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~isPartOf:"BIS quarterly review : international banking and financial market developments"
~isPartOf:"Econometric Institute research papers"
~isPartOf:"European review of agricultural economics : ERAE"
~isPartOf:"Journal of international financial markets, institutions & money"
~isPartOf:"The journal of futures markets"
~subject:"Spillover effect"
~type_genre:"Aufsatz in Zeitschrift"
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Spillover effect
Commodity derivative
233
Rohstoffderivat
233
USA
100
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100
Volatility
62
Volatilität
62
Estimation
41
Schätzung
41
Commodity exchange
36
Warenbörse
36
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1
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BIS quarterly review : international banking and financial market developments
Econometric Institute research papers
European review of agricultural economics : ERAE
Journal of international financial markets, institutions & money
The journal of futures markets
Energy economics
36
International review of economics & finance : IREF
10
International review of financial analysis
9
Applied economics
5
International Journal of Energy Economics and Policy : IJEEP
5
Economic modelling
4
Journal of commodity markets
4
Research in international business and finance
4
Finance research letters
3
Journal of commodity markets : JCM
3
The North American journal of economics and finance : a journal of financial economics studies
3
Annals of financial economics
2
Applied economics letters
2
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
2
Emerging markets, finance and trade : EMFT
2
Finance India : the quarterly journal of Indian Institute of Finance
2
Global business review
2
International journal of financial research
2
Journal of risk and financial management : JRFM
2
Metamorphosis : a journal of management research
2
Quantitative finance
2
Transportation research / E : an international journal
2
Agricultural and resource economics review : ARER
1
Arthaniti : journal of economic theory and practice
1
Asia-Pacific journal of management research and innovation
1
Bulletin of applied economics
1
Bulletin of economic research
1
China agricultural economic review : publ. in association with the China Agricultural University
1
Cogent economics & finance
1
Emerging markets review
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Eurasian economic review : a journal in applied macroeconomics and finance
1
Finance a úvěr
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Financial innovation : FIN
1
Frontiers of economics in China : selected publications from Chinese universities
1
IIMB management review
1
International Journal of Financial Markets and Derivatives : IJFMD
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ECONIS (ZBW)
17
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17
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1
Dynamic connectedness between energy markets and the Brazilian cash market : an empirical analysis pre- and post-COVID-19
Palazzi, Rafael Baptista
;
Assaf, Ata
;
Klotzle, Marcelo Cabus
- In:
The journal of futures markets
44
(
2024
)
1
,
pp. 27-56
Persistent link: https://www.econbiz.de/10014475422
Saved in:
2
Dynamic correlations and volatility spillovers between subsectoral clean-energy stocks and commodity futures markets : a hedging perspective
Coskun, Merve
- In:
The journal of futures markets
43
(
2023
)
12
,
pp. 1727-1749
Persistent link: https://www.econbiz.de/10014433002
Saved in:
3
Cross-border and cross-commodity volatility spillover effects of Chinese soybean futures
Qin, Sisi
;
Lau, Wee-Yeap
- In:
The journal of futures markets
43
(
2023
)
12
,
pp. 1836-1852
Persistent link: https://www.econbiz.de/10014433015
Saved in:
4
Alarming contagion effects : the dangerous ripple effect of extreme price spillovers across crude oil, carbon emission allowance, and agriculture futures markets
Wei, Yu
;
Wang, Yizhi
;
Vigne, Samuel A.
;
Ma, Zhenyu
- In:
Journal of international financial markets, …
88
(
2023
),
pp. 1-33
Persistent link: https://www.econbiz.de/10014482920
Saved in:
5
Tail dependence structure and extreme risk spillover effects between the international agricultural futures and spot markets
Dai, Yun-Shi
;
Dai, Peng-Fei
;
Zhou, Wei-Xing
- In:
Journal of international financial markets, …
88
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014482970
Saved in:
6
Global climate change and commodity markets : a hedging perspective
Jia, Shanghui
;
Chen, Xinhui
;
Han, Liyan
;
Jin, Jiayu
- In:
The journal of futures markets
43
(
2023
)
10
,
pp. 1393-1422
Persistent link: https://www.econbiz.de/10014339447
Saved in:
7
Trading around the clock : revisit volatility spillover between crude oil and equity markets in different trading sessions
Hao, Jing
;
He, Feng
;
Ma, Feng
;
Fu, Tong
- In:
The journal of futures markets
43
(
2023
)
6
,
pp. 771-791
Persistent link: https://www.econbiz.de/10014293226
Saved in:
8
Volatility spillovers : a sparse multivariate GARCH approach with an application to commodity markets
Dhaene, Geert
;
Sercu, Piet
;
Wu, Jianbin
- In:
The journal of futures markets
42
(
2022
)
5
,
pp. 868-887
Persistent link: https://www.econbiz.de/10013187611
Saved in:
9
Intraday liquidity in soybean complex futures markets
Boer, Thomas A. P. de
;
Gardebroek, Cornelis
;
Pennings, …
- In:
The journal of futures markets
42
(
2022
)
7
,
pp. 1189-1211
Persistent link: https://www.econbiz.de/10013287941
Saved in:
10
Exploring the dynamics of the equity-commodity nexus : a study of base metal futures
Saishree, Ipsita
;
Padhi, Puja
- In:
The journal of futures markets
42
(
2022
)
8
,
pp. 1573-1596
Persistent link: https://www.econbiz.de/10013288006
Saved in:
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