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~isPartOf:"Applied economics"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~subject:"Rohstoffderivat"
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Search: subject_exact:"Rohstoffderivat"
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Rohstoffderivat
Commodity derivative
113
Volatility
49
Volatilität
49
Estimation
36
Schätzung
36
Commodity exchange
31
Oil price
31
Warenbörse
31
Ölpreis
31
Welt
28
World
28
Hedging
26
Erdöl
25
Petroleum
25
ARCH model
23
ARCH-Modell
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Theorie
20
Theory
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USA
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United States
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Derivat
18
Derivative
18
Spillover effect
17
Spillover-Effekt
17
Commodity market
15
Forecasting model
15
Prognoseverfahren
15
Rohstoffmarkt
15
China
13
Commodity price
12
Oil market
12
Rohstoffpreis
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Ölmarkt
12
Portfolio selection
11
Portfolio-Management
11
Efficient market hypothesis
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10
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English
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García, Philip
5
Lien, Da-hsiang Donald
5
Bouri, Elie
3
Etienne, Xiaoli Liao
3
Irwin, Scott H.
3
Kang, Sang Hoon
3
Tiwari, Aviral Kumar
3
Tse, Yiuman
3
Xuan Vinh Vo
3
Bhattacherjee, Purba
2
Chatrath, Arjun
2
Chen, Langnan
2
Elfakhani, Said
2
Fan, Ying
2
Geng, Peixuan
2
Goutte, Stéphane
2
Hooi Hooi Lean
2
Indriawan, Ivan
2
Ji, Qiang
2
Liu, Jing
2
Lucey, Brian M.
2
Luo, Jiawen
2
Ma, Feng
2
McAleer, Michael
2
Mishra, Sibanjan
2
Pal, Debdatta
2
Shrestha, Keshab
2
Todorova, Neda
2
Torró, Hipòlit
2
Yang, Baochen
2
Zhang, Yue-jun
2
Zhu, Huiming
2
Abakah, Emmanuel Joel Aikins
1
Abid, Ilyes
1
Adrangi, Bahram
1
Ai, Chunrong
1
Aiube, Fernando Antônio Lucena
1
Alam, Md Rafayet
1
Alfano, Simon
1
Alizadeh-Masoodian, Amir H.
1
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Applied economics
International review of economics & finance : IREF
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
Energy economics
274
The journal of futures markets
217
Finance research letters
70
International review of financial analysis
68
Journal of banking & finance
53
Economic modelling
52
The energy journal
45
Journal of commodity markets
43
American journal of agricultural economics
41
Applied economics letters
40
International Journal of Energy Economics and Policy : IJEEP
39
Working paper
37
Research in international business and finance
29
The handbook of commodity investing
29
Diskussionspapier / Lehrstuhl für Wirtschaftsethik, Martin-Luther-Universität Halle-Wittenberg
28
Applied financial economics
27
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
23
Working paper / National Bureau of Economic Research, Inc.
22
Journal of international money and finance
21
NBER working paper series
21
Journal of agricultural and applied economics
18
The North American journal of economics and finance : a journal of financial economics studies
18
NBER Working Paper
17
The journal of alternative investments
17
Agricultural finance review
16
Agricultural economics : the journal of the International Association of Agricultural Economists
15
Econometric Institute research papers
15
Journal of empirical finance
15
Quantitative finance
15
European review of agricultural economics : ERAE
14
International journal of finance & economics : IJFE
14
The European journal of finance
14
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
13
The review of financial studies
13
Applied economic perspectives and policy
12
Finance India : the quarterly journal of Indian Institute of Finance
12
Journal of international financial markets, institutions & money
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ECONIS (ZBW)
113
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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
Do shipping freight markets impact commodity markets?
Tiwari, Aviral Kumar
;
Abakah, Emmanuel Joel Aikins
; …
- In:
International review of economics & finance : IREF
91
(
2024
),
pp. 986-1014
Persistent link: https://www.econbiz.de/10014492276
Saved in:
3
Credit risk and bubble behavior of credit default swaps in the corporate energy sector
Cervera, Ignacio
;
Figuerola-Ferretti, Isabel
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 702-731
Persistent link: https://www.econbiz.de/10014446517
Saved in:
4
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:
5
Volatility spillovers between oil and coal prices and its implications for energy portfolio management in China
Guo, Yanfeng
;
Zhao, Huanyu
- In:
International review of economics & finance : IREF
89
(
2024
)
2
,
pp. 446-457
Persistent link: https://www.econbiz.de/10014446777
Saved in:
6
An empirical analysis of the volume-volatility nexus in crude oil markets under structural breaks : implications for forecasting
Patra, Saswat
- In:
International review of economics & finance : IREF
94
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014583719
Saved in:
7
Asymmetric and frequency-domain spillover effects among industrial metals, precious metals, and energy futures markets
Nasreen, Samia
;
Tiwari, Aviral Kumar
;
Goodell, John W.
; …
- In:
International review of economics & finance : IREF
93
(
2024
)
1
,
pp. 1556-1592
Persistent link: https://www.econbiz.de/10014535491
Saved in:
8
Return seasonality in commodity futures
Li, Yan
;
Liu, Qingfu
;
Miao, Deyu
;
Tse, Yiuman
- In:
International review of economics & finance : IREF
93
(
2024
)
2
,
pp. 448-462
Persistent link: https://www.econbiz.de/10014535578
Saved in:
9
Extreme time-frequency connectedness across U.S. sector stock and commodity futures markets
Bhattacherjee, Purba
;
Mishra, Sibanjan
;
Kang, Sang Hoon
- In:
International review of economics & finance : IREF
93
(
2024
)
2
,
pp. 1176-1197
Persistent link: https://www.econbiz.de/10014535697
Saved in:
10
ESG, clean energy, and petroleum futures markets : asymmetric return connectedness and hedging effectiveness
Bhattacherjee, Purba
;
Mishra, Sibanjan
;
Bouri, Elie
; …
- In:
International review of economics & finance : IREF
94
(
2024
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014582653
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