//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Erdöl"
~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Journal of emerging market finance"
~subject:"Volatilität"
~subject:"World"
~type:"article"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Commodity derivative"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Erdöl
Volatilität
World
Commodity derivative
12
Rohstoffderivat
12
Volatility
7
Commodity exchange
5
Warenbörse
5
Derivat
4
Derivative
4
Oil price
4
Option pricing theory
4
Optionspreistheorie
4
Stochastic process
4
Stochastischer Prozess
4
Theorie
4
Theory
4
Ölpreis
4
ARCH model
3
ARCH-Modell
3
Commodity market
3
Petroleum
3
Rohstoffmarkt
3
Commodity price
2
Estimation
2
Option trading
2
Optionsgeschäft
2
Rohstoffpreis
2
Schätzung
2
Welt
2
2003-2006
1
Agrarpreis
1
Agricultural price
1
Anleihe
1
BEKK-GARCH model
1
Biofuel
1
Biokraftstoff
1
Bond
1
Bubbles
1
Börsenkurs
1
more ...
less ...
Online availability
All
Undetermined
6
Type of publication
All
Article
Type of publication (narrower categories)
All
Article in journal
8
Aufsatz in Zeitschrift
8
Language
All
English
8
Author
All
Benth, Fred Espen
1
Chakrabarti, Binay Bhushan
1
Chiarella, Carl
1
Chiu, Tien-yu
1
Clewlow, Les
1
Felten, Björn
1
Fouque, Jean-Pierre
1
Goard, Joanna
1
Kang, Boda
1
Kiesel, Rüdiger
1
Kremer, Marcel
1
Maurya, Shipra
1
Nastasi, Emanuele
1
Oud, Mohammed A. Aba
1
Pallavicini, Andrea
1
Rajvanshi, Vivek
1
Saporito, Yuri F.
1
Sartorelli, Giulio
1
Shieh, Shwu-Jane
1
Thenmozhi, M.
1
Zubelli, Jorge P.
1
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
Journal of emerging market finance
Energy economics
213
The journal of futures markets
79
Finance research letters
50
International review of financial analysis
42
International review of economics & finance : IREF
36
Economic modelling
34
The energy journal
32
International Journal of Energy Economics and Policy : IJEEP
27
Applied economics
26
Journal of banking & finance
22
Applied economics letters
20
Research in international business and finance
20
Journal of commodity markets
18
American journal of agricultural economics
13
The North American journal of economics and finance : a journal of financial economics studies
12
Applied financial economics
11
International journal of finance & economics : IJFE
11
Journal of international financial markets, institutions & money
11
Journal of international money and finance
11
Quantitative finance
11
International journal of forecasting
8
Journal of forecasting
8
OPEC energy review
8
The review of financial studies
8
Finance India : the quarterly journal of Indian Institute of Finance
7
Journal of applied econometrics
7
Journal of risk and financial management : JRFM
7
Pacific-Basin finance journal
7
The European journal of finance
7
Agricultural finance review
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
Financial modeling and risk management of energy and environmental instruments and derivates
6
Journal of empirical finance
6
Review of quantitative finance and accounting
6
Cogent economics & finance
5
Global business review
5
Global finance journal
5
International journal of economics and financial issues : IJEFI
5
Risks : open access journal
5
more ...
less ...
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Crude oil volatility transmission across food commodity markets : a multivariate BEKK-GARCH approach
Thenmozhi, M.
;
Maurya, Shipra
- In:
Journal of emerging market finance
20
(
2021
)
2
,
pp. 131-164
Persistent link: https://www.econbiz.de/10012592434
Saved in:
2
Smile modeling in commodity markets
Nastasi, Emanuele
;
Pallavicini, Andrea
;
Sartorelli, Giulio
- In:
International journal of theoretical and applied finance
23
(
2020
)
3
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012271006
Saved in:
3
Volatility and liquidity on high-frequency electricity futures markets : empirical analysis and stochastic modeling
Kremer, Marcel
;
Benth, Fred Espen
;
Felten, Björn
; …
- In:
International journal of theoretical and applied finance
23
(
2020
)
4
,
pp. 1-38
Persistent link: https://www.econbiz.de/10012271026
Saved in:
4
Intraday periodicity and volatility forecasting : evidence from Indian crude oil futures market
Chakrabarti, Binay Bhushan
;
Rajvanshi, Vivek
- In:
Journal of emerging market finance
16
(
2017
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011691174
Saved in:
5
The evaluation of multiple year gas sales agreement with regime switching
Chiarella, Carl
;
Clewlow, Les
;
Kang, Boda
- In:
International journal of theoretical and applied finance
19
(
2016
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10011453874
Saved in:
6
Valuation of options on oil futures under the 3/4 oil price model
Oud, Mohammed A. Aba
;
Goard, Joanna
- In:
International journal of theoretical and applied finance
18
(
2015
)
8
,
pp. 1-12
Persistent link: https://www.econbiz.de/10011418854
Saved in:
7
Multiscale stochastic volatility model for derivatives on futures
Fouque, Jean-Pierre
;
Saporito, Yuri F.
;
Zubelli, Jorge P.
- In:
International journal of theoretical and applied finance
17
(
2014
)
7
,
pp. 1-31
Persistent link: https://www.econbiz.de/10010498865
Saved in:
8
Regime-switched volatility of brent crude oil futures with Markov-switching ARCH model
Chiu, Tien-yu
;
Shieh, Shwu-Jane
- In:
International journal of theoretical and applied finance
12
(
2009
)
2
,
pp. 113-124
Persistent link: https://www.econbiz.de/10003855754
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->