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subject:"Share price"
~isPartOf:"Applied economics letters"
~isPartOf:"The journal of futures markets"
~subject:"Commodity derivative"
~type_genre:"Article in journal"
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Share price
Commodity derivative
Rohstoffderivat
252
USA
101
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101
Volatility
68
Volatilität
68
Commodity exchange
45
Estimation
45
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Hamori, Shigeyuki
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Applied economics letters
The journal of futures markets
Energy economics
270
International review of financial analysis
68
Finance research letters
60
Journal of banking & finance
53
Economic modelling
52
International review of economics & finance : IREF
51
Applied economics
46
The energy journal
44
Journal of commodity markets
43
American journal of agricultural economics
41
International Journal of Energy Economics and Policy : IJEEP
39
Research in international business and finance
29
Applied financial economics
26
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
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The North American journal of economics and finance : a journal of financial economics studies
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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The review of financial studies
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Finance India : the quarterly journal of Indian Institute of Finance
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Journal of international financial markets, institutions & money
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Journal of risk and financial management : JRFM
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Pacific-Basin finance journal
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Applied economic perspectives and policy
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International journal of forecasting
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Journal of the Royal Statistical Society
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OPEC energy review
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The IUP journal of financial risk management : IJFRM
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ECONIS (ZBW)
252
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252
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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
Risky times : seasonality and event risk of commodities
Boos, Dominik
- In:
The journal of futures markets
44
(
2024
)
5
,
pp. 767-783
Persistent link: https://www.econbiz.de/10014536682
Saved in:
4
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:
5
The geopolitical risk premium in the commodity futures market
Cheng, Daxuan
;
Liao, Yin
;
Pan, Zheyao
- In:
The journal of futures markets
43
(
2023
)
8
,
pp. 1069-1090
Persistent link: https://www.econbiz.de/10014339374
Saved in:
6
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:
7
Temperature, storage, and natural gas futures prices
Chen, Yanting
;
Hartley, Peter Reginald
;
Lan, Yihui
- In:
The journal of futures markets
43
(
2023
)
4
,
pp. 549-575
Persistent link: https://www.econbiz.de/10014293141
Saved in:
8
A tale of two premiums revisited
Maréchal, Loïc
- In:
The journal of futures markets
43
(
2023
)
5
,
pp. 580-614
Persistent link: https://www.econbiz.de/10014293173
Saved in:
9
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:
10
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
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