Jacopo Piana

City University London - Faculty of Finance

Bunhill Row, 106

Department of Finance

London, EC1Y 8TZ

Great Britain

SCHOLARLY PAPERS

2

DOWNLOADS

589

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (2)

1.

Adaptive Expectations and Commodity Risk Premia

Number of pages: 48 Posted: 28 May 2016 Last Revised: 09 Mar 2018
Daniele Bianchi and Jacopo Piana
School of Economics and Finance, Queen Mary University of London and City University London - Faculty of Finance
Downloads 409 (71,554)

Abstract:

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Commodity Markets, Adaptive Expectations, Empirical Asset Pricing, Hedging Pressure, Time-Series Momentum

2.

Expectations, Fundamentals, and Asset Returns: Evidence from the Commodity Markets

Number of pages: 72 Posted: 25 Jun 2016 Last Revised: 18 Oct 2016
Alessandro Beber and Jacopo Piana
Cass Business School and City University London - Faculty of Finance
Downloads 180 (168,517)
Citation 1

Abstract:

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Survey expectations, commodity markets, return predictability, futures, options implied volatility