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subject:"Erdöl"
~isPartOf:"Economic modelling"
~subject:"Commodity price"
~subject:"Volatility"
~subject:"Zeitreihenanalyse"
~subject:"Ölpreis"
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Search: subject_exact:"Commodity derivative"
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Erdöl
Commodity price
Volatility
Zeitreihenanalyse
Ölpreis
Commodity derivative
52
Rohstoffderivat
52
Volatilität
30
Oil price
17
ARCH model
16
ARCH-Modell
16
Commodity exchange
16
Estimation
16
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16
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7
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Spotmarkt
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Time series analysis
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English
38
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Wang, Yudong
3
Beckmann, Joscha
2
Czudaj, Robert
2
Li, Bin
2
Liu, Li
2
Ma, Feng
2
Park, Sung Y.
2
Wan, Jieqiu
2
Zhang, Yaojie
2
Ahmad, Wasim
1
Bei, Shuhua
1
Beljid, Makram
1
Belke, Ansgar
1
Bhar, Ramaprasad
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1
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1
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1
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1
Chen, Qiang
1
Chen, Wang
1
Chung, Richard
1
Deschamps, Bruno
1
Ding, Haoyuan
1
Ding, Shusheng
1
Dong, Minyi
1
Gong, Xu
1
Guo, Ranran
1
Gupta, Rakesh
1
Hamori, Shigeyuki
1
Haugom, Erik
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Huang, Dengshi
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Jiang, Ying
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Jiang, Zhi-qiang
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Kim, Hyung-Gun
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Lazar, Emese
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1
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Economic modelling
Energy economics
213
The journal of futures markets
74
Finance research letters
44
International review of financial analysis
36
The energy journal
34
International review of economics & finance : IREF
30
International Journal of Energy Economics and Policy : IJEEP
29
Applied economics
26
Applied economics letters
26
Journal of banking & finance
26
Working paper
24
Journal of commodity markets
22
Research in international business and finance
18
Applied financial economics
14
American journal of agricultural economics
13
Journal of international money and finance
13
Econometric Institute research papers
12
Journal of the Royal Statistical Society
11
OPEC energy review
11
The North American journal of economics and finance : a journal of financial economics studies
11
Journal of international financial markets, institutions & money
10
NBER working paper series
10
Quantitative finance
10
NBER Working Paper
9
The review of financial studies
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
International journal of forecasting
8
Journal of forecasting
8
The European journal of finance
8
CESifo working papers
7
European review of agricultural economics : ERAE
7
Finance India : the quarterly journal of Indian Institute of Finance
7
IMF working paper
7
International journal of finance & economics : IJFE
7
International journal of theoretical and applied finance
7
Journal of applied econometrics
7
Journal of empirical finance
7
Journal of risk and financial management : JRFM
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ECONIS (ZBW)
38
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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
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:
4
The impact of COVID-19 on commodity options market : evidence from China
Chen, Jilong
;
Xu, Liao
;
Xu, Hao
- In:
Economic modelling
116
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014513142
Saved in:
5
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:
6
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:
7
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:
8
Cross market predictions for commodity prices
Ding, Shusheng
;
Zhang, Yongmin
- In:
Economic modelling
91
(
2020
),
pp. 455-462
Persistent link: https://www.econbiz.de/10012429115
Saved in:
9
Which types of commodity price information are more useful for predicting US stock market volatility?
Liang, Chao
;
Ma, Feng
;
Li, Ziyang
;
Li, Yan
- In:
Economic modelling
93
(
2020
),
pp. 642-650
Persistent link: https://www.econbiz.de/10012430321
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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