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subject:"Erdöl"
~isPartOf:"Journal of emerging market finance"
~isPartOf:"The European journal of finance"
~subject:"Oil price"
~subject:"Rohstoffderivat"
~type:"article"
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Search: subject_exact:"Commodity derivative"
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Erdöl
Oil price
Rohstoffderivat
Commodity derivative
17
Volatility
6
Volatilität
6
ARCH model
5
ARCH-Modell
5
Commodity exchange
5
Derivat
5
Derivative
5
Estimation
5
Petroleum
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Schätzung
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Warenbörse
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Index derivative
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Indexderivat
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Kapitaleinkommen
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Auer, Benjamin R.
1
Borovkova, Svetlana
1
Brio, Esther B. del
1
Chakrabarti, Binay Bhushan
1
Chen, Fei
1
Choudhry, Taufiq
1
Coakley, Jerry
1
Conlon, Thomas
1
Cotter, John
1
Dunis, Christian
1
Evans, Ben
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Fong, Wai-mun
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Gençay, Ramazan
1
Haseeb, Muhammad
1
Iqbal, Najaf
1
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1
Laws, Jason
1
Liu, Yunfeng
1
Maurya, Shipra
1
Mayer, Herbert Georg
1
McKenzie, Michael D.
1
Mehlitz, Julia S.
1
Mo, Sheung Yin Kevin
1
Mora-Valencia, Andrés
1
Naeem, Muhammad Abubakr
1
Paschke, Raphael
1
Perote, Javier
1
Prokopczuk, Marcel
1
Rajvanshi, Vivek
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Rathgeber, Andreas W.
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Schmid, Florian
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See, Kim Hock
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Sitara Karim
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Sutcliffe, Charles M. S.
1
Theissen, Erik
1
Thenmozhi, M.
1
Wang, Jian
1
Wanner, Markus
1
Yang, Steve Y.
1
Yu, Yangyang
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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 financial analysis
68
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)
17
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1
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:
2
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:
3
Rebalancing effects of commodity indices on open interest, volume and prices
Schmid, Florian
;
Mayer, Herbert Georg
;
Wanner, Markus
; …
- In:
The European journal of finance
29
(
2023
)
10
,
pp. 1187-1206
Persistent link: https://www.econbiz.de/10014322995
Saved in:
4
Energy ETF return jump contagion : a multivariate Hawkes process approach
Yang, Steve Y.
;
Liu, Yunfeng
;
Yu, Yangyang
;
Mo, Sheung …
- In:
The European journal of finance
28
(
2022
)
7
,
pp. 761-783
Persistent link: https://www.econbiz.de/10013373322
Saved in:
5
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:
6
Expected shortfall assessment in commodity (L)ETF portfolios with semi-nonparametric specifications
Brio, Esther B. del
;
Mora-Valencia, Andrés
;
Perote, Javier
- In:
The European journal of finance
25
(
2019
)
17
,
pp. 1746-1764
Persistent link: https://www.econbiz.de/10012207145
Saved in:
7
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:
8
Commodity futures returns : more memory than you might think!
Coakley, Jerry
;
Kellard, Neil
;
Wang, Jian
- In:
The European journal of finance
22
(
2016
)
13/15
,
pp. 1457-1483
Persistent link: https://www.econbiz.de/10011715477
Saved in:
9
Commodity futures hedging, risk aversion and the hedging horizon
Conlon, Thomas
;
Cotter, John
;
Gençay, Ramazan
- In:
The European journal of finance
22
(
2016
)
13/15
,
pp. 1534-1560
Persistent link: https://www.econbiz.de/10011715493
Saved in:
10
Forecasting the daily dynamic hedge ratios by GARCH models : evidence from the agricultural futures markets
Zhang, Yuanyuan
;
Choudhry, Taufiq
- In:
The European journal of finance
21
(
2015
)
4/6
,
pp. 376-399
Persistent link: https://www.econbiz.de/10010528976
Saved in:
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