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isPartOf:"Journal of banking & finance"
~isPartOf:"The energy journal"
~isPartOf:"The review of financial studies"
~subject:"Welt"
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Search: subject_exact:"Rohstofftermingeschäft"
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Welt
Commodity derivative
110
Rohstoffderivat
110
Oil price
37
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35
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Indriawan, Ivan
2
Lien, Da-hsiang Donald
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Ronn, Ehud I.
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Journal of banking & finance
The energy journal
The review of financial studies
Energy economics
99
The journal of futures markets
25
Finance research letters
22
Diskussionspapier / Lehrstuhl für Wirtschaftsethik, Martin-Luther-Universität Halle-Wittenberg
20
International review of financial analysis
19
International review of economics & finance : IREF
14
Research in international business and finance
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Applied economics letters
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International Journal of Energy Economics and Policy : IJEEP
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Intereconomics : review of European economic policy
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International journal of economics and financial issues : IJEFI
4
Journal of forecasting
4
Journal of international financial markets, institutions & money
4
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4
ZEF discussion papers on development policy
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Discussion paper / Tinbergen Institute
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Financial innovation : FIN
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International journal of forecasting
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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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The empirical economics letters : a monthly international journal of economics
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ECONIS (ZBW)
27
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1
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:
2
Futures prices are useful predictors of the spot price of crude oil
Ellwanger, Reinhard
;
Snudden, Stephen
- In:
The energy journal
44
(
2023
)
4
,
pp. 65-82
Persistent link: https://www.econbiz.de/10014323790
Saved in:
3
Volatility forecasting of crude oil market : which structural change based GARCH models have better performance?
Zhang, Yue-jun
;
Zhang, Han
- In:
The energy journal
44
(
2023
)
1
,
pp. 175-193
Persistent link: https://www.econbiz.de/10013542058
Saved in:
4
Intraday return predictability in the crude oil market : the role of EIA inventory announcements
Wen, Zhuzhu
;
Indriawan, Ivan
;
Lien, Da-hsiang Donald
; …
- In:
The energy journal
44
(
2023
)
5
,
pp. 149-171
Persistent link: https://www.econbiz.de/10014380659
Saved in:
5
Modelling the global price of Oil : is there any role for the oil futures-spot spread?
Valenti, Daniele
- In:
The energy journal
43
(
2022
)
2
,
pp. 41-66
Persistent link: https://www.econbiz.de/10013187829
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
Shock propagation across the futures term structure : evidence from crude oil prices
Lautier, Delphine H.
;
Raynaud, Franck
;
Robe, Michel A.
- In:
The energy journal
40
(
2019
)
3
,
pp. 125-153
Persistent link: https://www.econbiz.de/10012053253
Saved in:
8
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:
9
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:
10
Fundamental and financial influences on the co-movement of oil and gas prices
Bunn, Derek W.
;
Chevallier, Julien
;
LePen, Yannick
; …
- In:
The energy journal
38
(
2017
)
2
,
pp. 201-228
Persistent link: https://www.econbiz.de/10011661711
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