SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Commodity futures as a hedge against inflation
0 references·13 citing·49 second hop
Commodity futures as a hedge against inflation (1983)Commodity futures as a hedge against infl…A Global Macroeconomic Risk Model for Value, Momentum, and Other Asset Classes (2020)A Global Macroeconomic Risk M…A Global Macroeconomic Risk Model for Value, Momentum, and Other Asset Classes (2016)A Global Macroeconomic Risk M…Dynamic speculation and hedging in commodity futures markets with a stochastic convenience yield (2015)Dynamic speculation and hedgi…Commodity Price Responses to Monetary Policy Surprises (2014)Commodity Price Responses to …Strategic and Tactical Roles of Enhanced Commodity Indices (2012)Strategic and Tactical Roles …Futures Basis, Inventory and Commodity Price Volatility: An Empirical Analysis (2012)Futures Basis, Inventory and …A copula–GARCH model for macro asset allocation of a portfolio with commodities (2012)A copula–GARCH model for macr…The Price of Commodity Risk in Stock and Futures Markets (2011)The Price of Commodity Risk i…A historical examination of optimal real return portfolios for non‐US investors (2010)A historical examination of o…Dynamic Commodity Timing Strategies (2004)Dynamic Commodity Timing Stra…Spot Returns, Roll Yield, and Diversification with Commodity Futures (1998)Spot Returns, Roll Yield, and…The inflation‐hedging characteristics of Australian commercial property: 1984‐1995 (1996)The inflation‐hedging charact…Public futures funds (1985)Public futures fundsInflation, Rational Valuation and the Market (1979)What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns (1993)Facts and Fantasies about Commodity Futures (2006)Turning over a golden leaf? Global liquidity and emerging market central banks’ demand for gold after the financial crisis (2018)Spillovers and co-movements between precious metals and energy markets: Implications on portfolio management (2020)INFLATION AND RATES OF RETURN ON COMMON STOCKS (1976)Asset returns and inflation (1977)Inflation, real returns and capital investment (1982)Commodities in Asset Allocation: A Real-Asset Alternative to Real Estate? (1993)Backwardation in Oil Futures Markets: Theory and Empirical Evidence (1995)METALLGESELLSCHAFT AND THE ECONOMICS OF SYNTHETIC STORAGE (1995)The Relative Merits of Alternative Investments in Passive Portfolios (2008)A M arkowitz Optimization of Commodity Futures Portfolios (2012)The connectedness between crude oil and financial markets: Evidence from implied volatility indices (2016)The Economics of Exhaustible Resources (1931)Expectations and Exchange Rate Dynamics (1976)What Explains the Stock Market's Reaction to Federal Reserve Policy? (2005)Time-varying impact of geopolitical risk on natural resources prices: Evidence from the hybrid TVP-VAR model with large system (2023)Food inflation and monetary policy in emerging economies (2024)PORTFOLIO SELECTION* (1952)Stocks, bonds, bills, and inflation : the past and the future (1982)Futures fund performance: A test of the effectiveness of technical analysis (1986)Commodity futures price changes: Recent evidence for wheat, soybeans and live cattle (1987)Investment performance of public commodity pools: 1979‐1990 (1993)Illiquidity and stock returns: cross-section and time-series effects (2002)Liquidity Risk and Expected Stock Returns (2003)Strategic Allocation to Commodity Factor Premiums (2014)Proof that Properly Anticipated Prices Fluctuate Randomly (2015)On cross-border bank credit and the U.S. financial crisis transmission to equity markets (2016)Investigating the impact of geopolitical risks on the commodity futures (2022)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Common risk factors in the returns on stocks and bonds (1993)On Persistence in Mutual Fund Performance (1997)Contemporaneous interactions among fuel, biofuel and agricultural commodities (2016)Curve momentum (2019)They're back! Post-financialization diversification benefits of commodities (2019)On Market Timing and Investment Performance. II. Statistical Procedures for Evaluating Forecasting Skills (1981)Predictability of Stock Returns: Robustness and Economic Significance (1995)On Market Timing and Investment Performance Part II: Statistical Procedures for Evaluating Forecasting Skills (2015)A boosting approach to forecasting the volatility of gold-price fluctuations under flexible loss (2016)The pricing of commodity contracts (1976)On the Behaviour of Commodity Prices (1992)Optimal run time for EPQ model with scrap, rework and stochastic breakdowns: A note (2013)An exploration of factors influencing the choice of commodity price risk mitigation strategies (2017)Crude oil price shocks and hedging performance: A comparison of volatility models (2019)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)Investments in Cryptocurrencies: Handle with Care! (2019)Up or down? Short-term reversal, momentum, and liquidity effects in cryptocurrency markets (2021)
this work references cited by second hop

References

No references inside the corpus for this window.

Cited by

  • 2012Futures Basis, Inventory and Commodity Price Volatility: An Empirical Analysis81 cited
  • 2014Commodity Price Responses to Monetary Policy Surprises79 cited
  • 1996The inflation‐hedging characteristics of Australian commercial property: 1984‐199569 cited
  • 1998Spot Returns, Roll Yield, and Diversification with Commodity Futures46 cited
  • 2020A Global Macroeconomic Risk Model for Value, Momentum, and Other Asset Classes45 cited
  • 2004Dynamic Commodity Timing Strategies39 cited
  • 2010A historical examination of optimal real return portfolios for non‐US investors38 cited
  • 2011The Price of Commodity Risk in Stock and Futures Markets35 cited
  • 1985Public futures funds34 cited
  • 2012Strategic and Tactical Roles of Enhanced Commodity Indices32 cited
  • 2016A Global Macroeconomic Risk Model for Value, Momentum, and Other Asset Classes27 cited
  • 2012A copula–GARCH model for macro asset allocation of a portfolio with commodities26 cited
  • 2015Dynamic speculation and hedging in commodity futures markets with a stochastic convenience yield22 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work