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subject:"Zeitreihenanalyse"
~isPartOf:"Energy economics"
~person:"Anzuini, Alessio"
~person:"Bicchetti, David"
~person:"Cortazar, Gonzalo"
~person:"Kang, Sang Hoon"
~subject:"Oil price"
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Zeitreihenanalyse
Oil price
Commodity derivative
5
Commodity price
5
Rohstoffderivat
5
Rohstoffpreis
5
Welt
4
World
4
Ölpreis
4
Commodities
2
Spillover effect
2
Spillover-Effekt
2
Volatility
2
Volatilität
2
Agraraußenhandel
1
Agrarpreis
1
Agricultural price
1
Agriculture commodity market
1
Asymmetric volatility spillover
1
Business network
1
CAPM
1
Capital asset pricing model
1
Capital income
1
Commodity
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Commodity exchange
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Commodity market
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Commodity prices
1
Crude oil price
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Derivat
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Derivative
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Derivatives
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Erdöl
1
Erwartungsbildung
1
Expectation formation
1
Financial asset
1
Financial market
1
Finanzmarkt
1
Frequency domain spillover
1
Futures
1
International agricultural trade
1
Kapitaleinkommen
1
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Anzuini, Alessio
Bicchetti, David
Cortazar, Gonzalo
Kang, Sang Hoon
Manera, Matteo
3
Gaglianone, Wagner Piazza
2
Guhathakurta, Kousik
2
Guillén, Osmani Teixeira de Carvalho
2
Hammoudeh, Shawkat
2
Issler, João Victor
2
Maitra, Debasish
2
Nazlıoğlu, Şaban
2
Soytas, Ugur
2
Tiwari, Aviral Kumar
2
Yoon, Seong-min
2
Abrell, Jan
1
Ahmadi, Maryam
1
Albulescu, Claudiu Tiberiu
1
Artiach, Tracy
1
Awaworyi Churchill, Sefa
1
Behmiri, Niaz Bashiri
1
Bentancor, Andrea
1
Berger, Theo
1
Carter, Colin Andre
1
Caspi, Itamar
1
Costa, Alexandre Bonnet R.
1
Crosby, John
1
D'Ecclesia, Rita L.
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Dai, Zhifeng
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Date, Paresh
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De Nicola, Francesca
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Du, Xiaodong
1
Duarte Mont'Alverne, Angelo
1
Erdem, Cumhur
1
Faff, Robert W.
1
Ferreira, Pedro Cavalcanti
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Frau, Carme
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Energy economics
Bank of Italy Temi di Discussione Working Paper
1
ECB Working Paper
1
International journal of central banking : IJCB
1
International review of economics & finance : IREF
1
Management science : journal of the Institute for Operations Research and the Management Sciences
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Temi di discussione / Banca d'Italia
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The journal of futures markets
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Working paper series / European Central Bank
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ECONIS (ZBW)
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1
The good, the bad and the ugly relation between oil and commodities : an analysis of asymmetric volatility connectedness and portfolio implications
Maitra, Debasish
;
Guhathakurta, Kousik
;
Kang, Sang Hoon
- In:
Energy economics
94
(
2021
),
pp. 1-30
Persistent link: https://www.econbiz.de/10012649444
Saved in:
2
Exploring the time-frequency connectedness and network among crude oil and agriculture commodities V1
Kang, Sang Hoon
;
Tiwari, Aviral Kumar
;
Albulescu, …
- In:
Energy economics
84
(
2019
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012183270
Saved in:
3
Expected commodity returns and pricing models
Cortazar, Gonzalo
;
Kovacevic, Ivo
;
Schwartz, Eduardo S.
- In:
Energy economics
49
(
2015
),
pp. 60-71
Persistent link: https://www.econbiz.de/10011536656
Saved in:
4
Crude oil : commodity or financial asset?
Kolodziej, Marek
;
Kaufmann, Robert Kurt
;
Kulatilaka, Nalin
- In:
Energy economics
46
(
2014
),
pp. 216-223
Persistent link: https://www.econbiz.de/10011298597
Saved in:
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