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subject:"Erdöl"
~isPartOf:"Agricultural finance review"
~isPartOf:"Applied financial economics"
~isPartOf:"Journal of international financial markets, institutions & money"
~subject:"Commodity price"
~subject:"Volatility"
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Search: subject_exact:"Commodity derivative"
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Erdöl
Commodity price
Volatility
Commodity derivative
54
Rohstoffderivat
54
Volatilität
20
Estimation
14
Schätzung
14
USA
13
United States
13
ARCH model
10
ARCH-Modell
10
Commodity exchange
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Warenbörse
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Hedging
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Theorie
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Theory
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Welt
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Petroleum
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Commodity market
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Efficient market hypothesis
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Effizienzmarkthypothese
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Oil price
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Rohstoffmarkt
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Rohstoffpreis
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Spillover effect
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Spillover-Effekt
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Börsenkurs
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Capital income
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Derivat
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Derivative
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Kapitaleinkommen
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Risikomanagement
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Risk management
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Share price
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4
Großbritannien
4
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29
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Fung, Hung-gay
2
McAleer, Michael
2
Andersson, Henrik
1
Bilgin, Mehmet Huseyin
1
Bonato, Matteo
1
Carvalho, Ana Filipa
1
Chan, Kam C.
1
Cordier, Jean
1
Costa, José Sá da
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Dai, Peng-Fei
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Dai, Yun-Shi
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Dinesh Kumar Sharma
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Gohin, Alexandre
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Gozgor, Giray
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Grasso, Margherita
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Hadsell, Lester
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Junttila, Juha
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Lau, Chi Keung
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Milonas, Nikolaos T.
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Molnár, Peter
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Agricultural finance review
Applied financial economics
Journal of international financial markets, institutions & money
Energy economics
192
The journal of futures markets
77
Finance research letters
47
International review of financial analysis
41
Economic modelling
36
International review of economics & finance : IREF
35
The energy journal
27
International Journal of Energy Economics and Policy : IJEEP
26
Applied economics
25
Applied economics letters
24
Journal of banking & finance
24
Working paper
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Journal of commodity markets
20
Research in international business and finance
15
American journal of agricultural economics
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Econometric Institute research papers
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Journal of international money and finance
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Journal of the Royal Statistical Society
11
The North American journal of economics and finance : a journal of financial economics studies
11
International journal of finance & economics : IJFE
10
NBER working paper series
10
NBER Working Paper
9
OPEC energy review
9
Quantitative finance
9
The review of financial studies
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
International journal of forecasting
8
European review of agricultural economics : ERAE
7
Finance India : the quarterly journal of Indian Institute of Finance
7
IMF working paper
7
International journal of theoretical and applied finance
7
Journal of empirical finance
7
Journal of forecasting
7
Journal of risk and financial management : JRFM
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Pacific-Basin finance journal
7
The European journal of finance
7
Working paper / National Bureau of Economic Research, Inc.
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ECONIS (ZBW)
29
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1
Alarming contagion effects : the dangerous ripple effect of extreme price spillovers across crude oil, carbon emission allowance, and agriculture futures markets
Wei, Yu
;
Wang, Yizhi
;
Vigne, Samuel A.
;
Ma, Zhenyu
- In:
Journal of international financial markets, …
88
(
2023
),
pp. 1-33
Persistent link: https://www.econbiz.de/10014482920
Saved in:
2
Tail dependence structure and extreme risk spillover effects between the international agricultural futures and spot markets
Dai, Yun-Shi
;
Dai, Peng-Fei
;
Zhou, Wei-Xing
- In:
Journal of international financial markets, …
88
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014482970
Saved in:
3
Realized correlations, betas and volatility spillover in the agricultural commodity market : what has changed?
Bonato, Matteo
- In:
Journal of international financial markets, …
62
(
2019
),
pp. 184-202
Persistent link: https://www.econbiz.de/10012262524
Saved in:
4
Commodity market based hedging against stock market risk in times of financial crisis : the case of crude oil and gold
Junttila, Juha
;
Pesonen, Juho
;
Raatikainen, Juhani
- In:
Journal of international financial markets, …
56
(
2018
),
pp. 255-280
Persistent link: https://www.econbiz.de/10011984168
Saved in:
5
Agricultural price volatility and speculation by commodity index funds : a theoretical analysis
Gohin, Alexandre
;
Cordier, Jean
- In:
Agricultural finance review
77
(
2017
)
3
,
pp. 429-444
Persistent link: https://www.econbiz.de/10011799235
Saved in:
6
Volatility of commodity futures prices and market-implied inflation expectations
Orłowski, Lucjan T.
- In:
Journal of international financial markets, …
51
(
2017
),
pp. 133-141
Persistent link: https://www.econbiz.de/10011896296
Saved in:
7
Volatility forecasting of non-ferrous metal futures : covariances, covariates or combinations?
Lyócsa, Štefan
;
Molnár, Peter
;
Todorova, Neda
- In:
Journal of international financial markets, …
51
(
2017
),
pp. 228-247
Persistent link: https://www.econbiz.de/10011896310
Saved in:
8
Commodity markets volatility transmission : roles of risk perceptions and uncertainty in financial markets
Gozgor, Giray
;
Lau, Chi Keung
;
Bilgin, Mehmet Huseyin
- In:
Journal of international financial markets, …
44
(
2016
),
pp. 35-45
Persistent link: https://www.econbiz.de/10011690371
Saved in:
9
Quantitative finance for agricultural commodities : discussion and extension
Power, Gabriel J.
- In:
Agricultural finance review
76
(
2016
)
1
,
pp. 27-41
Persistent link: https://www.econbiz.de/10011695493
Saved in:
10
An autoregressive approach to modeling commodity prices as a quasi-fractional Brownian motion
Turvey, Calum Greig
;
Wongsasutthikul, Paitoon
- In:
Agricultural finance review
76
(
2016
)
1
,
pp. 54-75
Persistent link: https://www.econbiz.de/10011695541
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