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subject:"Erdöl"
~isPartOf:"OPEC energy review"
~subject:"2008-2019"
~subject:"Commodity price"
~subject:"Volatility"
~subject:"Warenbörse"
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Erdöl
2008-2019
Commodity price
Volatility
Warenbörse
Commodity derivative
11
Rohstoffderivat
11
Oil price
6
Ölpreis
6
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Futures
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Westgaard, Sjur
2
Al-Fattah, Saud M.
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Alom, Fardous
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Atallah, Tarek
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Fowowe, Babajide
1
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1
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OPEC energy review
Energy economics
218
The journal of futures markets
103
Finance research letters
62
International review of financial analysis
52
Economic modelling
44
International review of economics & finance : IREF
40
Applied economics
37
Journal of banking & finance
34
The energy journal
31
Applied economics letters
30
International Journal of Energy Economics and Policy : IJEEP
30
Journal of commodity markets
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American journal of agricultural economics
19
Research in international business and finance
16
Journal of international money and finance
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Applied financial economics
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Econometric Institute research papers
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International journal of finance & economics : IJFE
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NBER working paper series
12
The North American journal of economics and finance : a journal of financial economics studies
12
Journal of the Royal Statistical Society
11
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
10
Journal of international financial markets, institutions & money
10
NBER Working Paper
10
The European journal of finance
10
European review of agricultural economics : ERAE
9
International journal of forecasting
9
Journal of empirical finance
9
The review of financial studies
9
Cogent economics & finance
8
Finance India : the quarterly journal of Indian Institute of Finance
8
International journal of theoretical and applied finance
8
Journal of forecasting
8
Journal of risk and financial management : JRFM
8
Pacific-Basin finance journal
8
The journal of investment compliance
8
Agricultural finance review
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ECONIS (ZBW)
9
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Jumps in energy and non-energy commodities
Bouri, Elie
;
Gupta, Rangan
- In:
OPEC energy review
44
(
2020
)
1
,
pp. 91-111
Persistent link: https://www.econbiz.de/10013341469
Saved in:
2
Distortionary effect of trading activity in NYMEX crude oil futures market : post crisis
Naderian, Mohammad Amin
;
Javan, Afshin
- In:
OPEC energy review
41
(
2017
)
1
,
pp. 23-44
Persistent link: https://www.econbiz.de/10011790998
Saved in:
3
Stochastic volatility models for the Brent oil futures market : forecasting and extracting conditional moments
Solibakke, Per Bjarte
- In:
OPEC energy review
39
(
2015
)
2
,
pp. 184-221
Persistent link: https://www.econbiz.de/10011414460
Saved in:
4
Long-term relationships between electricity and oil, gas and coal future prices : evidence from Nordic countries, Continental Europe and the United Kingdom
Frydenberg, Stein
;
Onochie, Joseph I.
;
Westgaard, Sjur
; …
- In:
OPEC energy review
38
(
2014
)
2
,
pp. 216-242
Persistent link: https://www.econbiz.de/10010375334
Saved in:
5
Estimating and evaluating value-at-risk forecasts based on realized variance : empirical evidence from ICE Brent Crude oil futures
Haugom, Erik
;
Veka, Steinar
;
Lien, Gudbrand
;
Westgaard, Sjur
- In:
OPEC energy review
38
(
2014
)
4
,
pp. 373-397
Persistent link: https://www.econbiz.de/10010495860
Saved in:
6
Paper oil and physical oil : has speculative pressure in oil futures increased volatility in spot oil prices?
Fowowe, Babajide
- In:
OPEC energy review
38
(
2014
)
3
,
pp. 356-372
Persistent link: https://www.econbiz.de/10010495861
Saved in:
7
An introduction to oil market volatility analysis
Matar, Walid
;
Al-Fattah, Saud M.
;
Atallah, Tarek
; …
- In:
OPEC energy review
37
(
2013
)
3
,
pp. 247-269
Persistent link: https://www.econbiz.de/10010205850
Saved in:
8
Modelling petroleum future price volatility : analysing asmmetry and persistency of shocks
Alom, Fardous
;
Ward, Bert
;
Hu, Baiding
- In:
OPEC energy review
36
(
2012
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10009558932
Saved in:
9
The determinance of volatility on the American crude oil futures market
Lautier, Delphine
;
Riva, Fabrice
- In:
OPEC energy review
32
(
2008
)
2
,
pp. 105-122
Persistent link: https://www.econbiz.de/10003770492
Saved in:
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