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subject:"Erdöl"
~isPartOf:"American journal of agricultural economics"
~language:"eng"
~subject:"Volatility"
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Search: subject_exact:"Commodity derivative"
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Erdöl
Volatility
Commodity derivative
41
Rohstoffderivat
41
USA
21
United States
21
Volatilität
12
Theorie
11
Theory
11
Commodity exchange
10
Warenbörse
10
Börsenkurs
7
Share price
7
Derivat
6
Derivative
6
Sojabohne
6
Soybean
6
Agrarpreis
5
Agrarprodukt
5
Agricultural price
5
Agricultural product
5
Ankündigungseffekt
5
Announcement effect
5
Commodity market
5
Estimation
5
Rohstoffmarkt
5
Schätzung
5
Agrarmarkt
4
Agricultural market
4
Efficient market hypothesis
4
Effizienzmarkthypothese
4
Getreide
4
Grain
4
Speculation
4
Spekulation
4
ARCH model
3
ARCH-Modell
3
Bid-ask spread
3
Commodity price
3
Forecasting model
3
Geld-Brief-Spanne
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12
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English
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Adjemian, Michael K.
1
Carter, Colin Andre
1
Doroudian, Ali
1
Eaves, James
1
Elbakidze, Levan
1
Frank, Julieta
1
Frechette, Darren L.
1
García, Philip
1
He, Xinyue
1
Hernandez, Manuel A.
1
Hilliard, Jimmy E.
1
Irwin, Scott H.
1
Janzen, Joseph P.
1
Jin, Hyun J.
1
Jin, Yanhong
1
Karali, Berna
1
Koekebakker, Steen
1
Kuma, Tadesse
1
Lemma, Solomon
1
Lien, Gudbrand
1
Power, Gabriel J.
1
Ramírez, Octavio A.
1
Rashid, Shahidur
1
Reis, Jorge
1
Serra, Teresa
1
Smith, Aaron D.
1
Vercammen, James Alfred
1
Williams, Jeffrey
1
Ye, Shiyu
1
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American journal of agricultural economics
Energy economics
188
The journal of futures markets
68
Finance research letters
43
International review of financial analysis
39
Economic modelling
33
International review of economics & finance : IREF
32
The energy journal
27
International Journal of Energy Economics and Policy : IJEEP
25
Applied economics
24
Working paper
21
Applied economics letters
16
Journal of banking & finance
16
Research in international business and finance
14
Journal of commodity markets
13
Econometric Institute research papers
11
The North American journal of economics and finance : a journal of financial economics studies
11
Applied financial economics
10
International journal of finance & economics : IJFE
10
Journal of international financial markets, institutions & money
10
Journal of international money and finance
9
Quantitative finance
9
International journal of forecasting
8
OPEC energy review
8
The review of financial studies
8
Finance India : the quarterly journal of Indian Institute of Finance
7
Journal of risk and financial management : JRFM
7
Pacific-Basin finance journal
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
Financial modeling and risk management of energy and environmental instruments and derivates
6
International journal of theoretical and applied finance
6
Journal of applied econometrics
6
Journal of empirical finance
6
Journal of forecasting
6
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
6
Agricultural finance review
5
Cogent economics & finance
5
Global business review
5
NBER working paper series
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Review of quantitative finance and accounting
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ECONIS (ZBW)
12
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1
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
Saved in:
2
Event study of the crude oil futures market : a mixed event response model
Karali, Berna
;
Ye, Shiyu
;
Ramírez, Octavio A.
- In:
American journal of agricultural economics
101
(
2019
)
3
,
pp. 960-985
Persistent link: https://www.econbiz.de/10012114862
Saved in:
3
Commodity price comovement and financial speculation : the case of cotton
Janzen, Joseph P.
;
Smith, Aaron D.
;
Carter, Colin Andre
- In:
American journal of agricultural economics
100
(
2018
)
1
,
pp. 264-285
Persistent link: https://www.econbiz.de/10011959365
Saved in:
4
USDA announcement effects in real-time
Adjemian, Michael K.
;
Irwin, Scott H.
- In:
American journal of agricultural economics
100
(
2018
)
4
,
pp. 1151-1171
Persistent link: https://www.econbiz.de/10011959843
Saved in:
5
Market institutions and price relationships : the case of coffee in the Ethiopian Commodity Exchange
Hernandez, Manuel A.
;
Rashid, Shahidur
;
Lemma, Solomon
; …
- In:
American journal of agricultural economics
99
(
2017
)
3
,
pp. 683-704
Persistent link: https://www.econbiz.de/10011942904
Saved in:
6
Portfolio speculation and commodity price volatility in a stochastic storage model
Vercammen, James Alfred
;
Doroudian, Ali
- In:
American journal of agricultural economics
96
(
2014
)
2
,
pp. 517-532
Persistent link: https://www.econbiz.de/10010411908
Saved in:
7
Bid-ask spreads, volume, and volatility : evidence from livestock markets
Frank, Julieta
;
García, Philip
- In:
American journal of agricultural economics
93
(
2011
)
1
,
pp. 209-225
Persistent link: https://www.econbiz.de/10009239483
Saved in:
8
Are intraday volume and volatility u-shaped after accounting for public information?
Eaves, James
;
Williams, Jeffrey
- In:
American journal of agricultural economics
92
(
2010
)
1
,
pp. 212-227
Persistent link: https://www.econbiz.de/10008904341
Saved in:
9
The impact of North American BSE events on live cattle futures prices
Jin, Yanhong
;
Power, Gabriel J.
;
Elbakidze, Levan
- In:
American journal of agricultural economics
90
(
2008
)
5
,
pp. 1279-1286
Persistent link: https://www.econbiz.de/10003783418
Saved in:
10
Volatility and price jumps in agricultural futures prices : evidence from wheat options
Koekebakker, Steen
;
Lien, Gudbrand
- In:
American journal of agricultural economics
86
(
2004
)
4
,
pp. 1018-1031
Persistent link: https://www.econbiz.de/10002388555
Saved in:
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