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subject:"Erdöl"
~isPartOf:"Agricultural finance review"
~isPartOf:"Journal of international financial markets, institutions & money"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~subject:"Commodity price"
~subject:"Volatility"
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Search: subject_exact:"Commodity derivative"
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Erdöl
Commodity price
Volatility
Commodity derivative
49
Rohstoffderivat
49
Volatilität
19
USA
18
United States
18
Welt
12
World
12
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Rohstoffpreis
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Derivat
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Derivative
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Commodity speculation
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Japan
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4
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4
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Xiong, Wei
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Bonato, Matteo
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Borensztein, Eduardo
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Chari, Varadarajan V.
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Cordier, Jean
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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
1
Gozgor, Giray
1
Hamilton, James D.
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Hu, Conghui
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Valero, Magali
1
Vigne, Samuel A.
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Agricultural finance review
Journal of international financial markets, institutions & money
Working paper / National Bureau of Economic Research, Inc.
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 forecasting
7
Journal of risk and financial management : JRFM
7
Pacific-Basin finance journal
7
The European journal of finance
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ECONIS (ZBW)
23
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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
Financialization in commodity markets
Chari, Varadarajan V.
;
Christiano, Lawrence J.
-
2017
Persistent link: https://www.econbiz.de/10011739658
Saved in:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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
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