5
H index
3
i10 index
223
Citations
Erasmus Universiteit Rotterdam | 5 H index 3 i10 index 223 Citations RESEARCH PRODUCTION: 4 Articles 2 Papers RESEARCH ACTIVITY: 14 years (2006 - 2020). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/psz42 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Marta Szymanowska. | Is cited by: | Cites to: |
Year | Title of citing document |
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2023 | Ride the trend: Is there spread momentum profit in the US commodity markets?. (2023). Garcia, Philip ; Serra, Teresa ; Shang, Quanbiao. In: Journal of Agricultural Economics. RePEc:bla:jageco:v:74:y:2023:i:1:p:24-47. Full description at Econpapers || Download paper |
2023 | Inflation and west African sectoral stock price indices: An asymmetric kernel method analysis. (2023). Banto, Jean Michel ; Some, Sobom Matthieu ; Aurelien, Libaud Rudy. In: Emerging Markets Review. RePEc:eee:ememar:v:54:y:2023:i:c:s1566014122001042. Full description at Econpapers || Download paper |
2023 | Stock return predictability and cyclical movements in valuation ratios. (2023). Chen, LI ; Huang, Difang ; Yu, Deshui. In: Journal of Empirical Finance. RePEc:eee:empfin:v:72:y:2023:i:c:p:36-53. Full description at Econpapers || Download paper |
2023 | Convenience yield risk. (2023). Wichmann, Robert ; Simen, Chardin Wese ; Symeonidis, Lazaros ; Prokopczuk, Marcel. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323000348. Full description at Econpapers || Download paper |
2023 | Tracking speculative trading. (2023). Grob, Linus ; Boos, Dominik. In: Journal of Financial Markets. RePEc:eee:finmar:v:64:y:2023:i:c:s1386418122000635. Full description at Econpapers || Download paper |
2023 | Fair-washing in the market for structured retail products? Voluntary self-regulation versus government regulation. (2023). Tallau, Christian ; Shkel, David ; Munchhalfen, Patrick ; Baule, Rainer. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:148:y:2023:i:c:s0378426622003296. Full description at Econpapers || Download paper |
2023 | Exploiting the dynamics of commodity futures curves. (2023). Zhang, Tingxi ; Miffre, Joelle ; Fan, John Hua ; Bianchi, Robert J. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426623001632. Full description at Econpapers || Download paper |
2023 | Theory of storage implications in the European natural gas market. (2023). Torro, Hipolit ; Martinez, Beatriz. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:29:y:2023:i:c:s2405851322000678. Full description at Econpapers || Download paper |
2023 | Commodity momentum: A tale of countries and sectors. (2023). Qiao, Xiao ; Fan, John Hua. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:29:y:2023:i:c:s2405851323000053. Full description at Econpapers || Download paper |
2023 | The relative pricing of WTI and Brent crude oil futures: Expectations or risk premia?. (2023). Liu, Rui ; Gao, Xin. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851322000319. Full description at Econpapers || Download paper |
2023 | A Bayesian perspective on commodity style integration. (2023). Zhao, Nan ; Fuertes, Ana-Maria. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851323000181. Full description at Econpapers || Download paper |
2023 | The impact of financialization on the efficiency of commodity futures markets. (2023). Sulewski, Christoph ; Putz, Alexander ; Irwin, Scott H ; Bohl, Martin T. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:31:y:2023:i:c:s240585132300020x. Full description at Econpapers || Download paper |
2023 | Do spot market auction data help price discovery?. (2023). Scott, Ayesha ; Schoen, Tilman ; Miffre, Joelle ; Fernandez-Perez, Adrian. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:31:y:2023:i:c:s2405851323000259. Full description at Econpapers || Download paper |
2023 | Asset pricing with two types of heterogeneous consumption volatilities in mind: Evidence from China. (2023). Yan, Youliang ; Lin, Jianyi ; Chen, Qi-An. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:77:y:2023:i:c:s0927538x22001858. Full description at Econpapers || Download paper |
2023 | Welfare Implications of Asset Pricing Facts: Should Central Banks Fill Gaps or Remove Volatility?. (2021). Lopez, Pierlauro. In: Working Papers. RePEc:fip:fedcwq:93000. Full description at Econpapers || Download paper |
2023 | Commodity network and predictable returns. (2023). Ye, Yang ; Xu, QI. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:10:p:1423-1449. Full description at Econpapers || Download paper |
2023 | Commodity tail risks. (2023). Prokopczuk, Marcel ; Wursig, Christoph Matthias ; Moerke, Mathis ; Ammann, Manuel. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:2:p:168-197. Full description at Econpapers || Download paper |
2023 | Probability weighting in commodity futures markets. (2023). Wang, Ying ; Xu, QI ; Yuan, Jun. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:4:p:516-548. Full description at Econpapers || Download paper |
2023 | A tale of two premiums revisited. (2023). Marechal, Loic. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:5:p:580-614. Full description at Econpapers || Download paper |
2023 | Wisdom of crowds and commodity pricing. (2023). de Silva, Sanuri ; Binnewies, Sebastian ; Fan, John Hua. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:8:p:1040-1068. Full description at Econpapers || Download paper |
2023 | The geopolitical risk premium in the commodity futures market. (2023). Pan, Zheyao ; Liao, Yin ; Cheng, Daxuan. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:8:p:1069-1090. Full description at Econpapers || Download paper |
2023 | An empirical investigation on risk factors in cryptocurrency futures. (2023). Ran, Zhenkai ; Hu, Jiangdong ; Hao, Wenyan ; Chi, Yeguang. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:8:p:1161-1180. Full description at Econpapers || Download paper |
2023 | Commodity momentum and reversal: Do they exist, and if so, why?. (2023). Han, Meng. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:9:p:1204-1237. Full description at Econpapers || Download paper |
2023 | Unspanned macro risks in VIX futures. (2023). Yang, Xinglin. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:9:p:1305-1328. Full description at Econpapers || Download paper |
2023 | The macroeconomic effects of inflation uncertainty. (2023). Prieto, Esteban ; Metiu, Norbert. In: Discussion Papers. RePEc:zbw:bubdps:280419. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2014 | An Anatomy of Commodity Futures Risk Premia In: Journal of Finance. [Full Text][Citation analysis] | article | 160 |
2020 | Time-varying inflation risk and stock returns In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 26 |
2013 | Time-Varying Inflation Risk and Stock Returns.(2013) In: Staff Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 26 | paper | |
2012 | Asset Pricing Restrictions on Predictability: Frictions Matter In: Management Science. [Full Text][Citation analysis] | article | 6 |
2006 | Essays on rational asset pricing In: Other publications TiSEM. [Full Text][Citation analysis] | paper | 5 |
2009 | Reverse convertible bonds analyzed In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 26 |
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