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subject:"Erdöl"
~isPartOf:"Economic modelling"
~isPartOf:"The review of financial studies"
~subject:"Derivative"
~type_genre:"Article in journal"
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Search: subject_exact:"Commodity derivative"
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Erdöl
Derivative
Commodity derivative
65
Rohstoffderivat
65
Volatility
32
Volatilität
32
Oil price
19
Ölpreis
19
Petroleum
17
ARCH model
16
ARCH-Modell
16
Commodity exchange
16
Estimation
16
Schätzung
16
Theorie
16
Theory
16
Warenbörse
16
Hedging
14
USA
14
United States
14
Forecasting model
13
Prognoseverfahren
13
Oil market
11
Ölmarkt
11
Capital income
10
China
10
Derivat
10
Kapitaleinkommen
10
Welt
10
World
10
Commodity futures
7
Spot market
7
Spotmarkt
7
Time series analysis
7
Zeitreihenanalyse
7
Commodity price
6
Correlation
6
Korrelation
6
Portfolio selection
6
Portfolio-Management
6
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23
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Article in journal
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23
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English
23
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Wang, Yudong
3
Park, Sung Y.
2
Zhang, Yaojie
2
Brooks, Chris
1
Casassus, Jaime
1
Chen, Ching-cheng
1
Chen, Chuang
1
Chevallier, Julien
1
Christoffersen, Peter F.
1
Chung, Richard
1
David, Alexander
1
Dewaly, Michaël
1
Ding, Haoyuan
1
Ederington, Louis H.
1
Fernando, Chitru S.
1
Giambona, Erasmo
1
Haugom, Erik
1
Jacobs, Kris
1
Kim, Hyung-Gun
1
Kim, Hyung-gun
1
Lazar, Emese
1
Li, Bin
1
Li, Haiqi
1
Li, Meng
1
Lien, Gudbrand
1
Liu, Li
1
Liu, Peng
1
Ma, Richie Ruchuan
1
Ma, Shujiao
1
Mishra, Vinod
1
Mitra, Subrata Kumar
1
Neuberger, Anthony
1
Omura, Akihiro
1
Pal, Debdatta
1
Pan, Xuhui
1
Prokopczuk, Marcel
1
Rannou, Yves
1
Schwartz, Eduardo S.
1
Smyth, Russell
1
Symeonidis, Lazaros
1
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Economic modelling
The review of financial studies
Energy economics
119
The journal of futures markets
26
Finance research letters
24
The energy journal
24
International review of financial analysis
22
International review of economics & finance : IREF
19
Applied economics
17
International Journal of Energy Economics and Policy : IJEEP
17
Journal of banking & finance
14
Journal of commodity markets
13
Research in international business and finance
12
Applied economics letters
10
Applied financial economics
8
The European journal of finance
8
American journal of agricultural economics
7
Applied economic perspectives and policy
6
Journal of empirical finance
6
Journal of risk and financial management : JRFM
6
European journal of operational research : EJOR
5
International journal of forecasting
5
Journal of forecasting
5
OPEC energy review
5
Quantitative finance
5
Theoretical economics letters
5
Annals of finance
4
Cogent economics & finance
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Finance India : the quarterly journal of Indian Institute of Finance
4
International journal of financial markets and derivatives
4
International journal of theoretical and applied finance
4
Journal of agricultural and applied economics : JAEE
4
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
4
Journal of international money and finance
4
Review of derivatives research
4
Risks : open access journal
4
The North American journal of economics and finance : a journal of financial economics studies
4
The empirical economics letters : a monthly international journal of economics
4
The journal of investment compliance
4
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ECONIS (ZBW)
23
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1
Hedging pressure momentum and the predictability of oil futures returns
Yu, Dan
;
Chen, Chuang
;
Wang, Yudong
;
Zhang, Yaojie
- In:
Economic modelling
121
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014384325
Saved in:
2
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
Saved in:
3
Intraday return predictability in China's crude oil futures market : new evidence from a unique trading mechanism
Wen, Danyan
;
Wang, Yudong
;
Zhang, Yaojie
- In:
Economic modelling
96
(
2021
),
pp. 209-219
Persistent link: https://www.econbiz.de/10012745351
Saved in:
4
Price explosiveness in nonferrous metal futures markets
Ma, Richie Ruchuan
;
Xiong, Tao
- In:
Economic modelling
94
(
2021
),
pp. 75-90
Persistent link: https://www.econbiz.de/10012694717
Saved in:
5
Derivatives supply and corporate hedging : evidence from the Safe Harbor Reform of 2005
Giambona, Erasmo
;
Wang, Ye
- In:
The review of financial studies
33
(
2020
)
11
,
pp. 5015-5050
Persistent link: https://www.econbiz.de/10012387414
Saved in:
6
Exploration activity, long-run decisions, and the risk premium in energy futures
David, Alexander
- In:
The review of financial studies
32
(
2019
)
4
,
pp. 1536-1572
Persistent link: https://www.econbiz.de/10012033720
Saved in:
7
Limit order books, uninformed traders and commodity derivatives : insights from the European carbon futures
Rannou, Yves
- In:
Economic modelling
81
(
2019
),
pp. 387-410
Persistent link: https://www.econbiz.de/10012202116
Saved in:
8
Correlation dynamics of crude oil with agricultural commodities : a comparison between energy and food crops
Pal, Debdatta
;
Mitra, Subrata Kumar
- In:
Economic modelling
82
(
2019
),
pp. 453-466
Persistent link: https://www.econbiz.de/10012203189
Saved in:
9
Return transmission and asymmetric volatility spillovers between oil futures and oil equities : new DCC-MEGARCH analyses
Tsuji, Chikashi
- In:
Economic modelling
74
(
2018
),
pp. 167-185
Persistent link: https://www.econbiz.de/10012101322
Saved in:
10
Convenience yield, realised volatility and jumps : evidence from non-ferrous metals
Omura, Akihiro
;
Li, Bin
;
Chung, Richard
;
Todorova, Neda
- In:
Economic modelling
70
(
2018
),
pp. 496-510
Persistent link: https://www.econbiz.de/10012027980
Saved in:
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