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subject:"Rohstoffderivat"
~isPartOf:"Economic modelling"
~language:"eng"
~source:"econis"
~subject:"Causality analysis"
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Rohstoffderivat
Causality analysis
Erdöl
18
Petroleum
18
Oil price
12
Ölpreis
12
Commodity derivative
10
Estimation
10
Schätzung
10
Volatility
10
Volatilität
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Welt
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Kapitaleinkommen
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China
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Crude oil price
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Wang, Yudong
3
Park, Sung Y.
2
Zhang, Yaojie
2
Chen, Ching-cheng
1
Chen, Chuang
1
Ding, Haoyuan
1
Haugom, Erik
1
He, Chengting
1
Kim, Hyung-Gun
1
Kim, Hyung-gun
1
Li, Haiqi
1
Li, Meng
1
Lien, Gudbrand
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Liu, Li
1
Ma, Feng
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Mitra, Subrata Kumar
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Pal, Debdatta
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Tsuji, Chikashi
1
Veka, Steinar
1
Wan, Jieqiu
1
Wang, Lu
1
Wen, Danyan
1
Westgaard, Sjur
1
Wu, Chongfeng
1
Yang, Liang
1
Yu, Dan
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Economic modelling
Energy economics
99
Finance research letters
22
The energy journal
17
The journal of futures markets
17
International Journal of Energy Economics and Policy : IJEEP
16
Applied economics
13
International review of economics & finance : IREF
12
International review of financial analysis
11
Journal of banking & finance
7
The review of financial studies
7
Applied financial economics
6
International journal of finance & economics : IJFE
6
OPEC energy review
6
Research in international business and finance
5
The North American journal of economics and finance : a journal of financial economics studies
5
Financial modeling and risk management of energy and environmental instruments and derivates
4
Journal of forecasting
4
Working paper
4
Applied economics letters
3
Energy strategy reviews
3
Finance India : the quarterly journal of Indian Institute of Finance
3
International journal of forecasting
3
International journal of trade and global markets
3
Journal of commodity markets
3
Journal of energy finance & development
3
Journal of international money and finance
3
NBER working paper series
3
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
3
The European journal of finance
3
The empirical economics letters : a monthly international journal of economics
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Theoretical economics letters
3
Working paper / Department of Economics, Uppsala University
3
Cogent economics & finance
2
Computational economics
2
Economic and environmental studies : a journal for sustainable development ; E&ES
2
Economies : open access journal
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Eurasian economic review : a journal in applied macroeconomics and finance
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1
Hedging pressure momentum and the predictability of oil futures returns
Yu, Dan
;
Chen, Chuang
;
Wang, Yudong
;
Zhang, Yaojie
- In:
Economic modelling
121
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014384325
Saved in:
2
Intraday return predictability in China's crude oil futures market : new evidence from a unique trading mechanism
Wen, Danyan
;
Wang, Yudong
;
Zhang, Yaojie
- In:
Economic modelling
96
(
2021
),
pp. 209-219
Persistent link: https://www.econbiz.de/10012745351
Saved in:
3
Crude oil and BRICS stock markets under extreme shocks : new evidence
Wang, Lu
;
Ma, Feng
;
Niu, Tianjiao
;
He, Chengting
- In:
Economic modelling
86
(
2020
),
pp. 54-68
Persistent link: https://www.econbiz.de/10012415223
Saved in:
4
Correlation dynamics of crude oil with agricultural commodities : a comparison between energy and food crops
Pal, Debdatta
;
Mitra, Subrata Kumar
- In:
Economic modelling
82
(
2019
),
pp. 453-466
Persistent link: https://www.econbiz.de/10012203189
Saved in:
5
Return transmission and asymmetric volatility spillovers between oil futures and oil equities : new DCC-MEGARCH analyses
Tsuji, Chikashi
- In:
Economic modelling
74
(
2018
),
pp. 167-185
Persistent link: https://www.econbiz.de/10012101322
Saved in:
6
The role of financial speculation in the energy future markets : a new time-varying coefficient approach
Li, Haiqi
;
Kim, Hyung-Gun
;
Park, Sung Y.
- In:
Economic modelling
51
(
2015
),
pp. 112-122
Persistent link: https://www.econbiz.de/10011475857
Saved in:
7
Covariance estimation using high-frequency data: Sensitivities of estimation methods
Haugom, Erik
;
Lien, Gudbrand
;
Veka, Steinar
;
Westgaard, Sjur
- In:
Economic modelling
43
(
2014
),
pp. 416-425
Persistent link: https://www.econbiz.de/10010503037
Saved in:
8
Do net positions in the futures market cause spot prices of crude oil?
Ding, Haoyuan
;
Kim, Hyung-gun
;
Park, Sung Y.
- In:
Economic modelling
41
(
2014
),
pp. 174-190
Persistent link: https://www.econbiz.de/10010438365
Saved in:
9
Are crude oil spot and futures prices cointegrated? : not always!
Wang, Yudong
;
Wu, Chongfeng
- In:
Economic modelling
33
(
2013
),
pp. 641-650
Persistent link: https://www.econbiz.de/10010194454
Saved in:
10
Is world oil market "one great pool"? : an example from China's and international oil markets
Liu, Li
;
Chen, Ching-cheng
;
Wan, Jieqiu
- In:
Economic modelling
35
(
2013
),
pp. 364-373
Persistent link: https://www.econbiz.de/10010259809
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