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subject:"Erdöl"
~isPartOf:"International review of financial analysis"
~isPartOf:"Journal of emerging market finance"
~isPartOf:"The European journal of finance"
~subject:"Rohstoffderivat"
~type:"article"
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Search: subject_exact:"Commodity derivative"
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Erdöl
Rohstoffderivat
Commodity derivative
85
Volatility
41
Volatilität
41
Commodity exchange
24
Warenbörse
24
Welt
24
World
24
Derivat
22
Derivative
22
Hedging
18
ARCH model
17
ARCH-Modell
17
Oil price
17
Portfolio selection
17
Portfolio-Management
17
Ölpreis
17
Petroleum
15
Commodity market
14
Estimation
14
Rohstoffmarkt
14
Schätzung
14
Theorie
12
Theory
12
Forecasting model
11
Prognoseverfahren
11
Spillover effect
11
Spillover-Effekt
11
Börsenkurs
10
Share price
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Anlageverhalten
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Behavioural finance
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China
9
Capital income
8
Commodity price
8
Kapitaleinkommen
8
Rohstoffpreis
8
Commodities
7
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7
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85
Conference paper
1
Konferenzbeitrag
1
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English
85
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Bouri, Elie
3
Lien, Da-hsiang Donald
3
Ma, Feng
3
Choudhry, Taufiq
2
Cotter, John
2
DeBoyrie, Maria Eugenia
2
Ding, Shusheng
2
Fang, Libing
2
Han, Liyan
2
Lu, Xinjie
2
Miffre, Joëlle
2
Nguyen, Duc Khuong
2
Pavlova, Ivelina
2
Wang, Shixuan
2
Zhang, Yongmin
2
Zhang, Yue-jun
2
Akhtaruzzaman, Md.
1
Alagidede, Paul
1
Ali, Faek Menla
1
Amar, Amine Ben
1
Andreasson, Pierre
1
Auer, Benjamin R.
1
Banerjee, Ameet Kumar
1
Basu, Sankarshan
1
Bayaa, Yasmeen
1
Bekiros, Stelios
1
Bellalah, Makram
1
Ben Amar, Amine
1
Ben Slimane, Ikrame
1
Benkraiem, Ramzi
1
Bhatia, Vaneet
1
Bianchi, Robert
1
Boako, Gideon
1
Borovkova, Svetlana
1
Brio, Esther B. del
1
Brooks, Chris
1
Brooks, Robert
1
Brunner, Bernhard
1
Carter, Colin Andre
1
Chakrabarti, Binay Bhushan
1
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International review of financial analysis
Journal of emerging market finance
The European journal of finance
Energy economics
287
The journal of futures markets
217
Finance research letters
74
International review of economics & finance : IREF
53
Journal of banking & finance
53
Economic modelling
52
Applied economics
47
The energy journal
45
Journal of commodity markets
43
American journal of agricultural economics
41
Applied economics letters
40
International Journal of Energy Economics and Policy : IJEEP
39
Research in international business and finance
33
The handbook of commodity investing
29
Applied financial economics
27
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
23
Journal of international money and finance
21
Journal of agricultural and applied economics
18
The North American journal of economics and finance : a journal of financial economics studies
18
The journal of alternative investments
17
Agricultural economics : the journal of the International Association of Agricultural Economists
15
Agricultural finance review
15
Journal of empirical finance
15
Quantitative finance
15
International journal of finance & economics : IJFE
14
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
13
European review of agricultural economics : ERAE
13
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
13
The review of financial studies
13
Applied economic perspectives and policy
12
Finance India : the quarterly journal of Indian Institute of Finance
12
Journal of international financial markets, institutions & money
12
Journal of risk and financial management : JRFM
12
Pacific-Basin finance journal
12
International journal of forecasting
11
Journal of the Royal Statistical Society
11
OPEC energy review
11
The IUP journal of financial risk management : IJFRM
11
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ECONIS (ZBW)
85
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1
Volatility spillovers and hedging strategies between impact investing and agricultural commodities
Banerjee, Ameet Kumar
;
Akhtaruzzaman, Md.
;
Sensoy, Ahmet
; …
- In:
International review of financial analysis
94
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014543920
Saved in:
2
Do commodity futures have a steering effect on the spot stock market in China? : new evidence from volatility forecasting
Lu, Fei
;
Ma, Feng
;
Bouri, Elie
;
Liao, Yin
- In:
International review of financial analysis
94
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014543949
Saved in:
3
To hedge or not to hedge? : cryptocurrencies, gold and oil against stock market risk
Echaust, Krzysztof
;
Just, Małgorzata
;
Kliber, Agata
- In:
International review of financial analysis
94
(
2024
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014543972
Saved in:
4
The shape of the treasury yield curve and commodity prices
Bayaa, Yasmeen
;
Qadan, Mahmoud
- In:
International review of financial analysis
94
(
2024
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014543998
Saved in:
5
Memory-enhanced momentum in commodity futures markets
Mehlitz, Julia S.
;
Auer, Benjamin R.
- In:
The European journal of finance
30
(
2024
)
8
,
pp. 773-802
Persistent link: https://www.econbiz.de/10014547998
Saved in:
6
Crash risk connectedness in commodity markets
Iqbal, Najaf
;
Naeem, Muhammad Abubakr
;
Sitara Karim
; …
- In:
The European journal of finance
30
(
2024
)
11
,
pp. 1270-1294
Persistent link: https://www.econbiz.de/10014636445
Saved in:
7
Asymmetric and high-order risk transmission across VIX and Chinese futures markets
Zhang, Qun
;
Zhang, Zhendong
;
Luo, Jiawen
- In:
International review of financial analysis
93
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014543395
Saved in:
8
An analysis of the market efficiency of the Chinese copper futures based on intertemporal and intermarket arbitrages
Zhang, Huiming
;
Qian, Siji
;
Ma, Zhen
- In:
International review of financial analysis
94
(
2024
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014543946
Saved in:
9
Chinese agricultural futures volatility : new insights from potential domestic and global predictors
Lu, Xinjie
;
Su, Yuandong
;
Huang, Dengshi
- In:
International review of financial analysis
89
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014465049
Saved in:
10
Dissecting hedge funds' strategies
Noori, Mohammad
;
Hitaj, Asmerilda
- In:
International review of financial analysis
85
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014234967
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