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subject:"Erdöl"
~isPartOf:"American journal of agricultural economics"
~isPartOf:"International Journal of Energy Economics and Policy : IJEEP"
~isPartOf:"The review of financial studies"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Commodity derivative"
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Erdöl
Commodity derivative
93
Rohstoffderivat
93
USA
37
United States
37
Volatility
35
Volatilität
35
Oil price
27
Ölpreis
27
Petroleum
21
Theorie
20
Theory
20
Börsenkurs
18
Commodity exchange
18
Share price
18
Warenbörse
18
Hedging
14
ARCH model
13
ARCH-Modell
13
Estimation
13
Schätzung
13
Welt
13
World
13
Derivat
12
Derivative
12
Oil market
12
Ölmarkt
12
Energiemarkt
9
Energy market
9
Causality analysis
8
Efficient market hypothesis
8
Effizienzmarkthypothese
8
Kausalanalyse
8
Cointegration
7
Commodity market
7
Kointegration
7
Option pricing theory
7
Optionspreistheorie
7
Rohstoffmarkt
7
Speculation
7
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Free
13
Undetermined
4
Type of publication
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Article
21
Type of publication (narrower categories)
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Article in journal
Aufsatz in Zeitschrift
Language
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English
21
Author
All
Łamasz, Bartosz
2
Adailah, Radi Mohammad
1
Adam, Anokye M.
1
Ahmed, Farhan
1
Al-Damour, Saba Bassam
1
Al-Majali, Ahmad
1
Aqil, Muhammad
1
Asafo-Adjei, Emmanuel
1
Aslanova, Afaq
1
Azar, Samih Antoine
1
Casassus, Jaime
1
Chen, Shu-Min
1
Christoffersen, Peter F.
1
David, Alexander
1
Dewaly, Michaël
1
Ederington, Louis H.
1
Fernando, Chitru S.
1
Giambona, Erasmo
1
Hawaldar, Iqbal Thonse
1
Iwaszczuk, Natalia
1
Jacobs, Kris
1
Karali, Berna
1
Kashif, Muhammad
1
Kumar, P. K. Santhosh
1
Liu, Peng
1
Mammadova, Simuzar
1
Meher, Bharat Kumar
1
Michalski, Marek
1
Mohapatra, Latasha
1
Mounir, Amine
1
Neuberger, Anthony
1
Owusu Junior, Peterson
1
Ozdurak, Caner
1
Pan, Xuhui
1
Puka, Radosław
1
Qabhobho, Thobekile
1
Ramírez, Octavio A.
1
Sahadudheen, I.
1
Salha, Angelic
1
Sarea, Adel M.
1
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Published in...
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American journal of agricultural economics
International Journal of Energy Economics and Policy : IJEEP
The review of financial studies
Energy economics
92
Finance research letters
22
The journal of futures markets
17
The energy journal
16
International review of economics & finance : IREF
12
Applied economics
11
Economic modelling
10
International review of financial analysis
10
Journal of banking & finance
7
Applied financial economics
6
International journal of finance & economics : IJFE
5
OPEC energy review
5
Journal of forecasting
4
Research in international business and finance
4
Applied economics letters
3
Energy strategy reviews
3
Finance India : the quarterly journal of Indian Institute of Finance
3
International journal of forecasting
3
Journal of commodity markets
3
Journal of energy finance & development
3
Journal of international money and finance
3
The European journal of finance
3
The North American journal of economics and finance : a journal of financial economics studies
3
The empirical economics letters : a monthly international journal of economics
3
Theoretical economics letters
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
International journal of economics and finance
2
International journal of trade and global markets
2
Journal of emerging market finance
2
Journal of risk and financial management : JRFM
2
Quantitative finance
2
Quarterly bulletin / Bank of England
2
The journal of finance : the journal of the American Finance Association
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Acta Universitatis Danubius / Oeconomica
1
Agrekon
1
American economic review
1
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ECONIS (ZBW)
21
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1
The impact of global energy price volatility on oil derivative and local price in Jordan : using DCC-GARCH model
Adailah, Radi Mohammad
;
Al-Damour, Saba Bassam
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
14
(
2024
)
1
,
pp. 336-348
Persistent link: https://www.econbiz.de/10014486378
Saved in:
2
WTI crude oil options market prior to and during the COVID-19 pandemic
Łamasz, Bartosz
;
Michalski, Marek
;
Puka, Radosław
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
2
,
pp. 117-128
Persistent link: https://www.econbiz.de/10014316298
Saved in:
3
On the time-varying correlations and hedging effectiveness : an analysis of crude oil, gold, and stock market
Sahadudheen, I.
;
Kumar, P. K. Santhosh
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
6
,
pp. 353-363
Persistent link: https://www.econbiz.de/10014435115
Saved in:
4
Econometric analysis of the effect of energy prices on exchange rates during war period
Aslanova, Afaq
;
Mammadova, Simuzar
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
4
,
pp. 496-502
Persistent link: https://www.econbiz.de/10014373532
Saved in:
5
Crude oil price movements between fundamental and uncertainty : evidence from frequency causality tests
Mounir, Amine
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
3
,
pp. 428-433
Persistent link: https://www.econbiz.de/10014445050
Saved in:
6
Quantifying information transfer between commodities and implied volatilities in the energy markets : a multi-frequency approach
Qabhobho, Thobekile
;
Asafo-Adjei, Emmanuel
;
Owusu …
- In:
International Journal of Energy Economics and Policy : IJEEP
12
(
2022
)
5
,
pp. 472-481
Persistent link: https://www.econbiz.de/10013450599
Saved in:
7
Price discovery in crude oil markets : intraday volatility interactions between crude oil futures and energy exchange traded funds
Ozdurak, Caner
;
Ulusoy, Veysel
- In:
International Journal of Energy Economics and Policy : IJEEP
10
(
2020
)
3
,
pp. 402-413
Persistent link: https://www.econbiz.de/10012496957
Saved in:
8
The impact of COVID-19 on price volatility of crude oil and natural gas listed on multi commodity exchange of India
Meher, Bharat Kumar
;
Hawaldar, Iqbal Thonse
;
Mohapatra, …
- In:
International Journal of Energy Economics and Policy : IJEEP
10
(
2020
)
5
,
pp. 422-431
Persistent link: https://www.econbiz.de/10012506479
Saved in:
9
Crude oil option market parameters and their impact on the cost of hedging by long strap strategy
Łamasz, Bartosz
;
Iwaszczuk, Natalia
- In:
International Journal of Energy Economics and Policy : IJEEP
10
(
2020
)
1
,
pp. 471-480
Persistent link: https://www.econbiz.de/10012436144
Saved in:
10
The state price density implied by crude oil futures and option prices
Christoffersen, Peter F.
;
Jacobs, Kris
;
Pan, Xuhui
- In:
The review of financial studies
35
(
2022
)
2
,
pp. 1064-1103
Persistent link: https://www.econbiz.de/10012878983
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