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~isPartOf:"American journal of agricultural economics"
~isPartOf:"Journal of banking & finance"
~subject:"Volatility"
~type:"article"
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Search: subject:"Commodity"
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Volatility
Hedging
147
Theorie
117
Theory
117
Commodity derivative
94
Rohstoffderivat
94
USA
85
United States
85
Commodity exchange
79
Warenbörse
79
Portfolio selection
58
Portfolio-Management
58
Diversification
57
Diversifikation
57
Volatilität
53
Derivat
52
Derivative
52
Option pricing theory
40
Optionspreistheorie
40
Estimation
37
Schätzung
37
Commodity price
36
Welt
36
World
36
Rohstoffpreis
35
Capital income
31
Kapitaleinkommen
31
Risikomanagement
31
Risk management
31
Commodity market
23
Rohstoffmarkt
23
Börsenkurs
20
Share price
20
Risikoprämie
18
Risk premium
18
Forecasting model
17
Option trading
17
Optionsgeschäft
17
Prognoseverfahren
17
Risiko
17
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52
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52
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English
53
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Karali, Berna
3
Power, Gabriel J.
3
García, Philip
2
Prokopczuk, Marcel
2
Serra, Teresa
2
Abman, Ryan
1
Adams, Zeno
1
Adjemian, Michael K.
1
Alexander, Carol
1
Arezki, Rabah
1
Arismendi Zambrano, Juan Carlos
1
Back, Janis
1
Backwell, Alex
1
Barrett, Christoher B.
1
Baur, Dirk G.
1
Bellemare, Marc F.
1
Benth, Fred Espen
1
Berck, Peter
1
Bianchi, Robert
1
Blöchlinger, Andreas
1
Brenner, Menachem
1
Carter, Colin Andre
1
Chen, Shu-Ling
1
Chng, Michael T.
1
Chung, San-lin
1
Couleau, Anabelle
1
Dark, Jonathan
1
Dias, José Carlos
1
Doran, James S.
1
Doroudian, Ali
1
Eaves, James
1
Elbakidze, Levan
1
Farkas, Walter
1
Fernandez-Perez, Adrian
1
Forsyth, Peter A.
1
Frank, Julieta
1
Frankel, Jeffrey A.
1
Frechette, Darren L.
1
Glück, Thorsten
1
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1
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American journal of agricultural economics
Journal of banking & finance
Energy economics
194
The journal of futures markets
88
Finance research letters
66
International review of financial analysis
58
International review of economics & finance : IREF
46
Economic modelling
40
Applied economics
39
The North American journal of economics and finance : a journal of financial economics studies
33
Research in international business and finance
30
Applied economics letters
28
International Journal of Energy Economics and Policy : IJEEP
24
International journal of theoretical and applied finance
24
Journal of international financial markets, institutions & money
23
The energy journal
22
Journal of international money and finance
20
Applied mathematical finance
18
Journal of commodity markets
17
International journal of finance & economics : IJFE
16
Quantitative finance
15
Mathematical finance : an international journal of mathematics, statistics and financial theory
13
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
13
Journal of empirical finance
12
Cogent economics & finance
11
Journal of economic dynamics & control
11
The empirical economics letters : a monthly international journal of economics
11
Economics letters
9
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
Financial innovation : FIN
9
International journal of economics and finance
9
Pacific-Basin finance journal
9
Review of derivatives research
9
Review of quantitative finance and accounting
9
The journal of finance : the journal of the American Finance Association
9
Emerging markets, finance and trade : EMFT
8
European journal of operational research : EJOR
8
Global business review
8
International Journal of Financial Studies : open access journal
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ECONIS (ZBW)
53
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1
Long-run reversal in
commodity
returns : insights from seven centuries of evidence
Zaremba, Adam
;
Bianchi, Robert
;
Mikutowski, Mateusz
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013256444
Saved in:
2
Are price limits cooling off agricultural futures markets?
He, Xinyue
;
Serra, Teresa
- In:
American journal of agricultural economics
104
(
2022
)
5
,
pp. 1724-1746
Persistent link: https://www.econbiz.de/10013466145
Saved in:
3
Commodity
price comovement and financial speculation : the case of cotton
Janzen, Joseph P.
;
Smith, Aaron D.
;
Carter, Colin Andre
- In:
American journal of agricultural economics
100
(
2018
)
1
,
pp. 264-285
Persistent link: https://www.econbiz.de/10011959365
Saved in:
4
Cross-asset time-series momentum : crude oil volatility and global stock markets
Fernandez-Perez, Adrian
;
Indriawan, Ivan
;
Tse, Yiuman
; …
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014492117
Saved in:
5
Variance risk in
commodity
markets
Prokopczuk, Marcel
;
Symeonidis, Lazaros
;
Wese Simen, Chardin
- In:
Journal of banking & finance
81
(
2017
),
pp. 136-149
Persistent link: https://www.econbiz.de/10011816431
Saved in:
6
Implied volatility surface predictability : the case of
commodity
markets
Kearney, Fearghal
;
Shang, Han Lin
;
Sheenan, Lisa
- In:
Journal of banking & finance
108
(
2019
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012224756
Saved in:
7
Portfolio speculation and
commodity
price volatility in a stochastic storage model
Vercammen, James Alfred
;
Doroudian, Ali
- In:
American journal of agricultural economics
96
(
2014
)
2
,
pp. 517-532
Persistent link: https://www.econbiz.de/10010411908
Saved in:
8
USDA announcement effects in real-time
Adjemian, Michael K.
;
Irwin, Scott H.
- In:
American journal of agricultural economics
100
(
2018
)
4
,
pp. 1151-1171
Persistent link: https://www.econbiz.de/10011959843
Saved in:
9
Intraday momentum in the VIX futures market
Huang, Hong-Gia
;
Tsai, Wei-Che
;
Weng, Pei-Shih
;
Yang, …
- In:
Journal of banking & finance
148
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014248282
Saved in:
10
Market institutions and price relationships : the case of coffee in the Ethiopian
Commodity
Exchange
Hernandez, Manuel A.
;
Rashid, Shahidur
;
Lemma, Solomon
; …
- In:
American journal of agricultural economics
99
(
2017
)
3
,
pp. 683-704
Persistent link: https://www.econbiz.de/10011942904
Saved in:
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