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~isPartOf:"Energy economics"
~isPartOf:"Journal of empirical finance"
~language:"eng"
~subject:"1977-1987"
~subject:"Commodity derivative"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Currency futures"
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1977-1987
Commodity derivative
Currency derivative
19
Währungsderivat
19
Theorie
14
Theory
14
Risikoprämie
8
Risk premium
8
Exchange rate
6
Wechselkurs
6
Estimation
5
Schätzung
5
Derivat
4
Derivative
4
Interest rate parity
4
Welt
4
World
4
Zinsparität
4
Cointegration
3
Forecasting model
3
Kointegration
3
Prognoseverfahren
3
Regression analysis
3
Regressionsanalyse
3
Rohstoffderivat
3
Volatility
3
Volatilität
3
ARCH model
2
ARCH-Modell
2
Commodity exchange
2
Efficient market hypothesis
2
Effizienzmarkthypothese
2
Electricity price
2
Erdöl
2
Forward premium anomaly
2
Großbritannien
2
Oil price
2
Petroleum
2
Regime switching
2
Strompreis
2
USA
2
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Aufsatz in Zeitschrift
Article in journal
4
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English
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Benth, Fred Espen
1
Bunn, Derek W.
1
Chan, Kam C.
1
Chen, Dipeng
1
Fok, Robert C. W.
1
Koekebakker, Steen
1
Li, Haibo
1
Lu, Xinjie
1
Ma, Feng
1
Pan, Ming-Shiun
1
Wang, Jianqiong
1
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Energy economics
Journal of empirical finance
The journal of futures markets
5
Global finance journal
2
International review of economics & finance : IREF
2
Journal of financial and quantitative analysis : JFQA
2
Applied financial economics letters
1
Global business review
1
International Journal of Energy Economics and Policy : IJEEP
1
International economic review
1
International journal of applied business and economic research
1
International journal of critical accounting : IJCA
1
International journal of economics and finance
1
International journal of financial markets and derivatives
1
International review of financial analysis
1
Journal of commodity markets
1
Journal of derivatives & hedge funds
1
Journal of international financial markets, institutions & money
1
Journal of international money and finance
1
Journal of post-Keynesian economics
1
Journal of transnational management development
1
Research in international business and finance
1
Review of quantitative finance and accounting
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
Theoretical economics letters
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ECONIS (ZBW)
4
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1
INE oil futures volatility prediction : exchange rates or international oil futures volatility?
Lu, Xinjie
;
Ma, Feng
;
Li, Haibo
;
Wang, Jianqiong
- In:
Energy economics
126
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014483407
Saved in:
2
Pricing of forwards and other derivatives in cointegrated commodity markets
Benth, Fred Espen
;
Koekebakker, Steen
- In:
Energy economics
52
(
2015
)
1
,
pp. 104-117
Persistent link: https://www.econbiz.de/10011568135
Saved in:
3
The forward premium in electricity futures
Bunn, Derek W.
;
Chen, Dipeng
- In:
Journal of empirical finance
23
(
2013
),
pp. 173-186
Persistent link: https://www.econbiz.de/10010221755
Saved in:
4
Do currency futures prices follow random walks?
Pan, Ming-Shiun
- In:
Journal of empirical finance
4
(
1997
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10001224777
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