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Commodities

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  • Properties of Long/Short Commodity Indices in Stock and Bond Portfolios
    Tom Erik Sønsteng Henriksen
    The Journal of Alternative Investments March 2018, 20 (4) 51-68; DOI: https://doi.org/10.3905/jai.2018.1.060
  • Price Change, Volatility, and Accurate VaR: Evidence from the NSW and QLD Power Markets
    Rangga Handika and Yusuf Khudri
    The Journal of Alternative Investments March 2018, 20 (4) 82-95; DOI: https://doi.org/10.3905/jai.2018.20.4.082
  • Just a One-Trick Pony? An Analysis of CTA Risk and Return
    Jason Foran, Mark C. Hutchinson, David F. McCarthy and John O’Brien
    The Journal of Alternative Investments September 2017, 20 (2) 8-26; DOI: https://doi.org/10.3905/jai.2017.20.2.008
  • 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
  • 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
  • Is Financial Speculation with Agricultural Commodities Harmful or Helpful?
    Matthias Georg Will, Sören Prehn, Ingo Pies and Thomas Glauben
    The Journal of Alternative Investments December 2015, 18 (3) 84-102; DOI: https://doi.org/10.3905/jai.2016.18.3.084
  • Beyond Trends
    Christian Lundström and Jarkko Peltomäki
    The Journal of Alternative Investments December 2015, 18 (3) 74-83; DOI: https://doi.org/10.3905/jai.2016.18.3.074
  • Cross-Hedging of Inflation Derivatives on Commodities
    Nicolas Fulli-Lemaire and Ernesto Palidda
    The Journal of Alternative Investments December 2015, 18 (3) 57-73; DOI: https://doi.org/10.3905/jai.2016.18.3.057

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