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subject:"Erdöl"
~isPartOf:"Economic modelling"
~isPartOf:"The review of financial studies"
~subject:"Portfolio selection"
~type_genre:"Article in journal"
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Search: subject_exact:"Commodity derivative"
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Erdöl
Portfolio selection
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
USA
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United States
14
Forecasting model
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Prognoseverfahren
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Oil market
11
Ölmarkt
11
Capital income
10
China
10
Derivat
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Derivative
10
Kapitaleinkommen
10
Welt
10
World
10
Commodity futures
7
Spot market
7
Spotmarkt
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Time series analysis
7
Zeitreihenanalyse
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Commodity price
6
Correlation
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Korrelation
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Portfolio-Management
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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
Wen, Xiaoqian
2
Zhang, Yaojie
2
Ahmad, Wasim
1
Andrieş, Alin Marius
1
Bouri, Elie
1
Casassus, Jaime
1
Chen, Ching-cheng
1
Chen, Chuang
1
Christoffersen, Peter F.
1
David, Alexander
1
Dewaly, Michaël
1
Ding, Haoyuan
1
Ederington, Louis H.
1
Fernando, Chitru S.
1
Ghorbel, Ahmed
1
Giambona, Erasmo
1
Haugom, Erik
1
Jacobs, Kris
1
Kim, Hyung-Gun
1
Kim, Hyung-gun
1
Li, Haiqi
1
Li, Meng
1
Lien, Gudbrand
1
Liu, Li
1
Liu, Peng
1
Mitra, Subrata Kumar
1
Mudry, Pierre-Antoine
1
Neuberger, Anthony
1
Nguyen, Duc Khuong
1
Pal, Debdatta
1
Pan, Xuhui
1
Paraschiv, Florentina
1
Roubaud, David
1
Roy, Rudra Prosad
1
Roy, Saikat Sinha
1
Sadorsky, Perry A.
1
Schwartz, Eduardo S.
1
Sharma, Amit
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Economic modelling
The review of financial studies
Energy economics
94
The journal of futures markets
24
Finance research letters
19
International review of financial analysis
19
The energy journal
16
Applied economics
15
International Journal of Energy Economics and Policy : IJEEP
15
Journal of banking & finance
14
International review of economics & finance : IREF
12
Journal of commodity markets
10
Applied financial economics
6
Applied economics letters
5
OPEC energy review
5
Quantitative finance
5
Research in international business and finance
5
The European journal of finance
5
The North American journal of economics and finance : a journal of financial economics studies
5
The journal of alternative investments
5
Annals of finance
4
Finance India : the quarterly journal of Indian Institute of Finance
4
Journal of forecasting
4
Journal of international money and finance
4
Journal of risk and financial management : JRFM
4
Theoretical economics letters
4
Afro-Asian Journal of Finance and Accounting : AAJFA
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Global business review
3
International journal of finance & economics : IJFE
3
International journal of financial engineering
3
International journal of forecasting
3
Journal of empirical finance
3
Journal of energy finance & development
3
Journal of international financial markets, institutions & money
3
The empirical economics letters : a monthly international journal of economics
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
American journal of agricultural economics
2
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
2
Energy strategy reviews
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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
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:
5
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:
6
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:
7
Optimal hedge ratios for clean energy equities
Ahmad, Wasim
;
Sadorsky, Perry A.
;
Sharma, Amit
- In:
Economic modelling
72
(
2018
),
pp. 278-295
Persistent link: https://www.econbiz.de/10012100422
Saved in:
8
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:
9
Can energy commodity futures add to the value of carbon assets?
Wen, Xiaoqian
;
Bouri, Elie
;
Roubaud, David
- In:
Economic modelling
62
(
2017
),
pp. 194-206
Persistent link: https://www.econbiz.de/10011813408
Saved in:
10
Can investors of Chinese energy stocks benefit from diversification into commodity futures?
Wen, Xiaoqian
;
Nguyen, Duc Khuong
- In:
Economic modelling
66
(
2017
),
pp. 184-200
Persistent link: https://www.econbiz.de/10011813713
Saved in:
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