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subject:"Share price"
~isPartOf:"Applied economics"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Journal of agricultural and applied economics : JAEE"
~isPartOf:"Journal of banking & finance"
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Search: subject_exact:"Warenterminbörse"
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Share price
Commodity derivative
114
Rohstoffderivat
114
Commodity exchange
37
Warenbörse
37
Volatility
35
Volatilität
35
Estimation
31
Schätzung
31
Theorie
31
Theory
31
Welt
27
World
27
Derivat
23
Derivative
23
Hedging
23
Oil price
23
Ölpreis
23
Commodity market
20
Rohstoffmarkt
20
Erdöl
19
Petroleum
19
Capital income
16
Kapitaleinkommen
16
Risikoprämie
15
Risk premium
15
ARCH model
14
ARCH-Modell
14
Commodity price
14
Forecasting model
14
Prognoseverfahren
14
Rohstoffpreis
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Börsenkurs
12
Portfolio selection
12
Portfolio-Management
12
Option pricing theory
11
Optionspreistheorie
11
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10
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9
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English
12
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Delatte, Anne-Laure
2
Lopez, Claude
2
Alam, Md Rafayet
1
Arnade, Carlos Anthony
1
Baumeister, Christiane
1
Başak, Suleyman
1
Dark, Jonathan
1
Elder, John
1
Etienne, Xiaoli Liao
1
Ftiti, Zied
1
Hevia, Constantino
1
Hoffman, Linwood A.
1
Indriawan, Ivan
1
Jawadi, Fredj
1
Kilian, Lutz
1
Lawson, Joshua
1
Li, Jian
1
Lien, Da-hsiang Donald
1
Louhichi, Wael
1
Madani, Mohamed El Arbi
1
Miao, Hong
1
Pan, Fanghui
1
Pavlova, Anna
1
Petrella, Ivan
1
Ramchander, Sanjay
1
Roh, Tai-Yong
1
Sola, Martin
1
Wang, Chuanmei
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Xu, Yahua
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Xu, Yuanyuan
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Applied economics
Discussion paper / Centre for Economic Policy Research
Journal of agricultural and applied economics : JAEE
Journal of banking & finance
The journal of futures markets
25
Energy economics
20
International Journal of Energy Economics and Policy : IJEEP
11
Applied economics letters
10
American journal of agricultural economics
7
International review of financial analysis
7
Working paper / National Bureau of Economic Research, Inc.
7
Special memorandum / London & Cambridge Economic Service
6
Stocks of staple commodities
6
Finance research letters
5
Journal of empirical finance
5
Applied financial economics
4
Economic modelling
4
International review of economics & finance : IREF
4
NBER working paper series
4
The North American journal of economics and finance : a journal of financial economics studies
4
The empirical economics letters : a monthly international journal of economics
4
The journal of alternative investments
4
Journal of international money and finance
3
NBER Working Paper
3
The European journal of finance
3
Applied economic perspectives and policy
2
CESifo Working Paper Series
2
Discussion papers in statistics and econometrics
2
Economics letters
2
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Energy economics and financial markets
2
Finance working papers
2
Global business review
2
International Journal of Financial Studies : open access journal
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International finance discussion papers
2
International journal of bonds and derivatives
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International journal of finance & economics : IJFE
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Journal of agricultural and applied economics
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ECONIS (ZBW)
12
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1
Dynamic price discovery process of Chinese agricultural futures markets : an empirical study based on the rolling window approach
Xu, Yuanyuan
;
Pan, Fanghui
;
Wang, Chuanmei
;
Li, Jian
- In:
Journal of agricultural and applied economics : JAEE
51
(
2019
)
4
,
pp. 664-681
Persistent link: https://www.econbiz.de/10012268878
Saved in:
2
Are oil and gas futures markets efficient? : a multifractal analysis
Ftiti, Zied
;
Jawadi, Fredj
;
Louhichi, Wael
;
Madani, …
- In:
Applied economics
53
(
2021
)
2
,
pp. 164-184
Persistent link: https://www.econbiz.de/10012416030
Saved in:
3
Speculation and food-grain prices
Lawson, Joshua
;
Alam, Md Rafayet
;
Etienne, Xiaoli Liao
- In:
Applied economics
53
(
2021
)
20
,
pp. 2305-2321
Persistent link: https://www.econbiz.de/10012501199
Saved in:
4
Bad volatility is not always bad : evidence from the commodity markets
Indriawan, Ivan
;
Lien, Da-hsiang Donald
;
Roh, Tai-Yong
; …
- In:
Applied economics
52
(
2020
)
40
,
pp. 4384-4402
Persistent link: https://www.econbiz.de/10012259062
Saved in:
5
Risk premia and seasonality in commodity futures
Hevia, Constantino
;
Petrella, Ivan
;
Sola, Martin
-
2016
Persistent link: https://www.econbiz.de/10011482266
Saved in:
6
The impact of price variability on cash/futures market relationships : implications for market efficiency and price discovery
Arnade, Carlos Anthony
;
Hoffman, Linwood A.
- In:
Journal of agricultural and applied economics : JAEE
47
(
2015
)
4
,
pp. 539-559
Persistent link: https://www.econbiz.de/10011618634
Saved in:
7
A model of financialization of commodities
Başak, Suleyman
;
Pavlova, Anna
-
2015
Persistent link: https://www.econbiz.de/10011299571
Saved in:
8
A general approach to recovering market expectations from futures prices with an application to crude oil
Baumeister, Christiane
;
Kilian, Lutz
-
2014
Persistent link: https://www.econbiz.de/10010416758
Saved in:
9
Commodity and equity markets : some stylized facts from a copula approach
Delatte, Anne-Laure
;
Lopez, Claude
-
2013
Persistent link: https://www.econbiz.de/10009784712
Saved in:
10
Commodity and equity markets : some stylized facts from a copula approach
Delatte, Anne-Laure
;
Lopez, Claude
- In:
Journal of banking & finance
37
(
2013
)
12
,
pp. 5346-5356
Persistent link: https://www.econbiz.de/10010343717
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