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Commodities

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  • Commodity Returns and Their Volatility in Relation to Speculation: A Consistent Empirical Approach
    Marco Haase, Yvonne Seiler Zimmermann and Heinz Zimmermann
    The Journal of Alternative Investments September 2017, 20 (2) 76-91; DOI: https://doi.org/10.3905/jai.2017.20.2.076
  • An Energy Market Modeling Approach for Valuing Real Options
    Marliese Uhrig-Homburg and Nils Unger
    The Journal of Derivatives August 2017, 25 (1) 71-86; DOI: https://doi.org/10.3905/jod.2017.25.1.071
  • Spicing Up a Portfolio with Commodity Futures: Still a Good Recipe?
    Robert T. Daigler, Brice Dupoyet and Leyuan You
    The Journal of Alternative Investments March 2017, 19 (4) 8-23; DOI: https://doi.org/10.3905/jai.2017.19.4.008
  • Time-Varying Risk Premiums and Term Premiums in Commodity Futures
    Denis B. Chaves
    The Journal of Alternative Investments March 2017, 19 (4) 39-52; DOI: https://doi.org/10.3905/jai.2017.19.4.039
  • Oil Price Movements and Risks of Energy Investments
    Gregory Brown, Raymond Chan, Wendy Y. Hu and Jian Zhang
    The Journal of Alternative Investments March 2017, 19 (4) 24-38; DOI: https://doi.org/10.3905/jai.2017.19.4.024
  • The Golden Constant
    Claude B. Erb and Campbell R. Harvey
    The Journal of Investing February 2017, 26 (1) 94-100; DOI: https://doi.org/10.3905/joi.2017.26.1.094
  • Dynamic Jump Intensities and Risk Premiums in Crude Oil Futures and Options Markets
    Peter Christoffersen, Kris Jacobs and Bingxin Li
    The Journal of Derivatives November 2016, 24 (2) 8-30; DOI: https://doi.org/10.3905/jod.2016.24.2.008
  • Why Gold Has a Real Return—and How to Value It
    Julian Van Erlach
    The Journal of Investing November 2016, 25 (4) 87-96; DOI: https://doi.org/10.3905/joi.2016.25.4.087
  • Physical versus Futures-Based Replication: The Case of Commodity ETFs
    Gerasimos G. Rompotis
    The 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 Sea
    Sweder van Wijnbergen and Lin Zhao
    The Journal of Derivatives May 2016, 23 (4) 54-73; DOI: https://doi.org/10.3905/jod.2016.23.4.054

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