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isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of commodity markets : JCM"
~subject:"Commodity markets"
~subject:"Welt"
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Search: subject_exact:"Rohstofftermingeschäft"
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Commodity markets
Welt
Commodity derivative
58
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Prokopczuk, Marcel
3
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Journal of banking & finance
Journal of commodity markets : JCM
Energy economics
103
Finance research letters
32
The journal of futures markets
27
International review of financial analysis
23
Diskussionspapier / Lehrstuhl für Wirtschaftsethik, Martin-Luther-Universität Halle-Wittenberg
20
International review of economics & finance : IREF
18
Research in international business and finance
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The energy journal
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International Journal of Energy Economics and Policy : IJEEP
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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International journal of economics and financial issues : IJEFI
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International journal of forecasting
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Journal of international financial markets, institutions & money
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ZEF discussion papers on development policy
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Financial innovation : FIN
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Journal of applied econometrics
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OPEC energy review
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Palgrave pivot
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Review of quantitative finance and accounting
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ECONIS (ZBW)
19
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1
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:
2
Unveiling interconnectedness : exploring higher-order moments among energy, precious metals, industrial metals, and agricultural commodities in the context of geopolitical risks an...
Cui, Jinxin
;
Maghyereh, Aktham I.
- In:
Journal of commodity markets : JCM
33
(
2024
),
pp. 1-45
Persistent link: https://www.econbiz.de/10014526503
Saved in:
3
Stress from attention : the relationship between climate change attention and crude oil markets
Lin, Boqiang
;
Chen, Yiyang
;
Gong, Xu
- In:
Journal of commodity markets : JCM
34
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014548327
Saved in:
4
Cross-asset time-series momentum : crude oil volatility and global stock markets
Fernandez-Perez, Adrian
;
Indriawan, Ivan
;
Tse, Yiuman
; …
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014492117
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
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
Saved in:
7
Introduction: special issue on commodity and energy markets in the Journal of Banking and Finance
Roncoroni, Andrea
;
Prokopczuk, Marcel
;
Ronn, Ehud I.
- In:
Journal of banking & finance
95
(
2018
),
pp. 1-4
Persistent link: https://www.econbiz.de/10011966673
Saved in:
8
The impact of commodity benchmarks on derivatives markets : the case of the dated Brent assessment and Brent futures
Frino, Alex
;
Ibikunle, Gbenga
;
Mollica, Vito
;
Steffen, Tom
- In:
Journal of banking & finance
95
(
2018
),
pp. 27-43
Persistent link: https://www.econbiz.de/10011966695
Saved in:
9
Variance risk in commodity markets
Prokopczuk, Marcel
;
Symeonidis, Lazaros
;
Wese Simen, Chardin
- In:
Journal of banking & finance
81
(
2017
),
pp. 136-149
Persistent link: https://www.econbiz.de/10011816431
Saved in:
10
Are there exploitable trends in commodity futures prices?
Han, Yufeng
;
Hu, Ting
;
Yang, Jian
- In:
Journal of banking & finance
70
(
2016
),
pp. 214-234
Persistent link: https://www.econbiz.de/10011635208
Saved in:
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