Commodities
- Properties of Long/Short Commodity Indices in Stock and Bond PortfoliosTom Erik Sønsteng HenriksenThe 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 MarketsRangga Handika and Yusuf KhudriThe 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 ReturnJason Foran, Mark C. Hutchinson, David F. McCarthy and John O’BrienThe 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 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
- 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
- Is Financial Speculation with Agricultural Commodities Harmful or Helpful?Matthias Georg Will, Sören Prehn, Ingo Pies and Thomas GlaubenThe Journal of Alternative Investments December 2015, 18 (3) 84-102; DOI: https://doi.org/10.3905/jai.2016.18.3.084
- Beyond TrendsChristian Lundström and Jarkko PeltomäkiThe 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 CommoditiesNicolas Fulli-Lemaire and Ernesto PaliddaThe Journal of Alternative Investments December 2015, 18 (3) 57-73; DOI: https://doi.org/10.3905/jai.2016.18.3.057
Pages
Explore our content to discover more relevant research
- Behavioral Finance
- Theory (36)
- In Markets (170)
- In Portfolio Management (139)
- In Wealth Management (99)
- Derivatives
- Options (548)
- Credit default swaps (126)
- Counterparty risk (24)
- Other (213)
- Factors, risk premia
- Factor-based models (464)
- Style investing (168)
- Other (52)
- Fixed income and structured finance
- Project finance (87)
- International Investing
- Legal/regulatory/public policy
- Long-term/retirement investing
- Wealth management (614)
- Retirement (481)
- Social security (98)
- Pension funds (175)
- Other (54)
- Mutual funds/passive investing/indexing
- Mutual fund performance (249)
- Passive strategies (143)
- Other (329)
- Performance measurement
- Volatility measures (368)
- Performance measurement (1818)
- Portfolio management/multi-asset allocation
- Portfolio theory (682)
- Portfolio construction (1818)
- ESG investing (330)
- Manager selection (295)
- Other (274)
- Quantitative methods
- Statistical methods (1361)
- Simulations (295)
- Quantitative methods (437)
- Real assets/alternative investments/private equity
- Real estate (219)
- Commodities (194)
- Other real assets (99)
- Currency (172)
- Private equity (741)
- Risk management
- Credit risk management (299)
- Tail risks (164)
- Risk management (855)
- Security analysis and valuation
- Technical analysis (113)