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Broker-Dealer Risk Appetite and Commodity Returns
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Outgoing claims: the papers this work cites, builds on, or argues with.
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Financial Intermediaries and the Cross‐Section of Asset Returns
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Commodity Investing
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Financialization of Commodity Markets
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Essays on the microstructure of emerging commodities futures markets
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Investor Flows and the 2008 Boom/Bust in Oil Prices
inferred← citeshttps://doi.org/10.14419/ijet.v7i2.7.12237openalex-snapshot
Investors’ awareness towards commodities market with reference to GUNTUR city, Andhra Pradesh
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Finansyzacja gospodarki w ujęciu makroekonomicznym
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Commodity Index Trading and Hedging Costs
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Dealer Leverage and Exchange Rates: Heterogeneity Across Intermediaries
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The US, Economic News, and the Global Financial Cycle
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Financialization in Commodity Markets
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Limits to Arbitrage and Hedging: Evidence from Commodity Markets
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Risk Appetite and Exchange Rates
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Financial Intermediation, Asset Prices and Macroeconomic Dynamics
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Liquidity Risk of Corporate Bond Returns: A Conditional Approach
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Funding Liquidity Risk and the Cross-Section of Stock Returns
inferred← citeshttps://doi.org/10.2139/ssrn.1727723openalex-snapshot
Commodity Index Trading and Hedging Costs
inferred← citeshttps://doi.org/10.2139/ssrn.1785728openalex-snapshot
The Price of Commodity Risk in Stock and Futures Markets
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Limits to Arbitrage and the Skewness Risk Premium in Options Markets
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inferred← citeshttps://doi.org/10.2139/ssrn.2023942openalex-snapshot
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inferred← citeshttps://doi.org/10.2139/ssrn.2025787openalex-snapshot
Oil Price Dynamics, Macro-Finance Interactions and the Role of Financial Speculation
inferred← citeshttps://doi.org/10.2139/ssrn.2041465openalex-snapshot
Portfolio Selection with Commodities Under Conditional Copulas and Skew Preferences
inferred← citeshttps://doi.org/10.2139/ssrn.2159945openalex-snapshot
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inferred← citeshttps://doi.org/10.2139/ssrn.2190085openalex-snapshot
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inferred← citeshttps://doi.org/10.2139/ssrn.2350243openalex-snapshot
The Financialization of Commodity Markets
inferred← citeshttps://doi.org/10.2139/ssrn.2645858openalex-snapshot
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inferred← citeshttps://doi.org/10.2139/ssrn.2718009openalex-snapshot
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inferred← citeshttps://doi.org/10.2139/ssrn.5427394openalex-snapshot
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inferred← citeshttps://doi.org/10.2139/ssrn.6247358openalex-snapshot
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inferred← citeshttps://doi.org/10.2139/ssrn.6666032openalex-snapshot
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inferred← citeshttps://doi.org/10.22004/ag.econ.126877openalex-snapshot
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inferred← citeshttps://doi.org/10.25560/24770openalex-snapshot
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inferred← citeshttps://doi.org/10.26481/dis.20170705hsopenalex-snapshot
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inferred← citeshttps://doi.org/10.3386/w19056openalex-snapshot
Risk Premia in Crude Oil Futures Prices
inferred← citeshttps://doi.org/10.3386/w19065openalex-snapshot
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inferred← citeshttps://doi.org/10.3386/w19892openalex-snapshot
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inferred← citeshttps://doi.org/10.3386/w21243openalex-snapshot
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inferred← citeshttps://doi.org/10.3386/w21722openalex-snapshot
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inferred← citeshttps://doi.org/10.3386/w30994openalex-snapshot
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inferred← citeshttps://doi.org/10.3390/buildings12010002openalex-snapshot
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inferred← citeshttps://doi.org/10.3390/su17167241openalex-snapshot
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Limits to Arbitrage and Deviations from Covered Interest Rate Parity
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Advances in the Commodity Futures Literature: A Review
inferred← citeshttps://doi.org/10.4236/jfrm.2026.153016openalex-snapshot
How Does the Trade Policy Uncertainty of the United States Affect the Prices of Crude Oil in Futures Markets?
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A Risk-taking Broker Model to Optimise User Requests placement on On-demand and Contract VMs
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inferred← citeshttps://doi.org/10.5547/01956574.34.3.2openalex-snapshot
The Role of Speculation in Oil Markets: What Have We Learned So Far?
inferred← citeshttps://doi.org/10.5547/01956574.43.2.dvalopenalex-snapshot
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inferred← citeshttps://doi.org/10.5547/01956574.43.5.gcoropenalex-snapshot
Time-Varying Term Structure of Oil Risk Premia
inferred← citeshttps://doi.org/10.59576/sr.1070openalex-snapshot
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Financialization of Commodity : the Role of Financial Investors in Commodity Markets
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