Commodity markets through the business cycle
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- Mathieu Gatumel & Florian Ielpo, 2014. "Commodity Markets through the business cycle," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01302479, HAL.
References listed on IDEAS
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Hayette Gatfaoui, 2018. "Diversifying portfolios of U.S. stocks with crude oil and natural gas: A regime-dependent optimization with several risk measures," Papers 1811.02382, arXiv.org.
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- Chevallier, Julien & Ielpo, Florian, 2017. "Investigating the leverage effect in commodity markets with a recursive estimation approach," Research in International Business and Finance, Elsevier, vol. 39(PB), pages 763-778.
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