| Best of the best: A comparison of factor models S Ahmed, Z Bu, D Tsvetanov Journal of Financial and Quantitative Analysis 54 (4), 1713-1758, 2019 | 64 | 2019 |
| Bubbling over! The behaviour of oil futures along the yield curve D Tsvetanov, J Coakley, N Kellard Journal of Empirical Finance 38, 516-533, 2016 | 36 | 2016 |
| The predictive performance of commodity futures risk factors S Ahmed, D Tsvetanov Journal of Banking & Finance 71, 20-36, 2016 | 20 | 2016 |
| Is news related to GDP growth a risk factor for commodity futures returns? D Tsvetanov, J Coakley, N Kellard Quantitative Finance 16 (12), 1887-1899, 2016 | 8 | 2016 |
| Which factor model? A systematic return covariation perspective S Ahmed, Z Bu, L Symeonidis, D Tsvetanov Journal of International Money and Finance 136, 102865, 2023 | 3 | 2023 |
