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subject:"Erdöl"
~isPartOf:"Journal of commodity markets"
~subject:"Börsenkurs"
~subject:"Commodity market"
~subject:"Rohstoffmarkt"
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Search: subject_exact:"Commodity derivative"
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Erdöl
Börsenkurs
Commodity market
Rohstoffmarkt
Commodity derivative
43
Rohstoffderivat
43
Commodity exchange
18
Warenbörse
18
Commodity price
13
Rohstoffpreis
13
Volatility
13
Volatilität
13
Theorie
11
Theory
11
Derivat
10
Derivative
10
Estimation
10
Schätzung
10
Capital income
9
Kapitaleinkommen
9
Welt
8
World
8
ARCH model
7
ARCH-Modell
7
Commodity futures
7
Forecasting model
7
Portfolio selection
7
Portfolio-Management
7
Prognoseverfahren
7
Hedging
6
CAPM
5
China
5
Oil price
5
Risikoprämie
5
Risk premium
5
Speculation
5
Spekulation
5
Ölpreis
5
Financialization
4
Spillover effect
4
Spillover-Effekt
4
Ankündigungseffekt
3
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English
14
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Irwin, Scott H.
2
Alfeus, Mesias
1
Bagnarosa, Guillaume
1
Batista Soares, David
1
Bohl, Martin T.
1
Borocco, Etienne
1
Chatziantoniou, Ioannis
1
Cortazar, Gonzalo
1
Cuñado Eizaguirre, Juncal
1
Debie, Philippe
1
Fan, John Hua
1
Fry-McKibbin, Renée
1
Frydenberg, Stein
1
Gabauer, David
1
Gao, Wang
1
Gohin, Alexandre
1
Hardik, Marfatia
1
Kang, Wenjin
1
McKinnon, Kate
1
Mo, Di
1
Mohanty, Sunil
1
Nikitopoulos, Christina Sklibosios
1
Niu, Zibo
1
Ortega, Hector
1
Pennings, Joost M. E.
1
Perez de Gracia, Fernando
1
Pütz, Alexander
1
Rojas, Maximiliano
1
Ronn, Ehud I.
1
Sanders, Dwight R.
1
Schwartz, Eduardo S.
1
Sulewski, Christoph
1
Tang, Ke
1
Wang, Ningli
1
Westgaard, Sjur
1
Wong, Patrick
1
Yan, Lei
1
Zhang, Hongwei
1
Zhang, Tingxi
1
Zhao, Xinyi
1
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Journal of commodity markets
Energy economics
117
The journal of futures markets
48
Finance research letters
43
International review of financial analysis
26
International review of economics & finance : IREF
23
Applied economics letters
22
International Journal of Energy Economics and Policy : IJEEP
21
Journal of banking & finance
19
Applied economics
18
Economic modelling
17
The energy journal
16
American journal of agricultural economics
12
Journal of international money and finance
12
NBER working paper series
12
Journal of the Royal Statistical Society
11
Research in international business and finance
11
Working paper / National Bureau of Economic Research, Inc.
11
Applied financial economics
10
International journal of finance & economics : IJFE
10
NBER Working Paper
10
The North American journal of economics and finance : a journal of financial economics studies
9
Working paper
8
Finance India : the quarterly journal of Indian Institute of Finance
7
Journal of empirical finance
7
The empirical economics letters : a monthly international journal of economics
7
The review of financial studies
7
Financial modeling and risk management of energy and environmental instruments and derivates
6
OPEC energy review
6
Quantitative finance
6
Special memorandum / London & Cambridge Economic Service
6
Stocks of staple commodities
6
The European journal of finance
6
Theoretical economics letters
6
Discussion paper / Centre for Economic Policy Research
5
Economics letters
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
International journal of economics and financial issues : IJEFI
5
Journal of agricultural and applied economics
5
Journal of forecasting
5
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ECONIS (ZBW)
14
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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 impact of financialization on the efficiency of commodity futures markets
Bohl, Martin T.
;
Irwin, Scott H.
;
Pütz, Alexander
; …
- In:
Journal of commodity markets
31
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014477783
Saved in:
3
Microstructure and high-frequency price discovery in the soybean complex
Zhou, Xinquan
;
Bagnarosa, Guillaume
;
Gohin, Alexandre
; …
- In:
Journal of commodity markets
30
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014426684
Saved in:
4
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:
5
Financialization of commodity markets ten years later
Kang, Wenjin
;
Tang, Ke
;
Wang, Ningli
- In:
Journal of commodity markets
30
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014426701
Saved in:
6
The evolution of commodity market financialization : implications for portfolio diversification
Fry-McKibbin, Renée
;
McKinnon, Kate
- In:
Journal of commodity markets
32
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014495604
Saved in:
7
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:
8
Forecasting volatility in commodity markets with long-memory models
Alfeus, Mesias
;
Nikitopoulos, Christina Sklibosios
- In:
Journal of commodity markets
28
(
2022
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014335250
Saved in:
9
Sunshine vs. predatory trading effects in commodity futures markets : new evidence from index rebalancing
Yan, Lei
;
Irwin, Scott H.
;
Sanders, Dwight R.
- In:
Journal of commodity markets
26
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013451072
Saved in:
10
Rational destabilization in commodity markets
Batista Soares, David
;
Borocco, Etienne
- In:
Journal of commodity markets
25
(
2022
),
pp. 1-34
Persistent link: https://www.econbiz.de/10013204407
Saved in:
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