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Miffre, Joëlle
64  Ergebnisse:
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1

Editorial for the special issue of the journal of banking &..:

Galariotis, Emilios ; Miffre, Joëlle ; Sévi, Benoît
Journal of Banking & Finance.  162 (2024)  - p. 107166 , 2024
Link: https://doi.org/10.1016/..
 
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2

The commodity risk premium and neural networks:

Rad, Hossein ; Low, Rand Kwong Yew ; Miffre, Joëlle.
Journal of Empirical Finance.  74 (2023)  - p. 101433 , 2023
Link: https://doi.org/10.1016/..
 
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3

Exploiting the dynamics of commodity futures curves:

Bianchi, Robert J. ; Fan, John Hua ; Miffre, Joëlle.
Journal of Banking & Finance.  154 (2023)  - p. 106965 , 2023
Link: https://doi.org/10.1016/..
 
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4

Do spot market auction data help price discovery?:

Fernandez-Perez, Adrian ; Miffre, Joëlle ; Schoen, Tilman.
Journal of Commodity Markets.  31 (2023)  - p. 100335 , 2023
Link: https://doi.org/10.1016/..
 
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5

The strategic allocation to style-integrated portfolios of ..:

Rad, Hossein ; Low, Rand Kwong Yew ; Miffre, Joëlle.
Journal of Commodity Markets.  28 (2022)  - p. 100259 , 2022
Link: https://doi.org/10.1016/..
 
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6

The risk premia of energy futures:

Fernandez-Perez, Adrian ; Fuertes, Ana-Maria ; Miffre, Joelle
Energy Economics.  102 (2021)  - p. 105460 , 2021
Link: https://doi.org/10.1016/..
 
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7

Does sophistication of the weighting scheme enhance the per..:

Rad, Hossein ; Low, Rand Kwong Yew ; Miffre, Joëlle.
Journal of Empirical Finance.  58 (2020)  - p. 164-180 , 2020
Link: https://doi.org/10.1016/..
 
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8

Fear of hazards in commodity futures markets:

Fernandez-Perez, Adrian ; Fuertes, Ana-Maria ; Gonzalez-Fernandez, Marcos.
Journal of Banking & Finance.  119 (2020)  - p. 105902 , 2020
Link: https://doi.org/10.1016/..
 
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9

Speculative Pressure:

Fan, John Hua ; Fernandez-Perez, Adrian ; Fuertes, Ana-Maria.
Journal of Futures Markets.  2020 (2019)  40 - p. , 2019
Link: https://ssrn.com/abstrac..
 
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10

Speculative pressure:

Fan, John Hua ; Fernandez‐Perez, Adrian ; Fuertes, Ana‐Maria.
Journal of Futures Markets.  40 (2019)  4 - p. 575-597 , 2019
Link: https://doi.org/10.1002/..
 
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11

A Comprehensive Appraisal of Style-Integration Methods:

Fernandez-Perez, Adrian ; Fuertes, Ana-Maria ; Miffre, Joëlle
Journal of Banking and Finance, Volume 105, August 2019, pages 134-150.  , 2019
Link: https://ssrn.com/abstrac..
 
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12

A comprehensive appraisal of style-integration methods:

Fernandez-Perez, Adrian ; Fuertes, Ana-Maria ; Miffre, Joëlle
Journal of Banking & Finance.  105 (2019)  - p. 134-150 , 2019
Link: https://doi.org/10.1016/..
 
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13

The skewness of commodity futures returns:

Fernandez-Perez, Adrian ; Frijns, Bart ; Fuertes, Ana-Maria.
Journal of Banking & Finance.  86 (2018)  - p. 143-158 , 2018
Link: https://doi.org/10.1016/..
 
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14

Long-short commodity investing: A review of the literature:

Miffre, Joëlle
Journal of Commodity Markets.  1 (2016)  1 - p. 3-13 , 2016
Link: https://doi.org/10.1016/..
 
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15

Commodity risks and the cross-section of equity returns:

Brooks, Chris ; Fernandez-Perez, Adrian ; Miffre, Joëlle.
The British Accounting Review.  48 (2016)  2 - p. 134-150 , 2016
Link: https://doi.org/10.1016/..
 
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