Commodities
- Commodity Returns and Their Volatility in Relation to Speculation: A Consistent Empirical ApproachMarco Haase, Yvonne Seiler Zimmermann and Heinz ZimmermannThe 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 OptionsMarliese Uhrig-Homburg and Nils UngerThe 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 YouThe 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 FuturesDenis B. ChavesThe 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 InvestmentsGregory Brown, Raymond Chan, Wendy Y. Hu and Jian ZhangThe Journal of Alternative Investments March 2017, 19 (4) 24-38; DOI: https://doi.org/10.3905/jai.2017.19.4.024
- The Golden ConstantClaude B. Erb and Campbell R. HarveyThe 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 MarketsPeter Christoffersen, Kris Jacobs and Bingxin LiThe 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 ItJulian Van ErlachThe 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 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
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