Commodities
- 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
- Are Commodity and Stock Markets Independent of Each Other? A Case Study in IndiaY. V Reddy and A. SebastinThe Journal of Alternative Investments December 2008, 11 (3) 85-99; DOI: https://doi.org/10.3905/JAI.2009.11.3.085
- Modeling Commodity Prices under the CEV ModelHelyette Geman and Yih Fong ShihThe Journal of Alternative Investments December 2008, 11 (3) 65-84; DOI: https://doi.org/10.3905/JAI.2009.11.3.065
- Introducing the Multi-Asset Strategy IndexHeiko Ebens, Chintan Kotecha, Alex Ypsilanti and Arik ReissThe Journal of Alternative Investments December 2008, 11 (3) 6-25; DOI: https://doi.org/10.3905/JAI.2009.11.3.006
- Is This Time Different? Trend-Following and Financial
CrisesMark C. Hutchinson and John O’BrienThe Journal of Alternative Investments September 2014, 17 (2) 82-102; DOI: https://doi.org/10.3905/jai.2014.17.2.082 - Strategic Allocation to Commodity Factor PremiumsDavid Blitz and Wilma de GrootThe Journal of Alternative Investments September 2014, 17 (2) 103-115; DOI: https://doi.org/10.3905/jai.2014.17.2.103
- Gold and Systemic RiskChih-Chieh (Jason) Chiu and Mitchell RatnerThe Journal of Alternative Investments June 2014, 17 (1) 79-86; DOI: https://doi.org/10.3905/jai.2014.17.1.079
- Collateralized Commodity Obligations:
Modeling and Risk AssessmentSvetlana Borovkova, Hidde Bunk, Willem-Jan de Goeij, Dimitar Mechev and Dirk VeldhuizenThe Journal of Alternative Investments September 2013, 16 (2) 9-29; DOI: https://doi.org/10.3905/jai.2013.16.2.009 - A Conditional Assessment of the Relationships
Between Commodity and Equity IndexesDavid P. SimonThe Journal of Alternative Investments September 2013, 16 (2) 30-51; DOI: https://doi.org/10.3905/jai.2013.16.2.030
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