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~isPartOf:"Energy economics"
~subject:"Rohstoffderivat"
~subject:"VAR-Modell"
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Search: Erdölpreis OR Nahrungsmittelpreise OR Rohstoff OR Rohstoffpreis
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Rohstoffderivat
VAR-Modell
Oil price
948
Ölpreis
948
Welt
456
World
456
Volatility
430
Volatilität
430
Commodity derivative
274
Oil market
230
Ölmarkt
230
Estimation
216
Schätzung
216
ARCH model
191
ARCH-Modell
191
Forecasting model
156
Prognoseverfahren
156
Erdöl
153
Petroleum
153
Börsenkurs
151
Share price
151
Theorie
141
Theory
141
Schock
125
Shock
125
VAR model
121
Hedging
117
USA
112
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111
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111
Spillover effect
109
Spillover-Effekt
109
Oil prices
108
Aktienmarkt
107
China
99
Capital income
97
Kapitaleinkommen
97
Time series analysis
93
Zeitreihenanalyse
92
Risk
89
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Article
388
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388
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388
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1
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English
388
Author
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Ma, Feng
11
Uddin, Mohammed Gazi Salah
8
Hammoudeh, Shawkat
7
Lee, Chien-chiang
7
Wang, Yudong
7
Gupta, Rangan
6
Kang, Sang Hoon
6
Nguyen, Duc Khuong
6
Sadorsky, Perry A.
6
Chevallier, Julien
5
Ji, Qiang
5
Kaufmann, Robert Kurt
5
Manera, Matteo
5
McAleer, Michael
5
Shahzad, Syed Jawad Hussain
5
Wei, Yu
5
Wu, Chongfeng
5
Bouri, Elie
4
Chang, Chia-Lin
4
Cortazar, Gonzalo
4
Demirer, Rıza
4
Filis, George
4
Gong, Xu
4
Irwin, Scott H.
4
Liu, Li
4
Miao, Hong
4
Naeem, Muhammad Abubakr
4
Sanders, Dwight R.
4
Tiwari, Aviral Kumar
4
Yoon, Seong-min
4
Chang, Chun Ping
3
Cross, Jamie
3
Hou, Yang
3
Hu, Yang
3
Kang, Wensheng
3
Klein, Tony
3
Luo, Jiawen
3
Ramchander, Sanjay
3
Ratti, Ronald A.
3
Roubaud, David
3
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Energy economics
The journal of futures markets
221
International Journal of Energy Economics and Policy : IJEEP
83
Finance research letters
81
Applied economics
74
International review of economics & finance : IREF
74
International review of financial analysis
73
Economic modelling
72
Journal of banking & finance
57
Working paper
55
The energy journal
53
Applied economics letters
50
Journal of commodity markets
48
American journal of agricultural economics
41
Research in international business and finance
34
Journal of international money and finance
31
The handbook of commodity investing
29
Applied financial economics
28
Diskussionspapier / Lehrstuhl für Wirtschaftsethik, Martin-Luther-Universität Halle-Wittenberg
28
Working paper / National Bureau of Economic Research, Inc.
27
CAMA working paper series
26
NBER working paper series
25
The North American journal of economics and finance : a journal of financial economics studies
25
Discussion paper / Centre for Economic Policy Research
23
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
23
NBER Working Paper
21
OPEC energy review
20
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
19
Cogent economics & finance
18
International journal of finance & economics : IJFE
18
Journal of agricultural and applied economics
18
Journal of empirical finance
17
The journal of alternative investments
17
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
17
Econometric Institute research papers
16
Economics letters
16
Agricultural economics : the journal of the International Association of Agricultural Economists
15
Agricultural finance review
15
CESifo working papers
15
European review of agricultural economics : ERAE
15
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ECONIS (ZBW)
388
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388
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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
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:
4
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:
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
The impact of commodity price shocks in the presence of a trading relationship : a GVAR analysis of the NAFTA
Wei, Honghong
;
Lahiri, Radhika
- In:
Energy economics
80
(
2019
),
pp. 553-569
Persistent link: https://www.econbiz.de/10012173686
Saved in:
7
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:
8
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:
9
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:
10
Introduction to the special issue on recent developments in energy commodities markets
D'Ecclesia, Rita L.
- In:
Energy economics
53
(
2016
),
pp. 1-4
Persistent link: https://www.econbiz.de/10011660418
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