Ana-Maria Fuertes
City University
H-index: 34
Asia-Lebanon
Top articles of Ana-Maria Fuertes
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Newswire Tone-Overlay Commodity Portfolios | Available at SSRN 4484107 | Ana-Maria Fuertes Nan Zhao | 2023/6/19 |
A Bayesian perspective on commodity style integration | Journal of Commodity Markets | Ana-Maria Fuertes Nan Zhao | 2023/6/1 |
The negative pricing of the may 2020 wti contract | The Energy Journal | Adrian Fernandez-Perez Ana-Maria Fuertes Joëlle Miffre | 2023/1 |
Risk‐neutral skewness and commodity futures pricing | Journal of Futures Markets | Ana‐Maria Fuertes Zhenya Liu Weiqing Tang | 2022/4 |
An Integrated-Signal Approach to Selective Hedging | Available at SSRN 4076015 | Adrian Fernandez-Perez Ana-Maria Fuertes Joëlle Miffre | 2022/4/5 |
The risk premia of energy futures | Energy Economics | Adrian Fernandez-Perez Ana-Maria Fuertes Joelle Miffre | 2021/10/1 |
Bank credit risk events and peers' equity value | International Review of Financial Analysis | Ana-Maria Fuertes Maria-Dolores Robles | 2021/5/1 |
Capturing Energy Risk Premia | Energy Economics | Adrian Fernandez-Perez Ana-Maria Fuertes Joelle Miffre | 2021/4/9 |
On the negative pricing of WTI crude oil futures | Global Commodities Applied Research Digest | Adrian Fernandez-Perez Ana-Maria Fuertes Joëlle Miffre | 2021 |
Fear of hazards in commodity futures markets | Journal of Banking & Finance | Adrian Fernandez-Perez Ana-Maria Fuertes Marcos Gonzalez-Fernandez Joelle Miffre | 2020/10/1 |
Speculative Pressure | Journal of Futures Markets | John Hua Adrian Fernandez-Perez Ana-Maria Fuertes Joelle Miffre | 2020/4/1 |
Fear of Hazards in Commodity Markets | Adrian Fernandez-Perez Ana-Maria Fuertes Marcos Gonzalez-Fernandez Joëlle Miffre | 2020 |
Co-Authors
