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subject:"Erdöl"
~isPartOf:"Agricultural finance review"
~isPartOf:"Journal of international financial markets, institutions & money"
~subject:"Commodity price"
~subject:"Rohstoffderivat"
~subject:"Volatility"
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Search: subject_exact:"Commodity derivative"
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Erdöl
Commodity price
Rohstoffderivat
Volatility
Commodity derivative
27
Volatilität
15
ARCH model
8
ARCH-Modell
8
Commodity exchange
7
Warenbörse
7
Spillover effect
6
Spillover-Effekt
6
Welt
6
World
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Rohstoffmarkt
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Prognoseverfahren
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Agrarpreis
2
Agricultural price
2
Correlation
2
Derivat
2
Derivative
2
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2
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Fung, Hung-gay
2
Al-Jarrah, Idries Mohammad Wanas
1
Al-Yahyaee, Khamis Hamed
1
Ali, Jabir
1
Aruga, Kentaka
1
Bilgin, Mehmet Huseyin
1
Bonato, Matteo
1
Brorsen, B. Wade
1
Chan, Kam C.
1
Chen, Xiaomei
1
Cheung, C. Sherman
1
Cordier, Jean
1
Dai, Peng-Fei
1
Dai, Yun-Shi
1
Dinesh Kumar Sharma
1
Etienne, Xiaoli Liao
1
Feuz, Dillon M.
1
Filler, Guenther
1
Gohin, Alexandre
1
Goswami, Kishor
1
Gozgor, Giray
1
Gupta, Kriti Bardhan
1
Hammoudeh, Shawkat
1
Ji, Dasheng
1
Junttila, Juha
1
Kang, Sang Hoon
1
Lau, Chi Keung
1
Leung, Wai K.
1
Liu, Xiaoliang
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Lyócsa, Štefan
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Ma, Zhenyu
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Makus, Larry D.
1
Malhotra, Meenakshi
1
Manfredo, Mark R.
1
Mensi, Walid
1
Misra, Prabhati Kumari
1
Miu, Peter
1
Molnár, Peter
1
Odening, Martin
1
Orłowski, Lucjan T.
1
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Agricultural finance review
Journal of international financial markets, institutions & money
Energy economics
274
The journal of futures markets
217
Finance research letters
68
International review of financial analysis
68
International review of economics & finance : IREF
53
Journal of banking & finance
53
Economic modelling
52
Applied economics
47
The energy journal
45
Journal of commodity markets
43
American journal of agricultural economics
41
Applied economics letters
40
International Journal of Energy Economics and Policy : IJEEP
39
Working paper
37
Research in international business and finance
29
The handbook of commodity investing
29
Diskussionspapier / Lehrstuhl für Wirtschaftsethik, Martin-Luther-Universität Halle-Wittenberg
28
Applied financial economics
27
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
23
Working paper / National Bureau of Economic Research, Inc.
22
Journal of international money and finance
21
NBER working paper series
21
Journal of agricultural and applied economics
18
The North American journal of economics and finance : a journal of financial economics studies
18
NBER Working Paper
17
The journal of alternative investments
17
Agricultural economics : the journal of the International Association of Agricultural Economists
15
Econometric Institute research papers
15
Journal of empirical finance
15
Quantitative finance
15
European review of agricultural economics : ERAE
14
International journal of finance & economics : IJFE
14
The European journal of finance
14
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
13
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
13
The review of financial studies
13
Applied economic perspectives and policy
12
Finance India : the quarterly journal of Indian Institute of Finance
12
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ECONIS (ZBW)
27
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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
Risk spillovers and hedging effectiveness between major commodities, and Islamic and conventional GCC banks
Mensi, Walid
;
Hammoudeh, Shawkat
;
Al-Jarrah, Idries …
- In:
Journal of international financial markets, …
60
(
2019
),
pp. 68-88
Persistent link: https://www.econbiz.de/10012127964
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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