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subject:"Erdöl"
~isPartOf:"Journal of commodity markets"
~isPartOf:"The review of financial studies"
~type:"article"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Commodity derivative"
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Erdöl
Commodity derivative
56
Rohstoffderivat
56
Commodity exchange
18
Warenbörse
18
Theorie
17
Theory
17
Volatility
15
Volatilität
15
Commodity price
14
Rohstoffpreis
14
USA
14
United States
14
Hedging
11
Capital income
10
Derivat
10
Derivative
10
Estimation
10
Kapitaleinkommen
10
Petroleum
10
Schätzung
10
Commodity market
9
Rohstoffmarkt
9
Forecasting model
8
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8
Welt
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World
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ARCH model
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ARCH-Modell
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Commodity futures
7
Oil price
7
Portfolio selection
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Portfolio-Management
7
Speculation
7
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7
Ölpreis
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CAPM
6
Risikoprämie
6
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6
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Aufsatz in Zeitschrift
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English
10
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Casassus, Jaime
1
Chatziantoniou, Ioannis
1
Christoffersen, Peter F.
1
Cuñado Eizaguirre, Juncal
1
David, Alexander
1
Dewaly, Michaël
1
Ederington, Louis H.
1
Fernando, Chitru S.
1
Gabauer, David
1
Gao, Wang
1
Giambona, Erasmo
1
Hardik, Marfatia
1
Jacobs, Kris
1
Liu, Peng
1
Neuberger, Anthony
1
Niu, Zibo
1
Pan, Xuhui
1
Perez de Gracia, Fernando
1
Schwartz, Eduardo S.
1
Tang, Ke
1
Trolle, Anders B.
1
Wang, Ye
1
Wong, Patrick
1
Zhang, Hongwei
1
Zhao, Xinyi
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Journal of commodity markets
The review of financial studies
Energy economics
92
Finance research letters
22
The journal of futures markets
17
The energy journal
16
International Journal of Energy Economics and Policy : IJEEP
13
International review of economics & finance : IREF
12
Applied economics
11
Economic modelling
10
International review of financial analysis
10
Journal of banking & finance
7
Applied financial economics
6
International journal of finance & economics : IJFE
5
OPEC energy review
5
Journal of forecasting
4
Research in international business and finance
4
Applied economics letters
3
Energy strategy reviews
3
Finance India : the quarterly journal of Indian Institute of Finance
3
International journal of forecasting
3
Journal of energy finance & development
3
Journal of international money and finance
3
The European journal of finance
3
The North American journal of economics and finance : a journal of financial economics studies
3
The empirical economics letters : a monthly international journal of economics
3
Theoretical economics letters
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
International journal of economics and finance
2
International journal of trade and global markets
2
Journal of emerging market finance
2
Journal of risk and financial management : JRFM
2
Quantitative finance
2
Quarterly bulletin / Bank of England
2
The journal of finance : the journal of the American Finance Association
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Acta Universitatis Danubius / Oeconomica
1
Agrekon
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American economic review
1
American journal of agricultural economics
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ECONIS (ZBW)
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1
Explaining intraday crude oil returns with higher order risk-neutral moments
Wong, Patrick
- In:
Journal of commodity markets
31
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014477765
Saved in:
2
The role of higher moments in predicting China's oil futures volatility : evidence from machine learning models
Zhang, Hongwei
;
Zhao, Xinyi
;
Gao, Wang
;
Niu, Zibo
- In:
Journal of commodity markets
32
(
2023
),
pp. 1-27
Persistent link: https://www.econbiz.de/10014495762
Saved in:
3
Dynamic spillovers across precious metals and oil realized volatilities : evidence from quantile extended joint connectedness measures
Cuñado Eizaguirre, Juncal
;
Chatziantoniou, Ioannis
; …
- In:
Journal of commodity markets
30
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014426696
Saved in:
4
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:
5
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:
6
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:
7
Economic linkages, relative scarcity, and commodity futures returns
Casassus, Jaime
;
Liu, Peng
;
Tang, Ke
- In:
The review of financial studies
26
(
2013
)
5
,
pp. 1324-1362
Persistent link: https://www.econbiz.de/10009752184
Saved in:
8
Determinants of trader profits in commodity futures markets
Dewaly, Michaël
;
Ederington, Louis H.
;
Fernando, Chitru S.
- In:
The review of financial studies
26
(
2013
)
10
,
pp. 2648-283
Persistent link: https://www.econbiz.de/10010207243
Saved in:
9
Unspanned stochastic volatility and the pricing of commodity derivatives
Trolle, Anders B.
;
Schwartz, Eduardo S.
- In:
The review of financial studies
22
(
2009
)
11
,
pp. 4423-4461
Persistent link: https://www.econbiz.de/10003896317
Saved in:
10
Hedging long-term exposures with multiple short-term futures contracts
Neuberger, Anthony
- In:
The review of financial studies
12
(
1999
)
2
,
pp. 429-459
Persistent link: https://www.econbiz.de/10001421830
Saved in:
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