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subject:"Erdöl"
~isPartOf:"Agricultural finance review"
~isPartOf:"Journal of international financial markets, institutions & money"
~subject:"Commodity price"
~subject:"Volatility"
~subject:"Warenbörse"
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Search: subject_exact:"Commodity derivative"
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Erdöl
Commodity price
Volatility
Warenbörse
Commodity derivative
27
Rohstoffderivat
27
Volatilität
15
ARCH model
8
ARCH-Modell
8
Commodity exchange
7
Spillover effect
6
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Welt
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Fung, Hung-gay
2
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Bilgin, Mehmet Huseyin
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Bonato, Matteo
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Cordier, Jean
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Agricultural finance review
Journal of international financial markets, institutions & money
Energy economics
207
The journal of futures markets
103
Finance research letters
57
International review of financial analysis
52
Economic modelling
44
International review of economics & finance : IREF
40
Applied economics
37
Journal of banking & finance
34
The energy journal
31
Applied economics letters
30
International Journal of Energy Economics and Policy : IJEEP
30
Journal of commodity markets
30
Working paper
27
American journal of agricultural economics
19
Research in international business and finance
16
Journal of international money and finance
15
Applied financial economics
14
Quantitative finance
13
Econometric Institute research papers
12
International journal of finance & economics : IJFE
12
NBER working paper series
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The North American journal of economics and finance : a journal of financial economics studies
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Journal of the Royal Statistical Society
11
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
10
NBER Working Paper
10
The European journal of finance
10
European review of agricultural economics : ERAE
9
International journal of forecasting
9
Journal of empirical finance
9
OPEC energy review
9
The review of financial studies
9
Cogent economics & finance
8
Finance India : the quarterly journal of Indian Institute of Finance
8
International journal of theoretical and applied finance
8
Journal of forecasting
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Journal of risk and financial management : JRFM
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Pacific-Basin finance journal
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The journal of investment compliance
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ECONIS (ZBW)
17
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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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