Adrian Fernandez-Perez
Adrian Fernandez-Perez
Senior Research Fellow
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The skewness of commodity futures returns
A Fernandez-Perez, B Frijns, AM Fuertes, J Miffre
Journal of Banking & Finance 86, 143-158, 2018
Commodity strategies based on momentum, term structure, and idiosyncratic volatility
AM Fuertes, J Miffre, A Fernandez‐Perez
Journal of Futures Markets 35 (3), 274-297, 2015
Contemporaneous interactions among fuel, biofuel and agricultural commodities
A Fernandez-Perez, B Frijns, A Tourani-Rad
Energy Economics 58, 1-10, 2016
When no news is good news–The decrease in investor fear after the FOMC announcement
A Fernandez-Perez, B Frijns, A Tourani-Rad
Journal of Empirical Finance 41, 187-199, 2017
The term structure of interest rates as predictor of stock returns: Evidence for the IBEX 35 during a bear market
A Fernandez-Perez, F Fernández-Rodríguez, S Sosvilla-Rivero
International Review of Economics & Finance 31, 21-33, 2014
Is idiosyncratic volatility priced in commodity futures markets?
A Fernandez-Perez, AM Fuertes, J Miffre
International Review of Financial Analysis 46, 219-226, 2016
Commodity markets, long-run predictability, and intertemporal pricing
A Fernandez-Perez, AM Fuertes, J Miffre
Review of Finance 21 (3), 1159-1188, 2017
A comprehensive appraisal of style-integration methods
A Fernandez-Perez, AM Fuertes, J Miffre
Journal of Banking & Finance 105, 134-150, 2019
Commodity futures returns and idiosyncratic volatility
J Miffre, AM Fuertes, A Fernandez-Perez
Available at SSRN, 2012
Fear connectedness among asset classes
J Andrada-Félix, A Fernandez-Perez, S Sosvilla-Rivero
Applied Economics 50 (39), 4234-4249, 2018
Precious metals, oil and the exchange rate: contemporaneous spillovers
A Fernandez-Perez, B Frijns, A Tourani-Rad
Applied Economics 49 (38), 3863-3879, 2017
Speculative pressure
JH Fan, A Fernandez‐Perez, AM Fuertes, J Miffre
Journal of Futures Markets 40 (4), 575-597, 2020
Exploiting trends in the foreign exchange markets
A Fernández-Pérez, F Fernández-Rodríguez, S Sosvilla-Rivero
Applied Economics Letters 19 (6), 591-597, 2012
COVID-19 pandemic and stock market response: A culture effect
A Fernandez-Perez, A Gilbert, I Indriawan, NH Nguyen
Journal of Behavioral and Experimental Finance 29, 100454, 2021
Does increased hedging lead to decreased price efficiency? The case of VIX ETPs and VIX futures
A Fernandez‐Perez, B Frijns, A Tourani‐Rad, RI Webb
Financial Review 54 (3), 477-500, 2019
Surprise and dispersion: Informational impact of USDA announcements
A Fernandez‐Perez, B Frijns, I Indriawan, A Tourani‐Rad
Agricultural Economics 50 (1), 113-126, 2019
Determinants of intraday price discovery in VIX exchange traded notes
A Fernandez‐Perez, B Frijns, I Gafiatullina, A Tourani‐Rad
Journal of Futures Markets 38 (5), 535-548, 2018
Commodity risks and the cross-section of equity returns
C Brooks, A Fernandez-Perez, J Miffre, O Nneji
The British Accounting Review 48 (2), 134-150, 2016
The case for long-short commodity investing
J Miffre, A Fernandez-Perez
The Journal of Alternative Investments 18 (1), 92-104, 2015
Fear of hazards in commodity futures markets
A Fernandez-Perez, AM Fuertes, M Gonzalez-Fernandez, J Miffre
Journal of Banking & Finance 119, 105902, 2020
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