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subject:"Erdöl"
~isPartOf:"Agricultural finance review"
~isPartOf:"Journal of forecasting"
~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
37
Rohstoffderivat
37
Volatilität
21
Forecasting model
13
Prognoseverfahren
13
ARCH model
11
ARCH-Modell
11
Welt
10
World
10
Commodity exchange
8
Warenbörse
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Capital income
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Kapitaleinkommen
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Oil price
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Ölpreis
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Schätzung
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Spillover effect
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Spillover-Effekt
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Theory
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Petroleum
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Rohstoffmarkt
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Rohstoffpreis
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Börsenkurs
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Commodity markets
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Derivat
3
Derivative
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23
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Fung, Hung-gay
2
Ma, Feng
2
Bilgin, Mehmet Huseyin
1
Black, Angela J.
1
Bonato, Matteo
1
Chan, Kam C.
1
Chatrath, Arjun
1
Chen, Langnan
1
Chevallier, Julien
1
Cordier, Jean
1
Dai, Peng-Fei
1
Dai, Yun-Shi
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Dinesh Kumar Sharma
1
Etienne, Xiaoli Liao
1
Gohin, Alexandre
1
Gozgor, Giray
1
Ji, Qiang
1
Jin, Xiaoye
1
Junttila, Juha
1
Klinkowska, Olga
1
Lau, Chi Keung
1
Leung, Wai K.
1
Li, Ziyang
1
Liu, Jing
1
Lu, Xinjie
1
Luo, Jiawen
1
Lyócsa, Štefan
1
Ma, Zhenyu
1
Malhotra, Meenakshi
1
Marfatia, Hardik A.
1
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1
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1
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1
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1
Pesonen, Juho
1
Power, Gabriel J.
1
Raatikainen, Juhani
1
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1
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Agricultural finance review
Journal of forecasting
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
22
Journal of commodity markets
20
Research in international business and finance
15
American journal of agricultural economics
13
Applied financial economics
13
Econometric Institute research papers
12
Journal of international money and finance
12
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 risk and financial management : JRFM
7
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)
23
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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
A tug of war of forecasting the US stock market volatility : oil futures overnight versus intraday information
Ma, Feng
;
Wahab, M. I. M.
;
Chevallier, Julien
;
Li, Ziyang
- In:
Journal of forecasting
42
(
2023
)
1
,
pp. 60-75
Persistent link: https://www.econbiz.de/10013465762
Saved in:
4
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:
5
Evaluating the predictive power of intraday technical trading in China's crude oil market
Jin, Xiaoye
- In:
Journal of forecasting
41
(
2022
)
7
,
pp. 1416-1432
Persistent link: https://www.econbiz.de/10013465702
Saved in:
6
Forecasting oil futures realized range-based volatility with jumps, leverage effect, and regime switching : new evidence from MIDAS models
Lu, Xinjie
;
Ma, Feng
;
Wang, Jiqian
;
Liu, Jing
- In:
Journal of forecasting
41
(
2022
)
4
,
pp. 853-868
Persistent link: https://www.econbiz.de/10013287870
Saved in:
7
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:
8
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:
9
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:
10
Realized volatility forecasting of agricultural commodity futures using long memory and regime switching
Tian, Fengping
;
Yang, Ke
;
Chen, Langnan
- In:
Journal of forecasting
36
(
2017
)
4
,
pp. 421-430
Persistent link: https://www.econbiz.de/10011860462
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