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Publications by Joëlle Miffre

Capturing the Risk Premium of Commodity Futures: The Role of Hedging Pressure

Journal of Banking and Finance

English

Tactical Allocation in Commodity Futures Markets: Combining Momentum and Term Structure Signals

Journal of Banking and Finance

English

Related publications

Commodity Futures Hedging, Risk Aversion and the Hedging Horizon

European Journal of Finance

English

Determinants of Hedging and Risk Premia in Commodity Futures Markets

Journal of Financial and Quantitative Analysis

English

The Impact of Delivery Risk on Optimal Productionand Futures Hedging

Review of Finance

English

Risk Premia and Seasonality in Commodity Futures

SSRN Electronic Journal

English

Risk Premia and Seasonality in Commodity Futures

Journal of Applied Econometrics

Social Sciences

English

The Effects of Margin Changes on the Commodity Futures Markets

SSRN Electronic Journal

English

Misspecification in Term Structure Models of Commodity Prices: Implications for Hedging Price Risk

English

Optimal Hedging in the Futures Market Under Price Uncertainty

Economics Letters

English

The Informational Role of Corporate Hedging

Management Science

Management Science

Operations Research

English