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Portfolio Choice with Uncertain Consumption Prices: a mean-variance approch. (1980). Cecchetti, Stephen ; Berck, Peter.
In: CUDARE Working Papers.
RePEc:ags:ucbecw:37852.

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  6. Mossin, J. Theory of Financial Markets. Englewood Cliffs, N. J.: Prentice-Hall, 1973.
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  8. Sharpe, W. F. Portfolio Theory and Capital Markets. New York: McGraw-Hill, 1970.
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  9. Varian~ H. R~ Microeconomic Analysis. New York: Norton, 1978.
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    In: NBER Working Papers.
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  2. The Commodity Futures Volatility and Macroeconomic Fundamentals - The Case of Oil and Oilseed Commodities in India. (2018). Joarder, Suranjana.
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  3. Forward risk premia in long-term transmission rights: The case of electricity price area differentials (EPAD) in the Nordic electricity market. (2018). Spodniak, Petr ; Collan, Mikael.
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  4. An update on speculation and financialization in commodity markets. (2018). Li, Bingxin ; Harris, Jeffrey H ; Boyd, Naomi E.
    In: Journal of Commodity Markets.
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  5. The skewness of commodity futures returns. (2018). Frijns, Bart ; Fernandez-Perez, Adrian ; Miffre, Joelle ; Fuertes, Ana-Maria.
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  6. Temporal restrictions on emissions trading and the implications for the carbon futures market: Lessons from the EU emissions trading scheme. (2018). Daskalakis, George.
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  7. Information Transmission under Increasing Political Tension – Evidence for the Berlin Produce Exchange 1887-1896. (2018). Siklos, Pierre ; Sulewski, Christoph ; Putz, Alexander ; Bohl, Martin T.
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  8. Financialisation and the Term Structure of Commodity Risk Premiums. (2017). Hambur, Jonathan ; Stenner, Nick.
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  9. New indices of adequate and excess speculation and their relationship with volatility in the crude oil futures market. (2017). Shanker, Latha.
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  10. Commodities for the Long Run. (2016). Levine, Ari ; Richardson, Matthew ; Ooi, Yao Hua .
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  11. Macroeconomic factors and the cross-section of commodity futures returns. (2016). Huang, Lin ; Yuan, Ping ; Shang, Hua.
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  12. Momentum and mean-reversion in commodity spot and futures markets. (2016). Viswanathan, Vivek ; Chaves, Denis B.
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  13. Long-short commodity investing: A review of the literature. (2016). Miffre, Joelle.
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  14. Do speculative traders anticipate or follow USD/EUR exchange rate movements? New evidence on the efficiency of the EUR currency futures market. (2016). Hossfeld, Oliver ; Rothig, Andreas .
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  15. Is idiosyncratic volatility priced in commodity futures markets?. (2016). Fuertes, Ana-Maria ; Miffre, Joelle ; Fernandez-Perez, Adrian.
    In: International Review of Financial Analysis.
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  16. Risk Premia and Seasonality in Commodity Futures. (2016). Sola, Martin ; Petrella, Ivan ; Hevia, Constantino.
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  17. Do speculative traders anticipate or follow USD/EUR exchange rate movements? New evidence on the efficiency of the EUR currency futures market. (2015). Hossfeld, Oliver ; Rothig, Andreas .
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  18. Economic Uncertainty and Commodity Futures Volatility. (2015). Watugala, Sumudu W.
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  19. Production Risk and the Futures Price Risk Premium?. (2015). Misund, BÃ¥rd ; Asche, Frank ; Oglend, Atle.
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  20. The time-varying causality between spot and futures crude oil prices: A regime switching approach. (2015). Balcilar, Mehmet ; Hammoudeh, Shawkat ; Gungor, Hasan .
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  21. Investor structure and the informational efficiency of commodity futures prices. (2015). Chen, Yu-Lun ; Chang, Ya-Kai .
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  22. Electricity futures prices in an emissions constrained economy: Evidence from European power markets. (2015). Symeonidis, Lazaros ; Markellos, Raphael ; Daskalakis, George ; George, Lazaros Symeonidis .
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  23. Effects of Index-Fund Investing on Commodity Futures Prices. (2014). Wu, Jing Cynthia ; Hamilton, James.
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  24. The political economy of food security: a behavioral perspective. (2014). Timmer, Peter C..
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  25. Exploiting commodity momentum along the futures curves. (2014). Karstanje, Dennis ; de Groot, Wilma ; Zhou, Weili .
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  26. Are there common factors in individual commodity futures returns?. (2014). Skiadopoulos, George ; KOSTAKIS, ALEXANDROS ; Daskalaki, Charoula.
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  36. On speculators and hedgers in currency futures markets: who leads whom?. (2011). Röthig, Andreas ; Rothig, Andreas .
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  38. Modelling risk premia in CO2 allowances spot and futures prices. (2010). Chevallier, Julien.
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  39. The Fundamentals of Commodity Futures Returns. (2008). Rouwenhorst, K. ; Hayashi, Fumio ; Gorton, Gary.
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  40. Accounting for fuel price risk when comparing renewable to gas-fired generation: the role of forward natural gas prices. (2006). Bolinger, Mark ; Golove, William ; Wiser, Ryan.
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  41. An empirical note on demand for speculation and futures risk premium: A Kalman Filter application. (1997). Topyan, Kudret ; Kocagil, Ahmet E..
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  42. Schweizerische Pflichtlagerhaltung und ihre Finanzierung. (1991). Gilroy, Bernard.
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  43. The integration of alternative information systems: an application to the Hogs and Pigs report. (1989). Skold, Karl Durwood.
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  44. Hedging with a Housing Starts Futures Contract. (1984). Rosen, Kenneth T. ; Berck, Peter.
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  45. Hedging with a housing starts futures contract. (1984). Rosen, Kenneth T ; Berck, Peter.
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  46. Efficient asset portfolios and the theory of normal backwardation. (1982). Schmitz, Andrew ; Rausser, Gordon ; Carter, Colin.
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  47. Portfolio Theory and the Demand for Futures: theory and the case of California cotton. (1980). Berck, Peter.
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  48. Portfolio Choice with Uncertain Consumption Prices: a mean-variance approch. (1980). Cecchetti, Stephen ; Berck, Peter.
    In: Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series.
    RePEc:cdl:agrebk:qt38t9z8b9.

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  49. Portfolio Choice with Uncertain Consumption Prices: a mean-variance approch. (1980). Cecchetti, Stephen ; Berck, Peter.
    In: CUDARE Working Papers.
    RePEc:ags:ucbecw:37852.

    Full description at Econpapers || Download paper

  50. Portfolio Theory and the Demand for Futures: theory and the case of California cotton. (1980). Berck, Peter.
    In: CUDARE Working Papers.
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    Full description at Econpapers || Download paper

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