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subject:"Erdöl"
~person:"Fernandez-Perez, Adrian"
~person:"Ma, Feng"
~person:"Wu, Chongfeng"
~person:"Yu, Ziliang"
~subject:"Warenbörse"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Commodity derivative"
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Erdöl
Warenbörse
Commodity derivative
46
Rohstoffderivat
46
Volatility
38
Volatilität
38
Oil price
35
Ölpreis
35
ARCH model
30
ARCH-Modell
30
Forecasting model
28
Prognoseverfahren
28
Estimation
18
Petroleum
18
Schätzung
18
Volatility forecasting
14
Welt
11
World
11
Commodity exchange
10
Aktienmarkt
9
Stock market
9
Capital income
8
Kapitaleinkommen
8
Oil market
7
Portfolio selection
7
Portfolio-Management
7
Ölmarkt
7
Börsenkurs
6
Share price
6
Time series analysis
6
Zeitreihenanalyse
6
crude oil futures
6
China
5
Coronavirus
5
Oil futures market
5
Forecast
4
Prognose
4
Realized volatility
4
USA
4
United States
4
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24
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Aufsatz in Zeitschrift
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24
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English
24
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Fernandez-Perez, Adrian
Ma, Feng
Wu, Chongfeng
Yu, Ziliang
Irwin, Scott H.
16
Prokopczuk, Marcel
12
Sauerbeck, A.
12
García, Philip
11
Wang, Yudong
10
Chevallier, Julien
9
Miffre, Joëlle
9
Sanders, Dwight R.
8
Bohl, Martin T.
7
Tse, Yiuman
7
Czudaj, Robert
6
Fan, John Hua
6
Fuertes, Ana María
6
Hamori, Shigeyuki
6
Ji, Qiang
6
Manera, Matteo
6
Miao, Hong
6
Moosa, Imad A.
6
Zaremba, Adam
6
Kang, Sang Hoon
5
Karali, Berna
5
Liang, Chao
5
Mikutowski, Mateusz
5
Narayan, Paresh Kumar
5
Power, Gabriel J.
5
Ramchander, Sanjay
5
Serra, Teresa
5
Tiwari, Aviral Kumar
5
Todorova, Neda
5
Wei, Yu
5
Westgaard, Sjur
5
Xiong, Tao
5
Zhang, Yaojie
5
Zhang, Yongmin
5
Beckmann, Joscha
4
Bianchi, Robert
4
Chatrath, Arjun
4
Ding, Shusheng
4
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Energy economics
6
Journal of banking & finance
3
Applied economics
2
International review of financial analysis
2
Journal of forecasting
2
Computational economics
1
Economic modelling
1
Finance research letters
1
International journal of finance & economics : IJFE
1
Journal of risk
1
Journal of risk : JOR
1
Quantitative finance
1
The energy journal
1
The journal of futures markets
1
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ECONIS (ZBW)
24
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1
Forecasting the Asian stock market volatility : evidence from WTI and INE oil futures
Ghani, Maria
;
Ma, Feng
;
Huang, Dengshi
- In:
International journal of finance & economics : IJFE
29
(
2024
)
2
,
pp. 1496-1512
Persistent link: https://www.econbiz.de/10014533268
Saved in:
2
Cross-asset time-series momentum : crude oil volatility and global stock markets
Fernandez-Perez, Adrian
;
Indriawan, Ivan
;
Tse, Yiuman
; …
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014492117
Saved in:
3
INE oil futures volatility prediction : exchange rates or international oil futures volatility?
Lu, Xinjie
;
Ma, Feng
;
Li, Haibo
;
Wang, Jianqiong
- In:
Energy economics
126
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014483407
Saved in:
4
A tug of war of forecasting the US stock market volatility : oil futures overnight versus intraday information
Ma, Feng
;
Wahab, M. I. M.
;
Chevallier, Julien
;
Li, Ziyang
- In:
Journal of forecasting
42
(
2023
)
1
,
pp. 60-75
Persistent link: https://www.econbiz.de/10013465762
Saved in:
5
The relationship between crude oil futures and exchange rates in the context of the Covid-19 shock : a tale of two markets
Yu, Ziliang
;
Liu, Yanan
;
Mang, Huiting
;
Liu, Xiaomeng
- In:
Journal of risk
25
(
2023
)
4
,
pp. 83-120
Persistent link: https://www.econbiz.de/10014314628
Saved in:
6
Price discovery in China's crude oil futures markets : an emerging Asian benchmark?
Yu, Ziliang
;
Yang, Jian
;
Webb, Robert I.
- In:
The journal of futures markets
43
(
2023
)
3
,
pp. 297-324
Persistent link: https://www.econbiz.de/10014293068
Saved in:
7
The negative pricing of the May 2020 WTI Contract
Fernandez-Perez, Adrian
;
Fuertes, Ana María
;
Miffre, …
- In:
The energy journal
44
(
2023
)
1
,
pp. 119-142
Persistent link: https://www.econbiz.de/10013542016
Saved in:
8
The relationship between crude oil futures and exchange rates in the context of the Covid-19 shock : a tale of two markets
Yu, Ziliang
;
Liu, Yanan
;
Mang, Huiting
;
Liu, Xiaomeng
- In:
Journal of risk : JOR
25
(
2023
)
4
,
pp. 83-120
Persistent link: https://www.econbiz.de/10014487111
Saved in:
9
Oil futures volatility predictability : new evidence based on machine learning models
Lu, Xinjie
;
Ma, Feng
;
Xu, Jin
;
Zhang, Zehui
- In:
International review of financial analysis
83
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013460875
Saved in:
10
Oil futures volatility predictability : evidence based on Twitter-based uncertainty
Lang, Qiaoqi
;
Lu, Xinjie
;
Ma, Feng
;
Huang, Dengshi
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1
Persistent link: https://www.econbiz.de/10013457290
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