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~isPartOf:"Applied economics letters"
~subject:"Commodity derivative"
~subject:"United States"
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Search: Erdölpreis OR Nahrungsmittelpreise OR Rohstoff OR Rohstoffpreis
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Commodity derivative
United States
Oil price
67
Ölpreis
67
Estimation
44
Schätzung
44
Welt
43
World
43
Rohstoffderivat
40
Volatility
36
Volatilität
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Rohstoffpreis
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Theorie
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Time series analysis
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Chevallier, Julien
3
Ielpo, Florian
3
Baldi, Lucia
2
Gupta, Rangan
2
Hamori, Shigeyuki
2
Peri, Massimo
2
Power, Gabriel J.
2
Sheng, Xin
2
Stevens, Jason
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Acharya, Ram N.
1
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Alsalman, Zeina
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Caputo, Rodrigo
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Applied economics letters
Energy economics
360
The journal of futures markets
340
The energy journal
84
Finance research letters
79
International review of financial analysis
78
Working paper / National Bureau of Economic Research, Inc.
77
Economic modelling
69
International review of economics & finance : IREF
69
Journal of banking & finance
68
Applied economics
65
American journal of agricultural economics
59
Working paper
58
International Journal of Energy Economics and Policy : IJEEP
52
Journal of commodity markets
43
Discussion paper / Centre for Economic Policy Research
42
The review of financial studies
41
Research in international business and finance
37
The journal of finance : the journal of the American Finance Association
37
Applied financial economics
33
Journal of international money and finance
32
NBER working paper series
32
The North American journal of economics and finance : a journal of financial economics studies
32
The handbook of commodity investing
30
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
29
Diskussionspapier / Lehrstuhl für Wirtschaftsethik, Martin-Luther-Universität Halle-Wittenberg
28
Journal of financial and quantitative analysis : JFQA
27
CESifo working papers
24
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
23
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
22
Journal of agricultural and applied economics
22
Econometric Institute research papers
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International journal of finance & economics : IJFE
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Journal of international financial markets, institutions & money
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Economic review
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Agricultural finance review
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IMF working papers
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Journal of empirical finance
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NBER Working Paper
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1
Wars, cartels and COVID-19 : regime switching in commodity prices
Caputo, Rodrigo
;
Ordóñez, Félix
- In:
Applied economics letters
31
(
2024
)
4
,
pp. 338-345
Persistent link: https://www.econbiz.de/10014468840
Saved in:
2
Preliminary evidence on relationships between agricultural commodities futures prices, spot prices and oil prices using reverse regressions
Cartwright, Phillip A.
;
Riabko, Natalija
- In:
Applied economics letters
22
(
2015
)
10/12
,
pp. 777-782
Persistent link: https://www.econbiz.de/10011285361
Saved in:
3
Seven centuries of commodity co-movement : a wavelet analysis approach
Umar, Zaghum
;
Zaremba, Adam
;
Olson, Dennis
- In:
Applied economics letters
29
(
2022
)
4
,
pp. 355-359
Persistent link: https://www.econbiz.de/10012803546
Saved in:
4
Newspaper-based equity uncertainty or implied volatility index : new evidence from oil market volatility predictability
Lu, Xinjie
;
Ma, Feng
;
Li, Pan
;
Li, Tao
- In:
Applied economics letters
30
(
2023
)
7
,
pp. 960-964
Persistent link: https://www.econbiz.de/10014303607
Saved in:
5
Forecasting oil futures price volatility with economic policy uncertainty : a CARR-MIDAS model
Wu, Xinyu
;
Cui, Hao
;
Wang, Lu
- In:
Applied economics letters
30
(
2023
)
2
,
pp. 120-125
Persistent link: https://www.econbiz.de/10013553019
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6
Price discovery and volatility spillover in spot and futures markets : evidences from steel-related commodities in China
Kim, Kyoungsu
;
Lim, Seok
- In:
Applied economics letters
26
(
2019
)
5
,
pp. 351-357
Persistent link: https://www.econbiz.de/10012204211
Saved in:
7
Economic cycles and downside commodities risk
Powell, Robert
;
Duc Hong Vo
;
Thach Ngoc Pham
- In:
Applied economics letters
25
(
2018
)
4
,
pp. 258-263
Persistent link: https://www.econbiz.de/10011854446
Saved in:
8
Does speculation Granger cause return in Chinese commodity markets?
Hu, Weigang
;
Feng, Yun
- In:
Applied economics letters
23
(
2016
)
4/6
,
pp. 294-297
Persistent link: https://www.econbiz.de/10011430469
Saved in:
9
Crude oil price volatility dynamics and the Great Recession
Nonejad, Nima
- In:
Applied economics letters
26
(
2019
)
8
,
pp. 622-627
Persistent link: https://www.econbiz.de/10012204288
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10
Nonlinear dynamics in crude oil benchmarks : an AMH perspective
Varghese, George
;
Madhavan, Vinodh
- In:
Applied economics letters
26
(
2019
)
21
,
pp. 1798-1801
Persistent link: https://www.econbiz.de/10012204932
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