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~isPartOf:"Applied mathematical finance"
~isPartOf:"Journal of international money and finance"
~subject:"Commodity derivative"
~subject:"Risikoprämie"
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Search: subject_exact:"Warentermingeschäft"
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Commodity derivative
Risikoprämie
Rohstoffderivat
27
Volatility
10
Volatilität
10
Oil price
9
Ölpreis
9
Welt
8
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8
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7
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Al-Titi, Omar
1
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1
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1
An, Yunbi
1
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1
Benth, Fred Espen
1
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1
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1
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Applied mathematical finance
Journal of international money and finance
Energy economics
287
The journal of futures markets
217
Finance research letters
74
International review of financial analysis
68
International review of economics & finance : IREF
53
Journal of banking & finance
53
Economic modelling
52
Applied economics
47
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
33
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 economics : the journal of the International Association of Agricultural Economists
15
Agricultural finance review
15
Econometric Institute research papers
15
Journal of empirical finance
15
Quantitative finance
15
The European journal of finance
15
European review of agricultural economics : ERAE
14
International journal of finance & economics : IJFE
14
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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
Applied economic perspectives and policy
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Finance India : the quarterly journal of Indian Institute of Finance
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Journal of international financial markets, institutions & money
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ECONIS (ZBW)
27
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1
Welfare gains from market insurance : the case of Mexican oil price risk
Ma, Chang
;
Valencia, Fabian
- In:
Journal of international money and finance
142
(
2024
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014549848
Saved in:
2
Speculation and informational efficiency in commodity futures markets
Bonnier, Jean-Baptiste
- In:
Journal of international money and finance
117
(
2021
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013284866
Saved in:
3
Hedging strategies in commodity markets : rolling intrinsic and delta hedging for virtual power plants
Biegler-König, Richard
- In:
Applied mathematical finance
27
(
2020
)
6
,
pp. 550-582
Persistent link: https://www.econbiz.de/10012516171
Saved in:
4
Price discovery in commodity futures and cash markets with heterogeneous agents
Van Huellen, Sophie
- In:
Journal of international money and finance
95
(
2019
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012135182
Saved in:
5
Analyzing the impacts of foreign exchange and oil price on biofuel commodity futures
Chiang, Shu-Mei
;
Chen, Chun-Da
;
Huang, Chien-Ming
- In:
Journal of international money and finance
96
(
2019
),
pp. 37-48
Persistent link: https://www.econbiz.de/10012139604
Saved in:
6
Volatility risk premia and future commodity returns
Ornelas, José Renato Haas
;
Mauad, Roberto Baltieri
- In:
Journal of international money and finance
96
(
2019
),
pp. 341-360
Persistent link: https://www.econbiz.de/10012139839
Saved in:
7
The economic drivers of commodity market volatility
Prokopczuk, Marcel
;
Stancu, Andrei
;
Symeonidis, Lazaros
- In:
Journal of international money and finance
98
(
2019
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012140078
Saved in:
8
The role of market expectations in commodity price dynamics : evidence from oil data
Jin, Xin
- In:
Journal of international money and finance
90
(
2019
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012132906
Saved in:
9
A non-Gaussian Ornstein-Uhlenbeck model for pricing wind power futures
Benth, Fred Espen
;
Pircalabu, Anca
- In:
Applied mathematical finance
25
(
2018
)
1/2
,
pp. 36-65
Persistent link: https://www.econbiz.de/10011959115
Saved in:
10
Forecasting oil price realized volatility using information channels from other asset classes
Degiannakis, Stavros
;
Filis, George
- In:
Journal of international money and finance
76
(
2017
),
pp. 28-49
Persistent link: https://www.econbiz.de/10011788055
Saved in:
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