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subject:"Erdöl"
~isPartOf:"Economic modelling"
~isPartOf:"The review of financial studies"
~subject:"Kapitaleinkommen"
~type_genre:"Article in journal"
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Search: subject_exact:"Commodity derivative"
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Erdöl
Kapitaleinkommen
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
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Hedging
14
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United States
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Forecasting model
13
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Oil market
11
Ölmarkt
11
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10
China
10
Derivat
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Derivative
10
Welt
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Commodity futures
7
Spot market
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Spotmarkt
7
Time series analysis
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Zeitreihenanalyse
7
Commodity price
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Correlation
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Korrelation
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Portfolio selection
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Article in journal
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English
21
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Wang, Yudong
3
Park, Sung Y.
2
Zhang, Yaojie
2
Casassus, Jaime
1
Chen, Ching-cheng
1
Chen, Chuang
1
Christoffersen, Peter F.
1
Chung, Richard
1
David, Alexander
1
Dewaly, Michaël
1
Ding, Haoyuan
1
Dong, Minyi
1
Ederington, Louis H.
1
Fernando, Chitru S.
1
Giambona, Erasmo
1
Gong, Xu
1
Haugom, Erik
1
Jacobs, Kris
1
Kim, Hyung-Gun
1
Kim, Hyung-gun
1
Li, Bin
1
Li, Haiqi
1
Li, Meng
1
Lien, Gudbrand
1
Liu, Li
1
Liu, Peng
1
Ma, Diandian
1
Ming, Lei
1
Mitra, Subrata Kumar
1
Neuberger, Anthony
1
Omura, Akihiro
1
Pal, Debdatta
1
Pan, Xuhui
1
Schwartz, Eduardo S.
1
Song, Wuqi
1
Sévi, Benoît
1
Tang, Ke
1
Todorova, Neda
1
Trolle, Anders B.
1
Tsuji, Chikashi
1
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Economic modelling
The review of financial studies
Energy economics
96
The journal of futures markets
30
Finance research letters
29
Journal of banking & finance
17
The energy journal
17
International Journal of Energy Economics and Policy : IJEEP
16
International review of financial analysis
16
International review of economics & finance : IREF
14
Applied economics
13
Journal of commodity markets
11
Applied financial economics
8
Research in international business and finance
8
Applied economics letters
6
Journal of forecasting
6
The North American journal of economics and finance : a journal of financial economics studies
6
International journal of finance & economics : IJFE
5
Journal of international money and finance
5
OPEC energy review
5
The European journal of finance
5
International journal of forecasting
4
Journal of empirical finance
4
Journal of international financial markets, institutions & money
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Energy strategy reviews
3
Finance India : the quarterly journal of Indian Institute of Finance
3
Financial innovation : FIN
3
Journal of Asian economics
3
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
3
Journal of energy finance & development
3
Journal of multinational financial management
3
Journal of risk and financial management : JRFM
3
Quantitative finance
3
The empirical economics letters : a monthly international journal of economics
3
The journal of finance : the journal of the American Finance Association
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Theoretical economics letters
3
Acta Universitatis Danubius / Oeconomica
2
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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ECONIS (ZBW)
21
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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
Revisiting time series momentum in China's commodity futures market : evidence on sources of momentum profits
Ming, Lei
;
Song, Wuqi
;
Dong, Minyi
- In:
Economic modelling
128
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014464418
Saved in:
3
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:
4
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:
5
Intraday momentum and return predictability : evidence from the crude oil market
Wen, Zhuzhu
;
Gong, Xu
;
Ma, Diandian
;
Xu, Yahua
- In:
Economic modelling
95
(
2021
),
pp. 374-384
Persistent link: https://www.econbiz.de/10012696009
Saved in:
6
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:
7
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:
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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