Year | Publication |
---|---|
2018 | "Financialization of commodity markets" in Commodities: Markets, Performance, and Strategies |
2020 | “Comovement In The Commodity Futures Markets: An Analysis Of The Energy, Grains and Livestock Sectors" in Journal of Commodity Markets |
2020 | "Robust optimization-based commodity portfolio performance" in International Journal of Financial Studies |
2020 | "Foundations of Computational Finance" in The Mathematica Journal |
2021 | "Selected Financial Applications" in The Mathematica Journal |
2022 | "Corporate Cash Holdings and Exposure to Macroeconomic Conditions" in International Journal of Financial Studies |
2023 | "Cash Holdings and Marginal Value of Cash across Different Age Groups of U.S. Firms" in Journal of Risk and Financial Management |
2024 | "Financial Market Stress and Commodity Returns: A Dynamic Approach" in Commodities |