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subject:"Share price"
~isPartOf:"Applied economics"
~subject:"Agricultural product"
~subject:"Oil price"
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Share price
Agricultural product
Oil price
Commodity derivative
46
Rohstoffderivat
46
Volatility
18
Volatilität
18
Commodity exchange
17
Estimation
17
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Warenbörse
17
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Luo, Jiawen
2
Aiube, Fernando Antônio Lucena
1
Alam, Md Rafayet
1
Alfano, Simon
1
Chen, Langnan
1
Diao, Xundi
1
Duan, Rong
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1
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1
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1
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1
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Applied economics
Energy economics
156
The journal of futures markets
43
Finance research letters
29
International Journal of Energy Economics and Policy : IJEEP
28
The energy journal
28
Economic modelling
21
International review of economics & finance : IREF
19
International review of financial analysis
19
Applied economics letters
18
Research in international business and finance
14
Working paper
13
The North American journal of economics and finance : a journal of financial economics studies
12
American journal of agricultural economics
11
Journal of banking & finance
11
Journal of international money and finance
9
Applied financial economics
8
Journal of commodity markets
8
Working paper / National Bureau of Economic Research, Inc.
8
Journal of empirical finance
7
Diskussionspapier / Lehrstuhl für Wirtschaftsethik, Martin-Luther-Universität Halle-Wittenberg
6
Econometric Institute research papers
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
International journal of finance & economics : IJFE
6
Journal of forecasting
6
NBER working paper series
6
OPEC energy review
6
Special memorandum / London & Cambridge Economic Service
6
Stocks of staple commodities
6
The journal of energy markets
6
CESifo working papers
5
Discussion paper / Centre for Economic Policy Research
5
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
5
NBER Working Paper
5
The empirical economics letters : a monthly international journal of economics
5
Theoretical economics letters
5
Economics letters
4
Finance India : the quarterly journal of Indian Institute of Finance
4
Financial modeling and risk management of energy and environmental instruments and derivates
4
International Journal of Financial Studies : open access journal
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ECONIS (ZBW)
20
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1
An ARDL approach to study the cointegration relations between the Shanghai crude oil futures and global markets
Wang, Hongxia
;
Qiu, Shushu
;
Wang, Jianli
;
Yick, Ho Yin
- In:
Applied economics
56
(
2024
)
10
,
pp. 1208-1219
Persistent link: https://www.econbiz.de/10014446559
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
Risk contagions between global oil markets and China's agricultural commodity markets under structural breaks
Luo, Jiawen
;
Zhang, Qun
- In:
Applied economics
53
(
2021
)
5
,
pp. 628-649
Persistent link: https://www.econbiz.de/10012416078
Saved in:
4
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:
5
Correlation between Shanghai crude oil futures, stock, foreign exchange, and gold markets : a GARCH-vine-copula method
He, Chaohua
;
Li, Guangchen
;
Fan, Hai
;
Wei, Weixian
- In:
Applied economics
53
(
2021
)
11
,
pp. 1249-1263
Persistent link: https://www.econbiz.de/10012485170
Saved in:
6
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:
7
Algorithmic quoting, trading, and market quality in agricultural commodity futures markets
Hu, Zhepeng
;
Serra, Teresa
;
García, Philip
- In:
Applied economics
52
(
2020
)
58
,
pp. 6277-6291
Persistent link: https://www.econbiz.de/10012415989
Saved in:
8
Language sentiment in fundamental and noise trading : evidence from crude oil
Alfano, Simon
;
Feuerriegel, Stefan
;
Neumann, Dirk
- In:
Applied economics
52
(
2020
)
49
,
pp. 5343-5363
Persistent link: https://www.econbiz.de/10012307686
Saved in:
9
Time-frequency dynamics of return spillover from crude oil to agricultural commodities
Pal, Debdatta
;
Mitra, Subrata Kumar
- In:
Applied economics
52
(
2020
)
49
,
pp. 5426-5445
Persistent link: https://www.econbiz.de/10012307706
Saved in:
10
Forecasting realized volatility of crude oil futures with equity market uncertainty
Wen, Fenghua
;
Zhao, Yupei
;
Zhang, Minzhi
;
Hu, Chunyang
- In:
Applied economics
51
(
2019
)
59
,
pp. 6411-6427
Persistent link: https://www.econbiz.de/10012197349
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