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Items where Author is "Fernandez-Perez, A."

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Fernandez-Perez, A., Fuertes, A-M. ORCID: 0000-0001-6468-9845 & Miffre, J. (2023). The Negative Pricing of the May 2020 WTI Contract. The Energy Journal, 44(1), pp. 119-142. doi: 10.5547/01956574.44.1.afer

Fernandez-Perez, A., Fuertes, A-M. ORCID: 0000-0001-6468-9845 & Miffre, J. (2021). The risk premia of energy futures. Energy Economics, 102, article number 105460. doi: 10.1016/j.eneco.2021.105460

Fernandez-Perez, A., Fuertes, A-M. ORCID: 0000-0001-6468-9845, Gonzalez-Fernandez, M. & Miffre, J. (2020). Fear of hazards in commodity futures markets. Journal of Banking and Finance, 119, article number 105902. doi: 10.1016/j.jbankfin.2020.105902

Fan, J. H., Fernandez-Perez, A., Fuertes, A-M. ORCID: 0000-0001-6468-9845 & Miffre, J. (2019). Speculative Pressure. Journal of Futures Markets, 40(4), pp. 575-597. doi: 10.1002/fut.22085

Fernandez-Perez, A., Fuertes, A-M. ORCID: 0000-0001-6468-9845 & Miffre, J. (2019). A Comprehensive Appraisal of Style-Integration Methods. Journal of Banking and Finance, 105, pp. 134-150. doi: 10.1016/j.jbankfin.2019.05.016

Fernandez-Perez, A., Frijns, B., Fuertes, A-M. ORCID: 0000-0001-6468-9845 & Miffre, J. (2018). The Skewness of Commodity Futures Returns. Journal of Banking and Finance, 86, pp. 143-158. doi: 10.1016/j.jbankfin.2017.06.015

Fernandez-Perez, A., Fuertes, A-M. ORCID: 0000-0001-6468-9845 & Miffre, J. (2016). Commodity Markets, Long-Run Predictability and Intertemporal Pricing. Review of Finance, 21(3), doi: 10.1093/rof/rfw034

Fuertes, A-M. ORCID: 0000-0001-6468-9845, Miffre, J. & Fernandez-Perez, A. (2015). Commodity strategies based on momentum, term structure, and idiosyncratic volatility. Journal of Futures Markets, 35(3), pp. 274-297. doi: 10.1002/fut.21656

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