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subject:"Share price"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Quantitative finance"
~subject:"Kapitaleinkommen"
~subject:"Volatilität"
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Share price
Kapitaleinkommen
Volatilität
Commodity derivative
24
Rohstoffderivat
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Volatility
12
Welt
8
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8
Theorie
7
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Discussion paper / Centre for Economic Policy Research
Quantitative finance
Energy economics
162
The journal of futures markets
83
International review of financial analysis
41
Finance research letters
40
Economic modelling
33
International review of economics & finance : IREF
30
International Journal of Energy Economics and Policy : IJEEP
25
Journal of banking & finance
24
The energy journal
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American journal of agricultural economics
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The North American journal of economics and finance : a journal of financial economics studies
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Journal of international financial markets, institutions & money
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Journal of empirical finance
9
NBER Working Paper
9
Applied financial economics
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
The European journal of finance
8
The handbook of commodity investing
8
Cogent economics & finance
7
International journal of forecasting
7
Journal of forecasting
7
Pacific-Basin finance journal
7
The journal of alternative investments
7
CESifo working papers
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
6
International journal of theoretical and applied finance
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Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
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Journal of applied econometrics
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ECONIS (ZBW)
16
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1
Pricing electricity day-ahead cap futures with multifactor skew-t densities
Matsumoto, Takuji
;
Bunn, Derek W.
;
Yamada, Yuji
- In:
Quantitative finance
22
(
2022
)
5
,
pp. 835-860
Persistent link: https://www.econbiz.de/10013367864
Saved in:
2
Bitcoin : jumps, convenience yields, and option prices
Hilliard, Jimmy E.
;
Ngo, Julie T. D.
- In:
Quantitative finance
22
(
2022
)
11
,
pp. 2079-2091
Persistent link: https://www.econbiz.de/10013490923
Saved in:
3
Pricing commodity index options
Manzano-Herrero, Alberto Pedro
;
Nastasi, Emanuele
; …
- In:
Quantitative finance
23
(
2023
)
2
,
pp. 297-308
Persistent link: https://www.econbiz.de/10014232638
Saved in:
4
The volatility risk premium in the oil market
Bouchouev, Ilia
;
Johnson, Brett
- In:
Quantitative finance
22
(
2022
)
8
,
pp. 1561-1578
Persistent link: https://www.econbiz.de/10013367929
Saved in:
5
Revisiting the Samuelson hypothesis on energy futures
Liu, W.-H.
- In:
Quantitative finance
21
(
2021
)
12
,
pp. 2089-2101
Persistent link: https://www.econbiz.de/10012696819
Saved in:
6
Jumps and oil futures volatility forecasting : a new insight
Ma, Feng
;
Liang, Chao
;
Zeng, Qing
;
Li, Haibo
- In:
Quantitative finance
21
(
2021
)
5
,
pp. 853-863
Persistent link: https://www.econbiz.de/10012500197
Saved in:
7
The impact of US macroeconomic news announcements on Chinese commodity futures
Cai, Haidong
;
Ahmed, Shamim
;
Jiang, Ying
;
Liu, Xiaoquan
- In:
Quantitative finance
20
(
2020
)
12
,
pp. 1927-1966
Persistent link: https://www.econbiz.de/10012313529
Saved in:
8
The effectiveness of incorporating higher moments in portfolio strategies : evidence from the Chinese commodity futures markets
Liu, Qingfu
;
Jiang, Pan
;
An, Yunbi
;
Cheung, Keith C. K.
- In:
Quantitative finance
20
(
2020
)
4
,
pp. 653-668
Persistent link: https://www.econbiz.de/10012194912
Saved in:
9
The impact of investor sentiment on crude oil market risks : evidence from the wavelet approach
Zhang, Yue-jun
;
Li, Shu-Hui
- In:
Quantitative finance
19
(
2019
)
8
,
pp. 1357-1371
Persistent link: https://www.econbiz.de/10012194792
Saved in:
10
Return and volatility co-movement in commodity futures markets : the effects of liquidity risk
Zhang, Yongmin
;
Ding, Shusheng
- In:
Quantitative finance
18
(
2018
)
9
,
pp. 1471-1486
Persistent link: https://www.econbiz.de/10011913167
Saved in:
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