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~isPartOf:"Energy economics"
~subject:"Commodity derivative"
~subject:"Schätzung"
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Search: Erdölpreis OR Nahrungsmittelpreise OR Rohstoff OR Rohstoffpreis
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Commodity derivative
Schätzung
Oil price
992
Ölpreis
992
Welt
479
World
479
Volatility
449
Volatilität
449
Rohstoffderivat
287
Oil market
236
Ölmarkt
236
Estimation
231
ARCH model
196
ARCH-Modell
196
Forecasting model
166
Prognoseverfahren
166
Erdöl
165
Petroleum
165
Börsenkurs
159
Share price
159
Theorie
144
Theory
144
Schock
135
Shock
135
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125
VAR-Modell
125
Hedging
123
Stock market
120
Spillover effect
119
Spillover-Effekt
119
Aktienmarkt
116
USA
116
United States
115
Oil prices
112
Capital income
105
Kapitaleinkommen
105
China
103
Time series analysis
97
Zeitreihenanalyse
96
Risk
94
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Undetermined
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Article
464
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464
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464
Conference paper
4
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4
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English
464
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Ma, Feng
13
Wang, Yudong
10
Hammoudeh, Shawkat
9
Tiwari, Aviral Kumar
8
Uddin, Mohammed Gazi Salah
8
Ji, Qiang
7
Lee, Chien-chiang
7
Kang, Sang Hoon
6
McAleer, Michael
6
Nguyen, Duc Khuong
6
Sadorsky, Perry A.
6
Wang, Shouyang
6
Yoon, Seong-min
6
Bouri, Elie
5
Chang, Chia-Lin
5
Chevallier, Julien
5
Gong, Xu
5
Liu, Li
5
Roubaud, David
5
Shahzad, Syed Jawad Hussain
5
Wei, Yu
5
Cortazar, Gonzalo
4
Irwin, Scott H.
4
Kaufmann, Robert Kurt
4
Manera, Matteo
4
Miao, Hong
4
Sanders, Dwight R.
4
Smyth, Russell
4
Sun, Yuying
4
Wen, Fenghua
4
Wu, Chongfeng
4
Yin, Libo
4
Zhang, Yaojie
4
Zhang, Yue-jun
4
Arouri, Mohamed
3
Chang, Chun Ping
3
Demirer, Rıza
3
Dutta, Anupam
3
Filis, George
3
Gupta, Rangan
3
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Energy economics
The journal of futures markets
240
International Journal of Energy Economics and Policy : IJEEP
110
Finance research letters
104
International review of economics & finance : IREF
103
International review of financial analysis
98
Economic modelling
91
Applied economics
88
Applied economics letters
73
Journal of banking & finance
68
Working paper
55
Research in international business and finance
54
The energy journal
53
Journal of commodity markets
47
The North American journal of economics and finance : a journal of financial economics studies
47
American journal of agricultural economics
44
Journal of international money and finance
41
Working paper / National Bureau of Economic Research, Inc.
39
NBER working paper series
37
CESifo working papers
34
Applied financial economics
33
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
29
NBER Working Paper
29
The handbook of commodity investing
29
Diskussionspapier / Lehrstuhl für Wirtschaftsethik, Martin-Luther-Universität Halle-Wittenberg
28
Discussion paper / Centre for Economic Policy Research
27
International journal of finance & economics : IJFE
26
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
26
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
25
Journal of empirical finance
24
Journal of international financial markets, institutions & money
24
Journal of risk and financial management : JRFM
24
Economics letters
22
Cogent economics & finance
20
OPEC energy review
20
The European journal of finance
20
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
19
Journal of agricultural and applied economics
19
Quantitative finance
19
The empirical economics letters : a monthly international journal of economics
19
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ECONIS (ZBW)
464
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464
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1
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:
2
Jumps in commodity prices : new approaches for pricing plain vanilla options
Crosby, John
;
Frau, Carme
- In:
Energy economics
114
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013477538
Saved in:
3
Forecasting fuel prices with the Chilean exchange rate : going beyond the commodity currency hypothesis
Pincheira, Pablo
;
Bentancor, Andrea
;
Hardy, Nicolás
; …
- In:
Energy economics
106
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013202113
Saved in:
4
The good, the bad and the ugly relation between oil and commodities : an analysis of asymmetric volatility connectedness and portfolio implications
Maitra, Debasish
;
Guhathakurta, Kousik
;
Kang, Sang Hoon
- In:
Energy economics
94
(
2021
),
pp. 1-30
Persistent link: https://www.econbiz.de/10012649444
Saved in:
5
Exploring the time-frequency connectedness and network among crude oil and agriculture commodities V1
Kang, Sang Hoon
;
Tiwari, Aviral Kumar
;
Albulescu, …
- In:
Energy economics
84
(
2019
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012183270
Saved in:
6
A reappraisal of the chaotic paradigm for energy commodity prices
Mastroeni, Loretta
;
Vellucci, Pierluigi
;
Naldi, Maurizio
- In:
Energy economics
82
(
2019
),
pp. 167-178
Persistent link: https://www.econbiz.de/10012173910
Saved in:
7
WTI and Brent futures pricing structure
Scheitrum, Daniel P.
;
Carter, Colin Andre
;
Revoredo …
- In:
Energy economics
72
(
2018
),
pp. 462-469
Persistent link: https://www.econbiz.de/10011972355
Saved in:
8
Mapping algorithms, agricultural futures, and the relationship between commodity investment flows and crude oil futures prices
Yan, Lei
;
Irwin, Scott H.
;
Sanders, Dwight R.
- In:
Energy economics
72
(
2018
),
pp. 486-504
Persistent link: https://www.econbiz.de/10011972365
Saved in:
9
Analyzing the time-frequency lead-lag relationship between oil and agricultural commodities
Tiwari, Aviral Kumar
;
Khalfaoui, Rabeh
;
Solarin Sakiru …
- In:
Energy economics
76
(
2018
),
pp. 470-494
Persistent link: https://www.econbiz.de/10011976711
Saved in:
10
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
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