembaThe Journal of Alternative Investments June 2015, 18 (1) 66-91; DOI: https://doi.org/10.3905/jai.2015.18.1.066
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