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subject:"Erdöl"
~isPartOf:"Economic modelling"
~isPartOf:"The review of financial studies"
~subject:"Schätzung"
~type_genre:"Article in journal"
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Search: subject_exact:"Commodity derivative"
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Erdöl
Schätzung
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
Theorie
16
Theory
16
Warenbörse
16
Hedging
14
USA
14
United States
14
Forecasting model
13
Prognoseverfahren
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Oil market
11
Ölmarkt
11
Capital income
10
China
10
Derivat
10
Derivative
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
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Portfolio selection
6
Portfolio-Management
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Article
25
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Article in journal
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25
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English
25
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Wang, Yudong
3
Park, Sung Y.
2
Zhang, Yaojie
2
Beckmann, Joscha
1
Bei, Shuhua
1
Belke, Ansgar
1
Casassus, Jaime
1
Chang, Kuang-liang
1
Chen, Ching-cheng
1
Chen, Chuang
1
Chen, Qiang
1
Christoffersen, Peter F.
1
Czudaj, Robert
1
David, Alexander
1
Deschamps, Bruno
1
Dewaly, Michaël
1
Ding, Haoyuan
1
Ederington, Louis H.
1
Fernando, Chitru S.
1
Giambona, Erasmo
1
Gong, Xu
1
Guo, Ranran
1
Haugom, Erik
1
Jacobs, Kris
1
Jiang, Ying
1
Kim, Hyung-Gun
1
Kim, Hyung-gun
1
Kuruppuarachchi, Duminda
1
Li, Haiqi
1
Li, Meng
1
Lien, Gudbrand
1
Lin, Hai
1
Lin, Xiaoqiang
1
Liu, Li
1
Liu, Peng
1
Liu, Xiaoquan
1
Ma, Diandian
1
Mitra, Subrata Kumar
1
Neuberger, Anthony
1
Pal, Debdatta
1
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Economic modelling
The review of financial studies
Energy economics
102
The journal of futures markets
50
Finance research letters
25
Applied economics
21
International review of economics & finance : IREF
18
International Journal of Energy Economics and Policy : IJEEP
17
The energy journal
17
Journal of banking & finance
16
International review of financial analysis
14
Applied financial economics
13
Applied economics letters
12
Journal of commodity markets
12
Research in international business and finance
9
The North American journal of economics and finance : a journal of financial economics studies
8
International journal of forecasting
6
Journal of applied econometrics
6
Journal of forecasting
6
Journal of international money and finance
6
OPEC energy review
6
American journal of agricultural economics
5
Finance India : the quarterly journal of Indian Institute of Finance
5
The European journal of finance
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
Theoretical economics letters
5
International journal of finance & economics : IJFE
4
Journal of agricultural economics
4
Journal of energy finance & development
4
Journal of international financial markets, institutions & money
4
Pacific-Basin finance journal
4
The empirical economics letters : a monthly international journal of economics
4
The journal of finance : the journal of the American Finance Association
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
European review of agricultural economics : ERAE
3
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
3
Journal of risk and financial management : JRFM
3
Quantitative finance
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
Acta Universitatis Danubius / Oeconomica
2
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ECONIS (ZBW)
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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
Price risk analysis using GARCH family models : evidence from Shanghai crude oil futures market
Bei, Shuhua
;
Yang, Aijun
;
Pei, Haotian
;
Si, Xiaoli
- In:
Economic modelling
125
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014463673
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
Macroeconomic forecasts and commodity futures volatility
Ye, Wuyi
;
Guo, Ranran
;
Deschamps, Bruno
;
Jiang, Ying
; …
- In:
Economic modelling
94
(
2021
),
pp. 981-994
Persistent link: https://www.econbiz.de/10012695606
Saved in:
7
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:
8
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:
9
Testing commodity futures market efficiency under time-varying risk premiums and heteroscedastic prices
Kuruppuarachchi, Duminda
;
Lin, Hai
;
Premachandra, I. M.
- In:
Economic modelling
77
(
2019
),
pp. 92-112
Persistent link: https://www.econbiz.de/10012198434
Saved in:
10
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
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