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~isPartOf:"Applied mathematical finance"
~isPartOf:"Economia aplicada : EA"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of international money and finance"
~isPartOf:"The energy journal"
~subject:"Commodity derivative"
~subject:"Risikoprämie"
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Search: subject_exact:"Warentermingeschäft"
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Commodity derivative
Risikoprämie
Rohstoffderivat
127
Oil price
44
Ölpreis
44
Volatility
43
Volatilität
43
Welt
36
World
36
Commodity exchange
33
Warenbörse
33
Derivat
26
Derivative
26
Erdöl
25
Petroleum
25
Theorie
25
Theory
25
Commodity price
21
Estimation
21
Oil market
21
Rohstoffpreis
21
Schätzung
21
Ölmarkt
21
Commodity market
20
Rohstoffmarkt
20
Hedging
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Risk premium
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Speculation
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Capital income
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Forecasting model
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Kapitaleinkommen
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Prognoseverfahren
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Spekulation
15
Commodities
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Option pricing theory
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Optionspreistheorie
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USA
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United States
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Yield curve
12
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English
124
Portuguese
3
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Prokopczuk, Marcel
8
Miffre, Joëlle
6
Bianchi, Robert
4
Buyuksahin, Bahattin
4
Fernandez-Perez, Adrian
4
Fuertes, Ana María
4
Robe, Michel A.
4
Fan, John Hua
3
Paschke, Raphael
3
Symeonidis, Lazaros
3
Back, Janis
2
Benth, Fred Espen
2
Brunetti, Celso
2
Chevallier, Julien
2
Daskalaki, Charoula
2
Degiannakis, Stavros
2
Fattouh, Bassam
2
Hammoudeh, Shawkat
2
Harris, Jeffrey H.
2
Indriawan, Ivan
2
Irwin, Scott H.
2
Jacobs, Kris
2
Kilian, Lutz
2
Lee, Thomas
2
Lien, Da-hsiang Donald
2
Manera, Matteo
2
Marshall, Ben R.
2
Nicolini, Marcella
2
Nikitopoulos, Christina Sklibosios
2
Rallis, Georgios
2
Raynaud, Franck
2
Ronn, Ehud I.
2
Rudolf, Markus
2
Skiadopoulos, George
2
Song Zan Chiou Wei
2
Tang, Ke
2
Wese Simen, Chardin
2
Xu, Yahua
2
Zhang, Tingxi
2
Zhu, Zhen
2
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Applied mathematical finance
Economia aplicada : EA
Journal of banking & finance
Journal of international money and finance
The energy journal
Energy economics
270
The journal of futures markets
207
International review of financial analysis
62
Finance research letters
60
Economic modelling
52
Applied economics
46
International review of economics & finance : IREF
46
Journal of commodity markets
43
American journal of agricultural economics
41
Applied economics letters
39
International Journal of Energy Economics and Policy : IJEEP
38
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
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
15
Econometric Institute research papers
15
Journal of empirical finance
15
Quantitative finance
15
Agricultural economics : the journal of the International Association of Agricultural Economists
14
European review of agricultural economics : ERAE
14
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
13
The European journal of finance
13
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
13
The review of financial studies
13
Finance India : the quarterly journal of Indian Institute of Finance
12
Journal of international financial markets, institutions & money
12
Journal of risk and financial management : JRFM
12
Pacific-Basin finance journal
12
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ECONIS (ZBW)
127
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1
Exploiting the dynamics of commodity futures curves
Bianchi, Robert
;
Fan, John Hua
;
Miffre, Joëlle
;
Zhang, …
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014491689
Saved in:
2
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:
3
Futures prices are useful predictors of the spot price of crude oil
Ellwanger, Reinhard
;
Snudden, Stephen
- In:
The energy journal
44
(
2023
)
4
,
pp. 65-82
Persistent link: https://www.econbiz.de/10014323790
Saved in:
4
Oil price uncertainty and IPOs
Blomkvist, Magnus
;
Dimic, Nebojsa
;
Vulanovic, Milos
- In:
The energy journal
44
(
2023
)
6
,
pp. 43-64
Persistent link: https://www.econbiz.de/10014449810
Saved in:
5
Option returns, risk premiums, and demand pressure in energy markets
Jacobs, Kris
;
Li, Bingxin
- In:
Journal of banking & finance
146
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014248220
Saved in:
6
The negative pricing of the May 2020 WTI Contract
Fernandez-Perez, Adrian
;
Fuertes, Ana María
;
Miffre, …
- In:
The energy journal
44
(
2023
)
1
,
pp. 119-142
Persistent link: https://www.econbiz.de/10013542016
Saved in:
7
Volatility forecasting of crude oil market : which structural change based GARCH models have better performance?
Zhang, Yue-jun
;
Zhang, Han
- In:
The energy journal
44
(
2023
)
1
,
pp. 175-193
Persistent link: https://www.econbiz.de/10013542058
Saved in:
8
Intraday return predictability in the crude oil market : the role of EIA inventory announcements
Wen, Zhuzhu
;
Indriawan, Ivan
;
Lien, Da-hsiang Donald
; …
- In:
The energy journal
44
(
2023
)
5
,
pp. 149-171
Persistent link: https://www.econbiz.de/10014380659
Saved in:
9
What should be taken into consideration when forecasting oil implied volatility index?
Delis, Panagiotis
;
Degiannakis, Stavros
;
Giannopoulos, …
- In:
The energy journal
44
(
2023
)
5
,
pp. 231-249
Persistent link: https://www.econbiz.de/10014380730
Saved in:
10
Time-varying term structure of oil risk premia
Cortazar, Gonzalo
;
Liedtke, Philip
;
Ortega, Hector
; …
- In:
The energy journal
43
(
2022
)
5
,
pp. 71-91
Persistent link: https://www.econbiz.de/10013412820
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