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isPartOf:"Journal of banking & finance"
~isPartOf:"International review of financial analysis"
~isPartOf:"Journal of commodity markets : JCM"
~subject:"Commodity markets"
~subject:"Schätzung"
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Search: subject_exact:"Rohstofftermingeschäft"
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Commodity markets
Schätzung
Commodity derivative
118
Rohstoffderivat
118
Volatility
45
Volatilität
45
Commodity exchange
38
Warenbörse
38
Welt
35
World
35
Derivat
25
Derivative
25
Hedging
24
Commodity market
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Rohstoffmarkt
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Oil price
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Theorie
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Portfolio selection
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Kapitaleinkommen
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Commodities
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Erdöl
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Rohstoffpreis
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Commodity futures
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ARCH-Modell
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Spillover effect
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Spillover-Effekt
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Option pricing theory
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25
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Prokopczuk, Marcel
5
Bianchi, Robert
2
Miffre, Joëlle
2
Paschke, Raphael
2
Wese Simen, Chardin
2
Ahmed, Shamim
1
Andreasson, Pierre
1
Arismendi Zambrano, Juan Carlos
1
Back, Janis
1
Bekiros, Stelios
1
Benth, Fred Espen
1
Bowe, Michael
1
Brooks, Chris
1
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1
Demirer, Rıza
1
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1
Fan, John Hua
1
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1
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1
Fuertes, Ana María
1
Gao, Xinxin
1
Gregoriou, Andros
1
Gronwald, Marc
1
Haar, Lawrence
1
Hamouda, Foued
1
Hao, Jianyang
1
Huang, Shupei
1
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Hughen, W. Keener
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Lauter, Tobias
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1
Lin, Boqiang
1
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1
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1
Lu, Shanglin
1
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Journal of banking & finance
International review of financial analysis
Journal of commodity markets : JCM
Energy economics
57
The journal of futures markets
34
Applied economics
18
Economic modelling
17
Finance research letters
13
International review of economics & finance : IREF
13
Journal of commodity markets
12
Applied economics letters
11
Applied financial economics
10
International Journal of Energy Economics and Policy : IJEEP
8
Research in international business and finance
8
The North American journal of economics and finance : a journal of financial economics studies
8
Working paper
8
American journal of agricultural economics
6
Journal of applied econometrics
6
Journal of international financial markets, institutions & money
6
Econometric Institute research papers
5
International journal of forecasting
5
Journal of international money and finance
5
The energy journal
5
CESifo working papers
4
Journal of agricultural economics
4
Pacific-Basin finance journal
4
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
4
Working paper / National Bureau of Economic Research, Inc.
4
Discussion paper / Centre for Economic Policy Research
3
European review of agricultural economics : ERAE
3
International journal of finance & economics : IJFE
3
NBER working paper series
3
Queen's Economics Department working paper
3
Studies in economics and finance
3
The European journal of finance
3
The journal of finance : the journal of the American Finance Association
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Theoretical economics letters
3
Agribusiness : an international journal
2
Bank of England Working Paper
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CESifo Working Paper Series
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ECONIS (ZBW)
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1
Revisiting the pricing impact of commodity market spillovers on equity markets
Pinto-Ávalos, Francisco
;
Bowe, Michael
;
Hyde, Stuart
- In:
Journal of commodity markets : JCM
33
(
2024
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014526496
Saved in:
2
Tail risk spillover effects in commodity markets : a comparative study of crisis periods
Naeem, Muhammad Abubakr
;
Hamouda, Foued
;
Sitara Karim
- In:
Journal of commodity markets : JCM
33
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014526491
Saved in:
3
Co-movement between commodity and equity markets revisited - an application of the Thick Pen method
Wadud, Sania
;
Gronwald, Marc
;
Durand, Robert B.
;
Lee, …
- In:
International review of financial analysis
87
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014456370
Saved in:
4
Are commodity futures a hedge against inflation? : a Markov-switching approach
Liu, Chunbo
;
Zhang, Xuan
;
Zhou, Zhiping
- In:
International review of financial analysis
86
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014248412
Saved in:
5
Measuring commodity market quality
Lauter, Tobias
;
Prokopczuk, Marcel
- In:
Journal of banking & finance
145
(
2022
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013538965
Saved in:
6
Forecasting crude oil volatility with geopolitical risk : do time-varying switching probabilities play a role?
Wang, Lu
;
Ma, Feng
;
Hao, Jianyang
;
Gao, Xinxin
- In:
International review of financial analysis
76
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012804675
Saved in:
7
Do China's macro-financial factors determine the Shanghai crude oil futures market?
Lin, Boqiang
;
Su, Tong
- In:
International review of financial analysis
78
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013254489
Saved in:
8
Risk management and market conditions
Haar, Lawrence
;
Gregoriou, Andros
- In:
International review of financial analysis
78
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013255704
Saved in:
9
Asymmetry, tail risk and time series momentum
Liu, Zhenya
;
Lu, Shanglin
;
Wang, Shixuan
- In:
International review of financial analysis
78
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013255854
Saved in:
10
Long-run reversal in commodity returns : insights from seven centuries of evidence
Zaremba, Adam
;
Bianchi, Robert
;
Mikutowski, Mateusz
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013256444
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