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~isPartOf:"CAMA working paper series"
~isPartOf:"Energy economics"
~isPartOf:"International review of financial analysis"
~subject:"Spillover-Effekt"
~subject:"Volatility"
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Search: subject:"Rohstoff"
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Spillover-Effekt
Volatility
Commodity derivative
359
Rohstoffderivat
359
Volatilität
259
Oil price
228
Ölpreis
228
Welt
220
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220
Hedging
215
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128
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128
Theorie
122
Theory
122
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118
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118
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111
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111
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106
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92
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Spillover effect
84
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78
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Prognoseverfahren
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73
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70
China
54
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50
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2
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286
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Ma, Feng
14
Bouri, Elie
8
Hammoudeh, Shawkat
8
Uddin, Mohammed Gazi Salah
8
Kang, Sang Hoon
7
Nguyen, Duc Khuong
7
Roubaud, David
7
Tiwari, Aviral Kumar
7
Wei, Yu
6
Yoon, Seong-min
6
Ji, Qiang
5
Lin, Boqiang
5
Mensi, Walid
5
Chevallier, Julien
4
Dai, Zhifeng
4
Dutta, Anupam
4
Filis, George
4
Gong, Xu
4
Hou, Yang
4
Hu, Yang
4
Lee, Chien-chiang
4
Lu, Xinjie
4
Luo, Jiawen
4
Wang, Yudong
4
Zhang, Yaojie
4
Antonakakis, Nikolaos
3
Arouri, Mohamed
3
Chang, Chia-Lin
3
Chen, Jinyu
3
Corbet, Shaen
3
Das, Debojyoti
3
Do, Hung Xuan
3
Huang, Dengshi
3
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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
86
Finance research letters
67
International review of economics & finance : IREF
46
Economic modelling
39
Applied economics
34
The North American journal of economics and finance : a journal of financial economics studies
33
Working paper
29
Journal of banking & finance
28
International Journal of Energy Economics and Policy : IJEEP
24
International journal of theoretical and applied finance
24
Research in international business and finance
24
Applied economics letters
23
The energy journal
23
American journal of agricultural economics
21
Journal of international financial markets, institutions & money
20
IMF working papers
19
Journal of commodity markets
19
Working paper / National Bureau of Economic Research, Inc.
19
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18
Econometric Institute research papers
18
Journal of international money and finance
18
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International journal of finance & economics : IJFE
15
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13
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Mathematical finance : an international journal of mathematics, statistics and financial theory
13
Pacific-Basin finance journal
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Journal of economic dynamics & control
12
Cogent economics & finance
11
Global finance journal
10
Journal of empirical finance
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Journal of risk and financial management : JRFM
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Policy research working paper : WPS
10
The journal of finance : the journal of the American Finance Association
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
286
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286
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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
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
Saved in:
3
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:
4
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:
5
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:
6
Dissecting hedge funds' strategies
Noori, Mohammad
;
Hitaj, Asmerilda
- In:
International review of financial analysis
85
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014234967
Saved in:
7
Uncovering risk transmission between socially responsible investments, alternative energy investments and the implied volatility of major commodities
Shahid, Muhammad Naeem
;
Wajahat Azmi
;
Ali, Mohsin
; …
- In:
Energy economics
120
(
2023
),
pp. 1-44
Persistent link: https://www.econbiz.de/10014285871
Saved in:
8
Nonlinear and asymmetric interconnectedness of crude oil with financial and commodity markets
Okhrin, Yarema
;
Uddin, Mohammed Gazi Salah
;
Yahya, Muhammad
- In:
Energy economics
125
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014485235
Saved in:
9
Financial stress and commodity price volatility
Chen, Louisa
;
Verousis, Thanos
;
Wang, Kai
;
Zhou, Zhiping
- In:
Energy economics
125
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014485240
Saved in:
10
Asymmetric effects of market uncertainties on agricultural commodities
Bossman, Ahmed
;
Gubareva, Mariya
;
Teplova, Tamara V.
- In:
Energy economics
127
(
2023
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014490336
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