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~isPartOf:"CAMA working paper series"
~isPartOf:"Energy economics"
~isPartOf:"International review of financial analysis"
~subject:"Rohstoffmarkt"
~subject:"Volatility"
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Rohstoffmarkt
Volatility
Commodity derivative
359
Rohstoffderivat
359
Volatilität
259
Oil price
228
Ölpreis
228
Welt
220
World
220
Hedging
215
ARCH model
128
ARCH-Modell
128
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122
Theory
122
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Rohstoffpreis
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111
Derivat
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54
Börsenkurs
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50
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50
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302
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Ma, Feng
14
Hammoudeh, Shawkat
9
Bouri, Elie
7
Nguyen, Duc Khuong
7
Uddin, Mohammed Gazi Salah
7
Gong, Xu
6
Roubaud, David
6
Wei, Yu
6
Kang, Sang Hoon
5
Lin, Boqiang
5
Yoon, Seong-min
5
Chevallier, Julien
4
Dutta, Anupam
4
Filis, George
4
Hou, Yang
4
Hu, Yang
4
Ji, Qiang
4
Lee, Chien-chiang
4
Lu, Xinjie
4
Luo, Jiawen
4
Mensi, Walid
4
Tiwari, Aviral Kumar
4
Wang, Yudong
4
Zhang, Yaojie
4
Antonakakis, Nikolaos
3
Arouri, Mohamed
3
Chang, Chia-Lin
3
Corbet, Shaen
3
Dai, Zhifeng
3
Das, Debojyoti
3
Do, Hung Xuan
3
Goodell, John W.
3
Guesmi, Khaled
3
Huang, Dengshi
3
Joëts, Marc
3
Klein, Tony
3
Krištoufek, Ladislav
3
Liao, Yin
3
Maitra, Debasish
3
Manera, Matteo
3
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CAMA working paper series
Energy economics
International review of financial analysis
The journal of futures markets
94
Finance research letters
77
Intereconomics : review of European economic policy
63
Applied economics
51
International review of economics & finance : IREF
48
Economic modelling
46
Journal of banking & finance
40
Working paper
37
Journal of commodity markets
36
NBER working paper series
35
Applied economics letters
33
Journal of international money and finance
33
NBER Working Paper
32
Working paper / National Bureau of Economic Research, Inc.
32
IMF working papers
31
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30
The North American journal of economics and finance : a journal of financial economics studies
30
American journal of agricultural economics
28
Research in international business and finance
28
International journal of theoretical and applied finance
26
The energy journal
26
International Journal of Energy Economics and Policy : IJEEP
25
World development : the multi-disciplinary international journal devoted to the study and promotion of world development
23
Discussion paper / Centre for Economic Policy Research
21
Journal of international financial markets, institutions & money
20
Mineral economics : raw materials report
20
IMF working paper
19
Applied mathematical finance
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Econometric Institute research papers
18
Quantitative finance
18
International journal of finance & economics : IJFE
16
Monatsberichte / WIFO, Österreichisches Institut für Wirtschaftsforschung
16
DERA-Rohstoffinformationen
15
Journal of economic dynamics & control
15
World Bank Policy Research Working Paper
15
Discussion paper / Tinbergen Institute
14
International journal of economics and finance
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ECONIS (ZBW)
302
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1
The effects of a shock to critical minerals prices on the world oil price and inflation
Considine, Jennifer I.
;
Galkin, Phillip
;
Hatipoglu, Emre
; …
- In:
Energy economics
127
(
2023
)
2
,
pp. 1-46
Persistent link: https://www.econbiz.de/10014489961
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2
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:
3
Extreme risk dependence and time-varying spillover between crude oil, commodity market and inflation in China
Li, Houjian
;
Huang, Xinya
;
Guo, Lili
- In:
Energy economics
127
(
2023
)
2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10014490005
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4
Co-movement between commodity and equity markets revisited - an application of the Thick Pen method
Wadud, Sania
;
Gronwald, Marc
;
Durand, Robert B.
;
Lee, …
- In:
International review of financial analysis
87
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014456370
Saved in:
5
Marionettes behind co-movement of commodity prices : roles of speculative and hedging activities
Wu, Nan
;
Wen, Fenghua
;
Gong, Xu
- In:
Energy economics
115
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013541835
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6
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:
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
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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
Economic importance of correlations for energy and other commodities
Bannigidadmath, Deepa
;
Narayan, Paresh Kumar
- In:
Energy economics
107
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013202421
Saved in:
10
Price discovery in agricultural commodity markets : do speculators contribute?
Bohl, Martin T.
;
Siklos, Pierre L.
;
Stefan, Martin
; …
-
2019
Persistent link: https://www.econbiz.de/10012223987
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