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subject:"Erdöl"
~isPartOf:"Applied economics"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~subject:"Rohstoffmarkt"
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Search: subject_exact:"Commodity derivative"
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Erdöl
Rohstoffmarkt
Commodity derivative
56
Rohstoffderivat
56
Volatility
21
Volatilität
21
Estimation
20
Schätzung
20
Theorie
18
Theory
18
Commodity exchange
17
Warenbörse
17
Oil price
15
Ölpreis
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Welt
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World
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Hedging
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Petroleum
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ARCH model
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Derivat
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Derivative
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Börsenkurs
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Forecasting model
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Prognoseverfahren
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Efficient market hypothesis
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Effizienzmarkthypothese
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6
USA
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Spillover effect
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Spillover-Effekt
5
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Indriawan, Ivan
2
Luo, Jiawen
2
Zhu, Huiming
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Alfano, Simon
1
Alquist, Ron
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Başak, Suleyman
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Bouri, Elie
1
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1
Delatte, Anne-Laure
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1
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1
Huang, Rui
1
Jalkh, Naji
1
Ji, Qiang
1
Jia, Xianghua
1
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1
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1
Lamirande, P. de
1
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1
Lien, Da-hsiang Donald
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1
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1
Pal, Debdatta
1
Pavlova, Anna
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1
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Applied economics
Discussion paper / Centre for Economic Policy Research
Energy economics
107
Finance research letters
37
The journal of futures markets
25
International review of economics & finance : IREF
21
International review of financial analysis
21
Journal of banking & finance
17
The energy journal
16
International Journal of Energy Economics and Policy : IJEEP
15
Applied economics letters
14
Economic modelling
13
Journal of commodity markets
12
Journal of the Royal Statistical Society
11
Journal of international money and finance
10
Research in international business and finance
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Applied financial economics
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International journal of finance & economics : IJFE
8
NBER working paper series
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Working paper
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NBER Working Paper
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The review of financial studies
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American journal of agricultural economics
6
Finance India : the quarterly journal of Indian Institute of Finance
6
Financial modeling and risk management of energy and environmental instruments and derivates
6
OPEC energy review
6
Quantitative finance
6
Special memorandum / London & Cambridge Economic Service
6
Stocks of staple commodities
6
Journal of international financial markets, institutions & money
5
The North American journal of economics and finance : a journal of financial economics studies
5
Working paper / National Bureau of Economic Research, Inc.
5
International journal of economics and financial issues : IJEFI
4
Journal of forecasting
4
Journal of risk and financial management : JRFM
4
Risks : open access journal
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The European journal of finance
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The empirical economics letters : a monthly international journal of economics
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ECONIS (ZBW)
19
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1
An ARDL approach to study the cointegration relations between the Shanghai crude oil futures and global markets
Wang, Hongxia
;
Qiu, Shushu
;
Wang, Jianli
;
Yick, Ho Yin
- In:
Applied economics
56
(
2024
)
10
,
pp. 1208-1219
Persistent link: https://www.econbiz.de/10014446559
Saved in:
2
Risk contagions between global oil markets and China's agricultural commodity markets under structural breaks
Luo, Jiawen
;
Zhang, Qun
- In:
Applied economics
53
(
2021
)
5
,
pp. 628-649
Persistent link: https://www.econbiz.de/10012416078
Saved in:
3
Correlation between Shanghai crude oil futures, stock, foreign exchange, and gold markets : a GARCH-vine-copula method
He, Chaohua
;
Li, Guangchen
;
Fan, Hai
;
Wei, Weixian
- In:
Applied economics
53
(
2021
)
11
,
pp. 1249-1263
Persistent link: https://www.econbiz.de/10012485170
Saved in:
4
Does economic policy uncertainty matter for commodity market in China? : evidence from quantile regression
Zhu, Huiming
;
Huang, Rui
;
Wang, Ningli
;
Hau, Liya
- In:
Applied economics
52
(
2020
)
21
,
pp. 2292-2308
Persistent link: https://www.econbiz.de/10012197697
Saved in:
5
Dependence risk analysis in energy, agricultural and precious metals commodities : a pair vine copula approach
Kumar, Satish
;
Tiwari, Aviral Kumar
;
Raheem, I. D.
;
Ji, …
- In:
Applied economics
52
(
2020
)
28
,
pp. 3055-3072
Persistent link: https://www.econbiz.de/10012221480
Saved in:
6
Bad volatility is not always bad : evidence from the commodity markets
Indriawan, Ivan
;
Lien, Da-hsiang Donald
;
Roh, Tai-Yong
; …
- In:
Applied economics
52
(
2020
)
40
,
pp. 4384-4402
Persistent link: https://www.econbiz.de/10012259062
Saved in:
7
Pairs trading of Chinese and international commodities
Fernandez-Perez, Adrian
;
Frijns, Bart
;
Indriawan, Ivan
; …
- In:
Applied economics
52
(
2020
)
48
,
pp. 5203-5217
Persistent link: https://www.econbiz.de/10012307208
Saved in:
8
Language sentiment in fundamental and noise trading : evidence from crude oil
Alfano, Simon
;
Feuerriegel, Stefan
;
Neumann, Dirk
- In:
Applied economics
52
(
2020
)
49
,
pp. 5343-5363
Persistent link: https://www.econbiz.de/10012307686
Saved in:
9
Time-frequency dynamics of return spillover from crude oil to agricultural commodities
Pal, Debdatta
;
Mitra, Subrata Kumar
- In:
Applied economics
52
(
2020
)
49
,
pp. 5426-5445
Persistent link: https://www.econbiz.de/10012307706
Saved in:
10
Forecasting realized volatility of crude oil futures with equity market uncertainty
Wen, Fenghua
;
Zhao, Yupei
;
Zhang, Minzhi
;
Hu, Chunyang
- In:
Applied economics
51
(
2019
)
59
,
pp. 6411-6427
Persistent link: https://www.econbiz.de/10012197349
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