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~isPartOf:"CAMA working paper series"
~isPartOf:"International review of financial analysis"
~subject:"Oil price"
~subject:"Rohstoffmarkt"
~subject:"Volatility"
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Search: subject:"Rohstoff"
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Oil price
Rohstoffmarkt
Volatility
Hedging
92
Commodity derivative
72
Rohstoffderivat
72
Volatilität
64
Welt
55
World
55
Portfolio selection
45
Portfolio-Management
45
Commodity price
37
Rohstoffpreis
37
Theorie
36
Theory
36
Derivat
31
Derivative
31
Estimation
28
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28
ARCH model
25
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24
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84
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Bouri, Elie
3
Fry-McKibbin, Renée
3
Ma, Feng
3
Vespignani, Joaquin
3
Bohl, Martin T.
2
DeBoyrie, Maria Eugenia
2
Floros, Christos
2
Goodell, John W.
2
Han, Liyan
2
Lien, Da-hsiang Donald
2
Lu, Xinjie
2
Majumder, Monoj Kumar
2
Miffre, Joëlle
2
Nguyen, Duc Khuong
2
Okimoto, Tatsuyoshi
2
Pavlova, Ivelina
2
Raghavan, Mala
2
Roubaud, David
2
Siklos, Pierre L.
2
Souza, Rodrigo da Silva
2
Wang, Shixuan
2
Wang, Xiong
2
Wellenreuther, Claudia
2
Zhang, Yue-jun
2
Akhtaruzzaman, Md.
1
Albrecht, Peter
1
Alexiou, Constantinos
1
Ali, Faek Menla
1
Amar, Amine Ben
1
Andreasson, Pierre
1
Antonakakis, Nikolaos
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Asadi, Mehrad
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Baffes, John
1
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1
Basu, Sankarshan
1
Bayaa, Yasmeen
1
Bekiros, Stelios
1
Benkraiem, Ramzi
1
Bertus, Mark
1
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CAMA working paper series
International review of financial analysis
Energy economics
279
The journal of futures markets
103
Finance research letters
87
Intereconomics : review of European economic policy
66
Applied economics
58
International review of economics & finance : IREF
55
Economic modelling
50
Journal of banking & finance
45
The energy journal
43
IMF working papers
42
NBER working paper series
39
Working paper
39
Applied economics letters
38
International Journal of Energy Economics and Policy : IJEEP
38
Journal of commodity markets
38
Journal of international money and finance
38
NBER Working Paper
35
Working paper / National Bureau of Economic Research, Inc.
35
Policy research working paper : WPS
33
Research in international business and finance
33
The North American journal of economics and finance : a journal of financial economics studies
31
American journal of agricultural economics
28
International journal of theoretical and applied finance
27
IMF working paper
24
Discussion paper / Centre for Economic Policy Research
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World development : the multi-disciplinary international journal devoted to the study and promotion of world development
23
Mineral economics : raw materials report
21
Journal of international financial markets, institutions & money
20
Applied mathematical finance
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CESifo working papers
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Econometric Institute research papers
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Quantitative finance
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International journal of finance & economics : IJFE
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Economics letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
16
Monatsberichte / WIFO, Österreichisches Institut für Wirtschaftsforschung
16
World Bank Policy Research Working Paper
16
DERA-Rohstoffinformationen
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ECONIS (ZBW)
84
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1
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:
2
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:
3
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:
4
The shape of the treasury yield curve and commodity prices
Bayaa, Yasmeen
;
Qadan, Mahmoud
- In:
International review of financial analysis
94
(
2024
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014543998
Saved in:
5
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
Saved in:
6
Financialization and speculators risk premia in commodity futures markets
Carter, Colin Andre
;
Revoredo Giha, César L.
- In:
International review of financial analysis
88
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014471971
Saved in:
7
Commodity market financialization, herding and signals : an asymmetric GARCH R-vine copula approach
Qin, Xiao
;
Yan, Meilan
;
Zhang, Dalu
- In:
International review of financial analysis
89
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014466342
Saved in:
8
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:
9
Disentangling commodity demand, commodity supply, and international liquidity shocks on an emerging market
Fry-McKibbin, Renée
;
Souza, Rodrigo da Silva
-
2020
Persistent link: https://www.econbiz.de/10012225017
Saved in:
10
The macroeconomic effects of commodity price uncertainty
Trung Duc Tran
-
2020
-
This version: December 2020
Persistent link: https://www.econbiz.de/10012542748
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