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~isPartOf:"CAMA working paper series"
~isPartOf:"Energy economics"
~isPartOf:"International Journal of Energy Economics and Policy : IJEEP"
~isPartOf:"International review of financial analysis"
~subject:"Volatility"
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Search: subject:"Rohstoff"
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Volatility
Commodity derivative
398
Rohstoffderivat
398
Volatilität
282
Oil price
259
Ölpreis
259
Welt
245
World
245
Hedging
229
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Ma, Feng
14
Hammoudeh, Shawkat
8
Nguyen, Duc Khuong
7
Bouri, Elie
6
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6
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6
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5
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4
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4
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4
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3
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3
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3
Manera, Matteo
3
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3
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3
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3
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3
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3
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CAMA working paper series
Energy economics
International Journal of Energy Economics and Policy : IJEEP
International review of financial analysis
The journal of futures markets
83
Finance research letters
60
International review of economics & finance : IREF
43
Economic modelling
36
Applied economics
32
The North American journal of economics and finance : a journal of financial economics studies
29
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28
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24
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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CESifo working papers
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Journal of risk and financial management : JRFM
9
OxCarre research paper / Oxford Centre for the Analysis of Resource Rich Economies, Department of Economics, University of Oxford
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ECONIS (ZBW)
282
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1
The role of index traders in the financialization of commodity markets : a behavioral finance approach
Aït-Youcef, Camille
;
Joëts, Marc
- In:
Energy economics
136
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10015046650
Saved in:
2
On the time-varying correlations and hedging effectiveness : an analysis of crude oil, gold, and stock market
Sahadudheen, I.
;
Kumar, P. K. Santhosh
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
6
,
pp. 353-363
Persistent link: https://www.econbiz.de/10014435115
Saved in:
3
Modelling market indices, commodity market prices and stock prices of energy sector using VAR with variance decomposition model
Meher, Bharat Kumar
;
Hawaldar, Iqbal Thonse
;
Kumar, Santosh
- In:
International Journal of Energy Economics and Policy : IJEEP
12
(
2022
)
4
,
pp. 122-130
Persistent link: https://www.econbiz.de/10013366034
Saved in:
4
Seeking a shock haven : Hedging extreme upward oil price changes
Conlon, Thomas
;
Corbet, Shaen
;
Hou, Yang
;
Hu, Yang
; …
- In:
International review of financial analysis
94
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014543955
Saved in:
5
The impact of global energy price volatility on oil derivative and local price in Jordan : using DCC-GARCH model
Adailah, Radi Mohammad
;
Al-Damour, Saba Bassam
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
14
(
2024
)
1
,
pp. 336-348
Persistent link: https://www.econbiz.de/10014486378
Saved in:
6
Volatility transmission and market connectivity of metals and energy commodities : insights from the spillover index
Tessmann, Mathias
;
Gutiérrez, Carlos Enrique Carrasco
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
14
(
2024
)
3
,
pp. 609-618
Persistent link: https://www.econbiz.de/10014533484
Saved in:
7
Volatility dynamics of agricultural futures markets under uncertainties
Dutta, Anupam
;
Uddin, Mohammed Gazi Salah
;
Sheng, Lin Wen
; …
- In:
Energy economics
136
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10015046928
Saved in:
8
Volatility spillovers and hedging strategies between impact investing and agricultural commodities
Banerjee, Ameet Kumar
;
Akhtaruzzaman, Md.
;
Sensoy, Ahmet
; …
- In:
International review of financial analysis
94
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014543920
Saved in:
9
WTI crude oil options market prior to and during the COVID-19 pandemic
Łamasz, Bartosz
;
Michalski, Marek
;
Puka, Radosław
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
2
,
pp. 117-128
Persistent link: https://www.econbiz.de/10014316298
Saved in:
10
Exploring the time-varying connectedness and contagion effects among exchange rates of BRICS, energy commodities, and volatilities
Qabhobho, Thobekile
;
Adam, Anokye M.
;
Idun, Anthony Adu …
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
2
,
pp. 272-283
Persistent link: https://www.econbiz.de/10014365714
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