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~isPartOf:"Econometric Institute research papers"
~isPartOf:"International review of financial analysis"
~subject:"Volatility"
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Search: subject:"commodity"
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Volatility
Hedging
100
Commodity derivative
83
Rohstoffderivat
83
Volatilität
76
Portfolio selection
68
Portfolio-Management
68
Welt
50
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50
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39
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McAleer, Michael
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6
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3
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2
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2
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2
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2
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1
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Econometric Institute research papers
International review of financial analysis
Energy economics
204
The journal of futures markets
88
Finance research letters
66
International review of economics & finance : IREF
46
Economic modelling
40
Applied economics
39
The North American journal of economics and finance : a journal of financial economics studies
33
Research in international business and finance
30
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30
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28
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28
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27
American journal of agricultural economics
25
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16
International journal of finance & economics : IJFE
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13
Journal of economic dynamics & control
13
Mathematical finance : an international journal of mathematics, statistics and financial theory
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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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12
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11
OxCarre research paper / Oxford Centre for the Analysis of Resource Rich Economies, Department of Economics, University of Oxford
11
The empirical economics letters : a monthly international journal of economics
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ECONIS (ZBW)
76
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1
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:
2
Do
commodity
futures have a steering effect on the spot stock market in China? : new evidence from volatility forecasting
Lu, Fei
;
Ma, Feng
;
Bouri, Elie
;
Liao, Yin
- In:
International review of financial analysis
94
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014543949
Saved in:
3
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:
4
Does economic policy uncertainty drive nonlinear risk spillover in the
commodity
futures market?
Ren, Ying-hua
;
Tan, Anqi
;
Zhu, Huiming
;
Zhao, Wanru
- In:
International review of financial analysis
81
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013375403
Saved in:
5
Dynamic volatility spillovers and investment strategies between the Chinese stock market and
commodity
markets
Wen, Fenghua
;
Cao, Jiahui
;
Liu, Zhen
;
Wang, Xiong
- In:
International review of financial analysis
76
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012804692
Saved in:
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
Asymmetric and high-order risk transmission across VIX and Chinese futures markets
Zhang, Qun
;
Luo, Jiawen
- In:
International review of financial analysis
93
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014543395
Saved in:
8
Returns and volatilities of energy futures markets : roles of speculative and hedging sentiments
Chen, Rongda
;
Wei, Bo
;
Jin, Chenglu
;
Liu, Jia
- In:
International review of financial analysis
76
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012805056
Saved in:
9
Do precious metals hedge crude oil volatility jumps?
Das, Debojyoti
;
Bhatia, Vaneet
;
Kumar, Surya Bhushan
; …
- In:
International review of financial analysis
83
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013455150
Saved in:
10
Oil futures volatility predictability : new evidence based on machine learning models
Lu, Xinjie
;
Ma, Feng
;
Xu, Jin
;
Zhang, Zehui
- In:
International review of financial analysis
83
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013460875
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