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Introduction—special issue on commodity and energy markets in the Journal of Banking and Finance

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  • Roncoroni, Andrea
  • Prokopczuk, Marcel
  • Ronn, Ehud I.

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  • Roncoroni, Andrea & Prokopczuk, Marcel & Ronn, Ehud I., 2018. "Introduction—special issue on commodity and energy markets in the Journal of Banking and Finance," Journal of Banking & Finance, Elsevier, vol. 95(C), pages 1-4.
  • Handle: RePEc:eee:jbfina:v:95:y:2018:i:c:p:1-4
    DOI: 10.1016/j.jbankfin.2018.07.009
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    References listed on IDEAS

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    6. Eduardo Schwartz & James E. Smith, 2000. "Short-Term Variations and Long-Term Dynamics in Commodity Prices," Management Science, INFORMS, vol. 46(7), pages 893-911, July.
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    11. Arismendi, Juan C. & Back, Janis & Prokopczuk, Marcel & Paschke, Raphael & Rudolf, Markus, 2016. "Seasonal Stochastic Volatility: Implications for the pricing of commodity options," Journal of Banking & Finance, Elsevier, vol. 66(C), pages 53-65.
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