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