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subject:"Erdöl"
~isPartOf:"OPEC energy review"
~subject:"Commodity price"
~subject:"Oil price"
~subject:"Volatility"
~subject:"Warenbörse"
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Search: subject_exact:"Commodity derivative"
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Erdöl
Commodity price
Oil price
Volatility
Warenbörse
Commodity derivative
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11
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6
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5
Volatilität
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Westgaard, Sjur
2
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Fowowe, Babajide
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1
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OPEC energy review
Energy economics
238
The journal of futures markets
105
Finance research letters
66
International review of financial analysis
52
Economic modelling
45
International review of economics & finance : IREF
40
Applied economics
37
The energy journal
36
Journal of banking & finance
35
International Journal of Energy Economics and Policy : IJEEP
33
Applied economics letters
32
Journal of commodity markets
32
Working paper
29
American journal of agricultural economics
19
Research in international business and finance
18
Journal of international money and finance
17
Applied financial economics
15
Quantitative finance
13
Econometric Institute research papers
12
International journal of finance & economics : IJFE
12
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
Journal of forecasting
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 risk and financial management : JRFM
8
Pacific-Basin finance journal
8
The journal of energy markets
8
The journal of investment compliance
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ECONIS (ZBW)
11
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1
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
Does speculation drive the price of oil?
Hannesson, Rögnvaldur
- In:
OPEC energy review
36
(
2012
)
2
,
pp. 125-137
Persistent link: https://www.econbiz.de/10009612264
Saved in:
10
What explains risk premiums in crude oil futures?
Melolinna, Marko
- In:
OPEC energy review
35
(
2011
)
4
,
pp. 287-307
Persistent link: https://www.econbiz.de/10009412356
Saved in:
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