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subject:"Erdöl"
~isPartOf:"American journal of agricultural economics"
~isPartOf:"International journal of finance & economics : IJFE"
~language:"eng"
~subject:"Commodity price"
~subject:"Volatility"
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Search: subject_exact:"Commodity derivative"
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Erdöl
Commodity price
Volatility
Commodity derivative
55
Rohstoffderivat
55
USA
22
United States
22
Volatilität
22
Commodity exchange
14
Warenbörse
14
Estimation
11
Schätzung
11
Theorie
11
Theory
11
Börsenkurs
9
Forecasting model
9
Oil price
9
Prognoseverfahren
9
Share price
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Ölpreis
9
ARCH model
8
ARCH-Modell
8
Commodity market
8
Derivat
8
Derivative
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Rohstoffmarkt
8
Sojabohne
7
Soybean
7
Ankündigungseffekt
6
Announcement effect
6
Petroleum
6
Speculation
6
Spekulation
6
Agrarpreis
5
Agrarprodukt
5
Agricultural price
5
Agricultural product
5
Rohstoffpreis
5
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4
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English
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Ma, Feng
3
Wei, Yu
3
Frechette, Darren L.
2
Li, Xiafei
2
Adjemian, Michael K.
1
Arfaoui, Mongi
1
Bai, Lan
1
Bakas, Dimitrios
1
Caporale, Guglielmo Maria
1
Carter, Colin Andre
1
Chebbi, Tarek
1
Chen, Wang
1
Chen, Xiaodan
1
Doroudian, Ali
1
Eaves, James
1
Elbakidze, Levan
1
Fackler, Paul L.
1
Frank, Julieta
1
García, Philip
1
Ghani, Maria
1
He, Xinyue
1
Hernandez, Manuel A.
1
Hilliard, Jimmy E.
1
Hmedat, Waleed
1
Horváth, Lajos
1
Huang, Dengshi
1
Ioakimidis, Marilou
1
Irwin, Scott H.
1
Janzen, Joseph P.
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Jin, Hyun J.
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Jin, Yanhong
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Karali, Berna
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Koekebakker, Steen
1
Kuma, Tadesse
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Lemma, Solomon
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1
Lien, Gudbrand
1
Liu, Zhenya
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Miller, Curtis
1
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American journal of agricultural economics
International journal of finance & economics : IJFE
Energy economics
203
The journal of futures markets
77
Finance research letters
49
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
16
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
Journal of international financial markets, institutions & money
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
7
Working paper / National Bureau of Economic Research, Inc.
7
Agricultural finance review
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ECONIS (ZBW)
23
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1
Commodity price uncertainty as a leading indicator of economic activity
Triantafyllou, Athanasios
;
Bakas, Dimitrios
; …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 4194-4219
Persistent link: https://www.econbiz.de/10014429302
Saved in:
2
Forecasting the Asian stock market volatility : evidence from WTI and INE oil futures
Ghani, Maria
;
Ma, Feng
;
Huang, Dengshi
- In:
International journal of finance & economics : IJFE
29
(
2024
)
2
,
pp. 1496-1512
Persistent link: https://www.econbiz.de/10014533268
Saved in:
3
Inventory information arrival and the crude oil futures market
Chebbi, Tarek
;
Hmedat, Waleed
- In:
International journal of finance & economics : IJFE
29
(
2024
)
2
,
pp. 1513-1533
Persistent link: https://www.econbiz.de/10014533269
Saved in:
4
Breaks in term structures : evidence from the oil futures markets
Horváth, Lajos
;
Liu, Zhenya
;
Miller, Curtis
;
Tang, Weiqing
- In:
International journal of finance & economics : IJFE
29
(
2024
)
2
,
pp. 2317-2341
Persistent link: https://www.econbiz.de/10014533420
Saved in:
5
Do Dow Jones Islamic equity indices undergo speculative pressure? : new insights from a nonlinear and asymmetric analysis
Arfaoui, Mongi
;
Raggad, Bechir
- In:
International journal of finance & economics : IJFE
28
(
2023
)
2
,
pp. 1582-1601
Persistent link: https://www.econbiz.de/10014253426
Saved in:
6
The role of intermediary capital risk in predicting oil volatility
Yin, Libo
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 401-416
Persistent link: https://www.econbiz.de/10012814586
Saved in:
7
Does crude oil futures price really help to predict spot oil price? : new evidence from density forecasting
Bai, Lan
;
Li, Xiafei
;
Wei, Yu
;
Wei, Guiwu
- In:
International journal of finance & economics : IJFE
27
(
2022
)
3
,
pp. 3694-3712
Persistent link: https://www.econbiz.de/10013330741
Saved in:
8
Which uncertainty is powerful to forecast crude oil market volatility? : new evidence
Li, Xiafei
;
Wei, Yu
;
Chen, Xiaodan
;
Ma, Feng
;
Liang, Chao
; …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 4279-4297
Persistent link: https://www.econbiz.de/10013461327
Saved in:
9
Forecasting the oil price realized volatility : a multivariate heterogeneous autoregressive model
Tang, Yusui
;
Ma, Feng
;
Zhang, Yaojie
;
Wei, Yu
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 4770-4783
Persistent link: https://www.econbiz.de/10013461377
Saved in:
10
Are price limits cooling off agricultural futures markets?
He, Xinyue
;
Serra, Teresa
- In:
American journal of agricultural economics
104
(
2022
)
5
,
pp. 1724-1746
Persistent link: https://www.econbiz.de/10013466145
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