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3. Short-Term Speculation Effects on Agricultural Commodity Returns and Volatility in the European Market Prior to and during the Pandemic. (2022). Vaznonis, Bernardas ; Staugaitis, Algirdas Justinas.
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5. Time-frequency causality and connectedness between oil price shocks and the world food prices. (2022). Raza, Syed ; Fateh, BELAID ; Shah, Nida ; Guesmi, Khaled ; Belaid, Fateh.
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6. Who Wins and Who Loses? Trader Returns and Risk Premiums in Agricultural Futures Markets. (2020). Irwin, Scott H ; Garcia, Philip ; Moran, Nicole M.
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7. Can we still blame index funds for the price movements in the agricultural commodities market?. (2020). Klotzle, Marcelo ; Palazzi, Rafael Baptista ; de Oliveira, Erick Meira ; Figueiredo, Antonio Carlos.
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11. Financialization of metal markets: Does futures trading influence spot prices and volatility?. (2017). Wanner, Markus ; Mayer, Herbert ; Rathgeber, Andreas.
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12. Bubbles, Froth and Facts: Another Look at the Masters Hypothesis in Commodity Futures Markets. (2017). Irwin, Scott H ; Sanders, Dwight R.
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    RePEc:bla:jageco:v:68:y:2017:i:2:p:345-365.

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2. The role of financial investors in determining the commodity futures risk premium. (2020). Isleimeyyeh, Mohammad.
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3. The untold story of commodity futures in China. (2020). Zhang, Tingxi ; Fan, John Hua.
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4. Speculative pressure. (2020). Fuertes, Ana-Maria ; Fan, John Hua ; Miffre, Joelle ; Fernandezperez, Adrian.
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5. Who Wins and Who Loses? Trader Returns and Risk Premiums in Agricultural Futures Markets. (2020). Irwin, Scott H ; Garcia, Philip ; Moran, Nicole M.
   In: Applied Economic Perspectives and Policy.
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6. Fear of Hazards in Commodity Futures Markets. (2020). González-Fernández, Marcos ; Fuertes, Ana-Maria ; Gonzalez-Fernandez, Marcos ; Miffre, Joelle ; Fernandez-Perez, Adrian.
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7. Fear of Hazards in Commodity Futures Markets. (2020). Fuertes, Ana-Maria ; Fernandez-Perez, Adrian ; Gonzalez-Fernandez, Marcos ; Miffre, Joelle.
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8. Does sophistication of the weighting scheme enhance the performance of long-short commodity portfolios?. (2020). faff, robert ; Rad, Hossein ; Low, Rand ; Miffre, Joelle.
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17. Understanding the Sources of Risk Underlying the Cross Section of Commodity Returns. (2019). Gao, Xiaohui ; Bakshi, Gurdip ; Rossi, Alberto G.
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18. Analyzing the dynamic impact of electricity futures on revenue and risk of renewable energy in China. (2019). Zhang, Yue ; Farnoosh, Arash.
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20. Benefits and Consequences of Diversification: Evidence from Financialzed Commodity Portfolios. (2019). Handika, Rangga ; Ekananda, Mahjus.
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21. The weather premium in the U.S. corn market. (2018). Jacobs, Keri ; Hayes, Dermot ; Li, Ziran.
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23. Analysing the Dynamic Impact of Electricity Futures on Revenue and Risks of Renewable Energy in China. (2018). Yue, Zhang ; Farnoosh, Arash.
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24. The skewness of commodity futures returns. (2018). Fuertes, Ana-Maria ; Frijns, Bart ; Fernandez-Perez, Adrian ; Miffre, Joelle.
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26. The skewness of commodity futures returns. (2018). Fuertes, Ana-Maria ; Frijns, Bart ; Miffre, Joelle ; Fernandez-Perez, Adrian.
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27. Momentum and reversal strategies in Chinese commodity futures markets. (2018). Yang, Yurun ; Pantelous, Athanasios A ; Goncu, Ahmet.
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32. Financialisation and the Term Structure of Commodity Risk Premiums. (2017). Stenner, Nick ; Hambur, Jonathan.
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35. DOES FEAR (VIX INDEX) INCITE VOLATILITY IN FOOD PRICES?. (2017). Inar, Gokhan ; Uzmay, Ayse.
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36. Strategies Based on Momentum and Term Structure in Financialized Commodity Markets. (2016). Zaremba, Adam.
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37. Profitability of return and sentiment-based investment strategies in US futures markets. (2016). Bahloul, Walid ; Bouri, Abdelfettah.
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38. Macroeconomic factors and the cross-section of commodity futures returns. (2016). Huang, Lin ; Yuan, Ping ; Shang, Hua.
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40. Long-short commodity investing: A review of the literature. (2016). Miffre, Joelle.
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    RePEc:eee:jocoma:v:1:y:2016:i:1:p:3-13.

