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subject:"Erdöl"
~isPartOf:"Journal of banking & finance"
~language:"eng"
~subject:"Commodity price"
~subject:"Estimation"
~subject:"Volatility"
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Search: subject_exact:"Commodity derivative"
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Erdöl
Commodity price
Estimation
Volatility
Commodity derivative
53
Rohstoffderivat
53
Commodity exchange
18
Warenbörse
18
Welt
14
World
14
Capital income
12
Kapitaleinkommen
12
Volatilität
12
Derivat
11
Derivative
11
Hedging
11
Risikoprämie
11
Risk premium
11
Rohstoffpreis
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Schätzung
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Theorie
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Theory
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Commodity market
10
Option pricing theory
10
Optionspreistheorie
10
Rohstoffmarkt
10
Commodities
9
Oil price
8
Portfolio selection
8
Portfolio-Management
8
Yield curve
8
Zinsstruktur
8
Ölpreis
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Commodity futures
7
Petroleum
7
Forecasting model
6
Momentum
6
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Commodity markets
4
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English
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Prokopczuk, Marcel
5
Paschke, Raphael
3
Fernandez-Perez, Adrian
2
Nikitopoulos, Christina Sklibosios
2
Wese Simen, Chardin
2
Adams, Zeno
1
Ahmed, Shamim
1
Arismendi Zambrano, Juan Carlos
1
Back, Janis
1
Balvers, Ronald J.
1
Benth, Fred Espen
1
Bianchi, Robert
1
Casassus, Jaime
1
Cheng, Benjamin
1
Chiang, I-Hsuan Ethan
1
Chng, Michael T.
1
Collin-Dufresne, Pierre
1
Doran, James S.
1
Farkas, Walter
1
Frijns, Bart
1
Frino, Alex
1
Fuertes, Ana María
1
Geman, Hélyette
1
Glück, Thorsten
1
Gourier, Elise
1
Han, Yufeng
1
Hu, Ting
1
Hughen, W. Keener
1
Huitema, Robert
1
Huu Nhan Duong
1
Ibikunle, Gbenga
1
Indriawan, Ivan
1
Kalev, Petko S.
1
Kharoubi, Cécile
1
Lauter, Tobias
1
Liu, Peng
1
Miffre, Joëlle
1
Mikutowski, Mateusz
1
Mollica, Vito
1
Narayan, Paresh Kumar
1
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Journal of banking & finance
Energy economics
194
The journal of futures markets
99
Finance research letters
50
International review of financial analysis
44
Economic modelling
38
International review of economics & finance : IREF
37
Applied economics
29
The energy journal
28
Applied economics letters
27
International Journal of Energy Economics and Policy : IJEEP
27
Journal of commodity markets
25
Working paper
23
Applied financial economics
20
Research in international business and finance
17
American journal of agricultural economics
15
The North American journal of economics and finance : a journal of financial economics studies
14
Journal of international money and finance
13
Econometric Institute research papers
12
Journal of the Royal Statistical Society
11
NBER working paper series
11
International journal of finance & economics : IJFE
10
Journal of international financial markets, institutions & money
10
European review of agricultural economics : ERAE
9
NBER Working Paper
9
OPEC energy review
9
Quantitative finance
9
The review of financial studies
9
Working paper / National Bureau of Economic Research, Inc.
9
CESifo working papers
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
International journal of forecasting
8
Journal of applied econometrics
8
Journal of empirical finance
8
Journal of forecasting
8
Pacific-Basin finance journal
8
The European journal of finance
8
Finance India : the quarterly journal of Indian Institute of Finance
7
IMF working paper
7
International journal of theoretical and applied finance
7
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ECONIS (ZBW)
27
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1
Cross-asset time-series momentum : crude oil volatility and global stock markets
Fernandez-Perez, Adrian
;
Indriawan, Ivan
;
Tse, Yiuman
; …
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014492117
Saved in:
2
Measuring commodity market quality
Lauter, Tobias
;
Prokopczuk, Marcel
- In:
Journal of banking & finance
145
(
2022
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013538965
Saved in:
3
Long-run reversal in commodity returns : insights from seven centuries of evidence
Zaremba, Adam
;
Bianchi, Robert
;
Mikutowski, Mateusz
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013256444
Saved in:
4
Determinants and predictability of commodity producer returns
Wang, Qiao
;
Balvers, Ronald J.
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013256637
Saved in:
5
Curve momentum
Paschke, Raphael
;
Prokopczuk, Marcel
;
Wese Simen, Chardin
- In:
Journal of banking & finance
113
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012226133
Saved in:
6
Factor based commodity investing
Sakkas, Athanasios
;
Tessaromatis, Nikolaos P.
- In:
Journal of banking & finance
115
(
2020
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012489156
Saved in:
7
The skewness of commodity futures returns
Fernandez-Perez, Adrian
;
Frijns, Bart
;
Fuertes, Ana María
- In:
Journal of banking & finance
86
(
2018
),
pp. 127-142
Persistent link: https://www.econbiz.de/10011962440
Saved in:
8
The impact of commodity benchmarks on derivatives markets : the case of the dated Brent assessment and Brent futures
Frino, Alex
;
Ibikunle, Gbenga
;
Mollica, Vito
;
Steffen, Tom
- In:
Journal of banking & finance
95
(
2018
),
pp. 27-43
Persistent link: https://www.econbiz.de/10011966695
Saved in:
9
Equilibrium commodity prices with irreversible investment and non-linear technologies
Casassus, Jaime
;
Collin-Dufresne, Pierre
;
Routledge, …
- In:
Journal of banking & finance
95
(
2018
),
pp. 128-147
Persistent link: https://www.econbiz.de/10011966725
Saved in:
10
Pricing of long-dated commodity derivatives : do stochastic interest rates matter?
Cheng, Benjamin
;
Nikitopoulos, Christina Sklibosios
; …
- In:
Journal of banking & finance
95
(
2018
),
pp. 148-166
Persistent link: https://www.econbiz.de/10011966734
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