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~isPartOf:"Econometric Institute research papers"
~isPartOf:"Energy economics"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Review of quantitative finance and accounting"
~subject:"Indexderivat"
~subject:"Share price"
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Search: subject_exact:"Index derivative"
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Indexderivat
Share price
Index derivative
31
Volatility
13
Volatilität
13
USA
10
United States
10
Spillover effect
9
Spillover-Effekt
9
Investment Fund
8
Investmentfonds
8
Portfolio selection
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Aktienindex
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Chang, Chia-Lin
8
McAleer, Michael
8
Hsieh, Tai-Lin
3
Bouri, Elie
2
Liu, Chia-Ping
2
Tse, Yiuman
2
Alexopoulos, Thomas A.
1
Brøgger, Søren Bundgaard
1
Chacko, George
1
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1
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1
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1
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1
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1
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1
De Rossi, Giuliano
1
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1
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1
Fan, Rong
1
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1
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1
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1
Ho, Keng-yu
1
Hurlin, Christophe
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1
Moneta, Fabio
1
Naeem, Muhammad Abubakr
1
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1
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Econometric Institute research papers
Energy economics
Journal of banking & finance
Review of quantitative finance and accounting
Diskussionspapier / Lehrstuhl für Wirtschaftsethik, Martin-Luther-Universität Halle-Wittenberg
20
International review of financial analysis
20
The journal of investing
20
The journal of trading
18
Finance research letters
16
The journal of futures markets
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The review of financial studies
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Financial services review : the journal of individual financial management
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Applied economics
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The journal of asset management
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Applied economics letters
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NBER working paper series
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Journal of risk and financial management : JRFM
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Pacific-Basin finance journal
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International review of economics & finance : IREF
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Journal of investment management : JOIM
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The journal of alternative investments
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The journal of beta investment strategies
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Working paper / National Bureau of Economic Research, Inc.
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NBER Working Paper
9
Investment management and financial innovations
8
Journal of financial markets
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Research paper series / Swiss Finance Institute
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The journal of portfolio management : a publication of Institutional Investor
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Corporate finance : Finanzierung, Kapitalmarkt, Bewertung, Mergers & Acquisitions
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European financial management : the journal of the European Financial Management Association
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Journal of financial economics
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The financial review : the official publication of the Eastern Finance Association
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Applied financial economics
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Bloomberg financial series
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Discussion paper / Centre for Economic Policy Research
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Journal of financial and quantitative analysis : JFQA
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Journal of international financial markets, institutions & money
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Review of Pacific Basin financial markets and policies
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ECONIS (ZBW)
31
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1
COVID-induced sentiment and the intraday volatility spillovers between energy and other ETFs
Naeem, Muhammad Abubakr
;
Sitara Karim
;
Yarovaya, Larisa
; …
- In:
Energy economics
122
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014440746
Saved in:
2
Higher-order moments and co-moments' contribution to spillover analysis and portfolio risk management
Nekhili, Ramzi
;
Bouri, Elie
- In:
Energy economics
119
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014285019
Saved in:
3
The impact of ESG risks on corporate value
Cohen, Gil
- In:
Review of quantitative finance and accounting
60
(
2023
)
4
,
pp. 1451-1468
Persistent link: https://www.econbiz.de/10014291830
Saved in:
4
The asymmetric relationship between returns and implied higher moments : evidence from the crude oil market
Zhang, Xinxin
;
Bouri, Elie
;
Xu, Yahua
;
Zhang, Gongqiu
- In:
Energy economics
109
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013283886
Saved in:
5
The shift from active to passive and its effect on intraday stock dynamics
De Rossi, Giuliano
;
Steliaros, Michael
- In:
Journal of banking & finance
143
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013531060
Saved in:
6
Latent volatility granger causality and spillovers in renewable energy and crude oil ETFs
Chang, Chia-Lin
;
McAleer, Michael
;
Wang, Yu-Ann
-
2018
Persistent link: https://www.econbiz.de/10011863536
Saved in:
7
Connecting VIX and stock index ETF with VAR and diagonal BEKK
Chang, Chia-Lin
;
Hsieh, Tai-Lin
;
McAleer, Michael
-
2018
-
Revised: September 2018
Persistent link: https://www.econbiz.de/10011920700
Saved in:
8
Blessing or curse? Institutional investment in leveraged ETFs
DeVault, Luke
;
Turtle, Harry J.
;
Wang, Kainan
- In:
Journal of banking & finance
129
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012822207
Saved in:
9
Frequency spillovers, connectedness, and the hedging effectiveness of oil and gold for US sector ETFs
Kang, Sang Hoon
;
Hernandez, Jose Arreola
;
Sadorsky, Perry A.
- In:
Energy economics
99
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012939407
Saved in:
10
The challenges of oil investing : contango and the financialization of commodities
Chincarini, Ludwig Boris
;
Moneta, Fabio
- In:
Energy economics
102
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013162184
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