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~isPartOf:"Applied economics"
~subject:"Commodity derivative"
~subject:"Derivat"
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Commodity derivative
Derivat
Rohstoffderivat
33
Volatility
15
Volatilität
15
Commodity exchange
12
Estimation
12
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12
Warenbörse
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García, Philip
3
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2
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2
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2
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2
Luo, Jiawen
2
Pal, Debdatta
2
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2
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1
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1
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Applied economics
Energy economics
195
Finance research letters
65
The journal of futures markets
65
International review of financial analysis
60
Journal of commodity markets
43
International review of economics & finance : IREF
41
Economic modelling
30
Journal of banking & finance
28
Research in international business and finance
26
The energy journal
21
Applied economics letters
18
The North American journal of economics and finance : a journal of financial economics studies
16
Quantitative finance
13
International journal of finance & economics : IJFE
12
Journal of empirical finance
12
Working paper / National Bureau of Economic Research, Inc.
12
American journal of agricultural economics
10
International journal of forecasting
10
Journal of international money and finance
10
Discussion paper / Centre for Economic Policy Research
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
The journal of energy markets
9
Theoretical economics letters
9
Journal of international financial markets, institutions & money
8
Pacific-Basin finance journal
8
Financial modeling and risk management of energy and environmental instruments and derivates
7
Journal of forecasting
7
Annals of finance
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Applied economic perspectives and policy
6
Economics letters
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Global finance journal
6
IIMB management review
6
Review of quantitative finance and accounting
6
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
6
The European journal of finance
6
The review of financial studies
6
Agricultural finance review
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Emerging markets, finance and trade : EMFT
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ECONIS (ZBW)
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1
The distribution of commodity futures : a test of the generalized hyperbolic process
Pal, Debdatta
- In:
Applied economics
56
(
2024
)
15
,
pp. 1763-1783
Persistent link: https://www.econbiz.de/10014473212
Saved in:
2
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:
3
Uncertainty impacts on China's agricultural commodity futures : a quantile perspective
Zou, Zhanyong
;
Ouyang, Chuang
;
Li, Xing
- In:
Applied economics
56
(
2024
)
42
,
pp. 5090-5106
Persistent link: https://www.econbiz.de/10014560525
Saved in:
4
Should dominant contracts move to nearby months? : evidence from Chinese agricultural futures markets
Xie, Wei
;
Yi An
- In:
Applied economics
55
(
2023
)
41
,
pp. 4817-4840
Persistent link: https://www.econbiz.de/10014334766
Saved in:
5
Intraday high-frequency pairs trading strategies for energy futures : evidence from China
Luo, Jing
;
Lin, Yucheng
;
Wang, Sijia
- In:
Applied economics
55
(
2023
)
56
,
pp. 6646-6660
Persistent link: https://www.econbiz.de/10014382721
Saved in:
6
Influence of unconventional monetary policy on agricultural commodities futures : network connectedness and dynamic spillovers of returns and volatility
Umar, Zaghum
;
Sayed, Ayesha
;
Gubareva, Mariya
;
Xuan Vinh Vo
- In:
Applied economics
55
(
2023
)
22
,
pp. 2521-2535
Persistent link: https://www.econbiz.de/10014294972
Saved in:
7
Nonlinear dynamical analysis of metal futures price fluctuations : a recurrence quantification analysis approach
Sun, Xiaotian
;
Fang, Wei
;
Gao, Xiangyun
;
An, Sufang
;
Wu, Tao
- In:
Applied economics
55
(
2023
)
10
,
pp. 1142-1155
Persistent link: https://www.econbiz.de/10013499028
Saved in:
8
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:
9
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:
10
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
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