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subject:"Erdöl"
~accessRights:"restricted"
~person:"Luo, Jiawen"
~person:"Zhang, Yaojie"
~subject:"Capital income"
~subject:"Commodity price"
~subject:"Oil futures market"
~subject:"Volatility"
~subject:"Ölpreis"
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Search: subject_exact:"Commodity derivative"
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Erdöl
Capital income
Commodity price
Oil futures market
Volatility
Ölpreis
Commodity derivative
18
Rohstoffderivat
18
Oil price
14
Volatilität
14
Forecasting model
13
Prognoseverfahren
13
ARCH model
11
ARCH-Modell
11
Estimation
8
Petroleum
8
Schätzung
8
Welt
6
World
6
Volatility forecasting
5
China
4
Oil market
4
Ölmarkt
4
Capital market returns
3
Commodity exchange
3
Forecast
3
Kapitaleinkommen
3
Kapitalmarktrendite
3
Prognose
3
Return predictability
3
Warenbörse
3
agricultural commodity futures
3
Agrarpreis
2
Agricultural price
2
Commodity market
2
Derivat
2
Derivative
2
Forecast combination
2
HAR models
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18
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Luo, Jiawen
Zhang, Yaojie
Ma, Feng
27
Wei, Yu
12
Ji, Qiang
11
Bouri, Elie
10
Kang, Sang Hoon
10
Prokopczuk, Marcel
8
Uddin, Mohammed Gazi Salah
8
Gong, Xu
7
Liang, Chao
7
Lu, Xinjie
7
Wang, Yudong
7
Zaremba, Adam
7
Chevallier, Julien
6
Gupta, Rangan
6
Liu, Jing
6
Mikutowski, Mateusz
6
Tiwari, Aviral Kumar
6
Todorova, Neda
6
Xu, Yahua
6
Zhang, Dayong
6
Zhang, Yue-jun
6
Cortazar, Gonzalo
5
Fan, John Hua
5
Fernandez-Perez, Adrian
5
Huang, Dengshi
5
Narayan, Paresh Kumar
5
Wang, Lu
5
Wese Simen, Chardin
5
Benth, Fred Espen
4
Bohl, Martin T.
4
Chen, Langnan
4
Chen, Wang
4
Chen, Yu-Lun
4
Corbet, Shaen
4
Das, Debojyoti
4
Degiannakis, Stavros
4
Filis, George
4
Han, Liyan
4
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Energy economics
6
International journal of forecasting
3
Applied economics
2
Economic modelling
2
International journal of finance & economics : IJFE
1
International review of financial analysis
1
Journal of empirical finance
1
Journal of forecasting
1
The journal of futures markets
1
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ECONIS (ZBW)
18
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1
Air pollution, weather factors, and realized volatility forecasts of agricultural commodity futures
Luo, Jiawen
;
Zhang, Qun
- In:
The journal of futures markets
44
(
2024
)
2
,
pp. 151-217
Persistent link: https://www.econbiz.de/10014475455
Saved in:
2
Co-volatility and asymmetric transmission of risks between the global oil and China's futures markets
Luo, Jiawen
;
Marfatia, Hardik A.
;
Ji, Qiang
;
Klein, Tony
- In:
Energy economics
117
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014437127
Saved in:
3
Hedging pressure momentum and the predictability of oil futures returns
Yu, Dan
;
Chen, Chuang
;
Wang, Yudong
;
Zhang, Yaojie
- In:
Economic modelling
121
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014384325
Saved in:
4
Forecasting crude oil futures market returns : a principal component analysis combination approach
Zhang, Yaojie
;
Wang, Yudong
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 659-673
Persistent link: https://www.econbiz.de/10014465079
Saved in:
5
Global economic policy uncertainty aligned : an informative predictor for crude oil market volatility
Zhang, Yaojie
;
He, Mengxi
;
Wang, Yudong
;
Liang, Chao
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1318-1332
Persistent link: https://www.econbiz.de/10014465282
Saved in:
6
Forecasting the volatility of agricultural commodity futures : the role of co-volatility and oil volatility
Marfatia, Hardik A.
;
Ji, Qiang
;
Luo, Jiawen
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 383-404
Persistent link: https://www.econbiz.de/10012817783
Saved in:
7
Forecasting the oil price realized volatility : a multivariate heterogeneous autoregressive model
Tang, Yusui
;
Ma, Feng
;
Zhang, Yaojie
;
Wei, Yu
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 4770-4783
Persistent link: https://www.econbiz.de/10013461377
Saved in:
8
Forecasting realized volatility of agricultural commodity futures with infinite Hidden Markov HAR models
Luo, Jiawen
;
Klein, Tony
;
Ji, Qiang
;
Hou, Chenghan
- In:
International journal of forecasting
38
(
2022
)
1
,
pp. 51-73
Persistent link: https://www.econbiz.de/10013347412
Saved in:
9
Information connectedness of international crude oil futures : evidence from SC, WTI, and Brent
Wei, Yu
;
Zhang, Yaojie
;
Wang, Yudong
- In:
International review of financial analysis
81
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013395932
Saved in:
10
Intraday return predictability in China's crude oil futures market : new evidence from a unique trading mechanism
Wen, Danyan
;
Wang, Yudong
;
Zhang, Yaojie
- In:
Economic modelling
96
(
2021
),
pp. 209-219
Persistent link: https://www.econbiz.de/10012745351
Saved in:
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