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41. Commodities momentum: A behavioral perspective. (2016). Drew, Michael ; Bianchi, Robert ; Fan, John Hua.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:72:y:2016:i:c:p:133-150.

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42. The predictive performance of commodity futures risk factors. (2016). Ahmed, Shamim ; Tsvetanov, Daniel.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:71:y:2016:i:c:p:20-36.

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43. Is idiosyncratic volatility priced in commodity futures markets?. (2016). Fuertes, Ana-Maria ; Miffre, Joelle ; Fernandez-Perez, Adrian.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:46:y:2016:i:c:p:219-226.

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44. Do hedging and speculative pressures drive commodity prices, or the other way round?. (2015). Lehecka, Georg .
    In: Empirical Economics.
    RePEc:spr:empeco:v:49:y:2015:i:2:p:575-603.

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45. Portfolio Diversification with Commodities in Times of Financialization. (2015). Zaremba, Adam.
    In: International Journal of Finance & Banking Studies.
    RePEc:rbs:ijfbss:v:4:y:2015:i:1:p:18-36.

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46. Commodity derivative valuation under a factor model with time-varying market prices of risk. (2015). Poblacion, Javier ; Serna, Gregorio ; Mirantes, Andres .
    In: Review of Derivatives Research.
    RePEc:kap:revdev:v:18:y:2015:i:1:p:75-93.

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47. Harvesting Commodity Curve Premiums Through Roll-Yield Differentials. (2015). Gomes, Mathieu.
    In: Post-Print.
    RePEc:hal:journl:hal-02314399.

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48. Combining momentum with reversal in commodity futures. (2015). Drew, Michael ; Bianchi, Robert ; Fan, John Hua.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:59:y:2015:i:c:p:423-444.

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49. Can No-Arbitrage SDF Models with Regime Shifts Explain the Correlations Between Commodity, Stock, and Bond Returns?. (2015). Pedio, Manuela ; Guidolin, Massimo ; Giampietro, Marta.
    In: BAFFI CAREFIN Working Papers.
    RePEc:baf:cbafwp:cbafwp1619.

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50. Is Farm Management Skill Persistent?. (2015). Schnitkey, Gary ; Li, XI ; Paulson, Nicholas.
    In: 2015 Conference, August 9-14, 2015, Milan, Italy.
    RePEc:ags:iaae15:212047.

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51. Sorting out commodity and macroeconomic risk in expected stock returns. (2014). Boons, M. F..
    In: Other publications TiSEM.
    RePEc:tiu:tiutis:1ebdac58-bf37-499d-8835-1ba1e8153940.

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52. Commodity Risk Factors and the Cross-Section of Equity Returns. (2014). Brooks, Chris ; Nneji, Ogonna ; Miffre, Joelle ; Fernandez-Perez, Adrian.
    In: ICMA Centre Discussion Papers in Finance.
    RePEc:rdg:icmadp:icma-dp2014-09.

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53. Investor Flows and the 2008 Boom/Bust in Oil Prices. (2014). Singleton, Kenneth.
    In: Management Science.
    RePEc:inm:ormnsc:v:60:y:2014:i:2:p:300-318.

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54. The predictability of aggregate returns on commodity futures. (2014). Lutzenberger, Fabian T..
    In: Review of Financial Economics.
    RePEc:eee:revfin:v:23:y:2014:i:3:p:120-130.

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55. Are there common factors in individual commodity futures returns?. (2014). Skiadopoulos, George ; KOSTAKIS, ALEXANDROS ; Daskalaki, Charoula.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:40:y:2014:i:c:p:346-363.

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56. Is Farm Management Skill Persistent?. (2014). Li, Xin ; Paulson, Nicholas.
    In: 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota.
    RePEc:ags:aaea14:170170.

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57. Financialisation and the microstructure of commodity markets: A qualitative investigation of trading strategies of financial investors and commercial traders. (2013). Staritz, Cornelia ; Heumesser, Christine.
    In: Working Papers.
    RePEc:zbw:oefsew:44.

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58. Do long-short speculators destabilize commodity futures markets?. (2013). Brooks, Chris ; Miffre, Joelle.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:30:y:2013:i:c:p:230-240.

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