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subject:"Erdöl"
~isPartOf:"The European journal of finance"
~isPartOf:"The journal of futures markets"
~subject:"Commodity price"
~subject:"Estimation"
~subject:"Volatility"
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Search: subject_exact:"Commodity derivative"
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Erdöl
Commodity price
Estimation
Volatility
Commodity derivative
231
Rohstoffderivat
231
USA
100
United States
99
Volatilität
59
Commodity exchange
38
Warenbörse
38
Schätzung
37
Theorie
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Theory
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Hedging
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Oil price
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Portfolio selection
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Sojabohne
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Soybean
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commodity futures
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107
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Girma, Paul Berhanu
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Mougoué, Mbodja
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Bjursell, Johan
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Dorfman, Jeffrey H.
2
Fernandez-Perez, Adrian
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Fujihara, Roger Arnold
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Karali, Berna
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1
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The European journal of finance
The journal of futures markets
Energy economics
194
Finance research letters
50
International review of financial analysis
44
Economic modelling
38
International review of economics & finance : IREF
37
Applied economics
29
The energy journal
28
Applied economics letters
27
International Journal of Energy Economics and Policy : IJEEP
27
Journal of banking & finance
27
Journal of commodity markets
25
Working paper
23
Applied financial economics
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Research in international business and finance
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American journal of agricultural economics
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The North American journal of economics and finance : a journal of financial economics studies
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Journal of international money and finance
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Econometric Institute research papers
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Journal of the Royal Statistical Society
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NBER working paper series
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International journal of finance & economics : IJFE
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Journal of international financial markets, institutions & money
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European review of agricultural economics : ERAE
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NBER Working Paper
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OPEC energy review
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Quantitative finance
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The review of financial studies
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Working paper / National Bureau of Economic Research, Inc.
9
CESifo working papers
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
International journal of forecasting
8
Journal of applied econometrics
8
Journal of empirical finance
8
Journal of forecasting
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Pacific-Basin finance journal
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Finance India : the quarterly journal of Indian Institute of Finance
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IMF working paper
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International journal of theoretical and applied finance
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ECONIS (ZBW)
107
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1
Assessing the asymmetric volatility linkages of energy and agricultural commodity futures during low and high volatility regimes
Rezitis, Anthony N.
;
Andrikopoulos, Panagiotis
;
Daglis, …
- In:
The journal of futures markets
44
(
2024
)
3
,
pp. 451-483
Persistent link: https://www.econbiz.de/10014475504
Saved in:
2
The convenience yield under commodity financialization
Milonas, Nikolaos T.
;
Photina, Evangelia K.
- In:
The journal of futures markets
44
(
2024
)
4
,
pp. 631-652
Persistent link: https://www.econbiz.de/10014536663
Saved in:
3
Wisdom of crowds and commodity pricing
Fan, John Hua
;
Binnewies, Sebastian
;
Silva, Sanuri de
- In:
The journal of futures markets
43
(
2023
)
8
,
pp. 1040-1068
Persistent link: https://www.econbiz.de/10014339370
Saved in:
4
Less disagreement, better forecasts : adjusted risk measures in the energy futures market
Zhang, Ning
;
Gong, Yujing
;
Xue, Xiaohan
- In:
The journal of futures markets
43
(
2023
)
10
,
pp. 1332-1372
Persistent link: https://www.econbiz.de/10014339438
Saved in:
5
Hedging commodities in times of distress : the case of COVID-19
Magalhães, Luiz Augusto
;
Silva, Thiago Christiano
; …
- In:
The journal of futures markets
42
(
2022
)
10
,
pp. 1941-1959
Persistent link: https://www.econbiz.de/10013465831
Saved in:
6
Petroleum market volatility tracker in China
Bian, Huabin
;
Hua, Renhai
;
Liu, Qingfu
;
Zhang, Ping
- In:
The journal of futures markets
42
(
2022
)
11
,
pp. 2022-2040
Persistent link: https://www.econbiz.de/10013465839
Saved in:
7
The impact of COVID-19 on the interdependence between US and Chinese oil futures markets
Zhang, Yongmin
;
Ding, Shusheng
;
Shi, Haili
- In:
The journal of futures markets
42
(
2022
)
11
,
pp. 2041-2052
Persistent link: https://www.econbiz.de/10013465862
Saved in:
8
Air pollution, weather factors, and realized volatility forecasts of agricultural commodity futures
Luo, Jiawen
;
Zhang, Qun
- In:
The journal of futures markets
44
(
2024
)
2
,
pp. 151-217
Persistent link: https://www.econbiz.de/10014475455
Saved in:
9
Performance comparison of alternative stochastic volatility models and its determinants in energy futures : COVID-19 and Russia-Ukraine conflict features
Fernandes, Mário Correia
;
Dias, José Carlos
;
Nunes, …
- In:
The journal of futures markets
44
(
2024
)
3
,
pp. 343-383
Persistent link: https://www.econbiz.de/10014475488
Saved in:
10
Exploring the unpredictable nature of climate policy uncertainty : an empirical analysis of its impact on commodity futures returns in the United States
Tang, Chia-Hsien
;
Lee, Yen-Hsien
;
Liu, Hung-Chun
;
Zeng, …
- In:
The journal of futures markets
44
(
2024
)
7
,
pp. 1277-1292
Persistent link: https://www.econbiz.de/10014553986
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