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subject:"Erdöl"
~isPartOf:"Quantitative finance"
~isPartOf:"The review of financial studies"
~subject:"Oil market"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Commodity derivative"
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Erdöl
Oil market
Commodity derivative
28
Rohstoffderivat
28
USA
13
United States
13
Volatility
11
Volatilität
11
Petroleum
9
Theorie
9
Theory
9
Hedging
7
Commodity exchange
6
Warenbörse
6
Oil price
5
Option pricing theory
5
Optionspreistheorie
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Ölpreis
5
Commodity market
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Derivat
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Derivative
4
Rohstoffmarkt
4
Welt
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Commodity futures
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Commodity price
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Portfolio selection
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Capital income
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Article in journal
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11
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Bouchouev, Ilia
1
Casassus, Jaime
1
Christoffersen, Peter F.
1
David, Alexander
1
Day, Theodore E.
1
Dewaly, Michaël
1
Ederington, Louis H.
1
Fernando, Chitru S.
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Liu, Peng
1
Ma, Feng
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Neuberger, Anthony
1
Pan, Xuhui
1
Schwartz, Eduardo S.
1
Tang, Ke
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Trolle, Anders B.
1
Wang, Ye
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1
Zhang, Yue-jun
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Quantitative finance
The review of financial studies
Energy economics
116
The journal of futures markets
25
The energy journal
23
Finance research letters
20
Economic modelling
17
International Journal of Energy Economics and Policy : IJEEP
17
International review of economics & finance : IREF
13
Applied economics
12
International review of financial analysis
11
Research in international business and finance
10
Applied financial economics
7
Journal of banking & finance
7
Journal of international money and finance
5
OPEC energy review
5
The North American journal of economics and finance : a journal of financial economics studies
5
Journal of commodity markets
4
Journal of forecasting
4
The empirical economics letters : a monthly international journal of economics
4
The journal of energy markets
4
Applied economics letters
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Finance India : the quarterly journal of Indian Institute of Finance
3
International journal of finance & economics : IJFE
3
International journal of forecasting
3
Journal of energy finance & development
3
Journal of financial and quantitative analysis : JFQA
3
Review of quantitative finance and accounting
3
The European journal of finance
3
Theoretical economics letters
3
Economic research
2
Economics of energy & environmental policy
2
Energy strategy reviews
2
International journal of economics and finance
2
International journal of trade and global markets
2
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
2
Journal of emerging market finance
2
Journal of empirical finance
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Journal of risk and financial management : JRFM
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ECONIS (ZBW)
11
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1
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:
2
The volatility risk premium in the oil market
Bouchouev, Ilia
;
Johnson, Brett
- In:
Quantitative finance
22
(
2022
)
8
,
pp. 1561-1578
Persistent link: https://www.econbiz.de/10013367929
Saved in:
3
Jumps and oil futures volatility forecasting : a new insight
Ma, Feng
;
Liang, Chao
;
Zeng, Qing
;
Li, Haibo
- In:
Quantitative finance
21
(
2021
)
5
,
pp. 853-863
Persistent link: https://www.econbiz.de/10012500197
Saved in:
4
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:
5
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:
6
The impact of investor sentiment on crude oil market risks : evidence from the wavelet approach
Zhang, Yue-jun
;
Li, Shu-Hui
- In:
Quantitative finance
19
(
2019
)
8
,
pp. 1357-1371
Persistent link: https://www.econbiz.de/10012194792
Saved in:
7
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:
8
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:
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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