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~isPartOf:"Finance India : the quarterly journal of Indian Institute of Finance"
~isPartOf:"Journal of international money and finance"
~isPartOf:"The handbook of commodity investing"
~subject:"Volatility"
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Search: subject_exact:"Commodity futures"
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Volatility
Commodity derivative
62
Rohstoffderivat
62
Commodity price
15
Rohstoffpreis
15
Volatilität
15
Commodity market
14
Rohstoffmarkt
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Portfolio selection
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Alexander, Carol
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Ali, Paul U.
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Arora, Sunita
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Degiannakis, Stavros
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Dinesh Kumar Sharma
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Filimonov, Vladimir
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Jin, Xin
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Kumar, Narender
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1
Lokanadha Reddy M
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1
Maystre, Nicolas
1
Muck, Matthias
1
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1
Pillai, Raji
1
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1
Rudolf, Markus
1
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1
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Finance India : the quarterly journal of Indian Institute of Finance
Journal of international money and finance
The handbook of commodity investing
Energy economics
148
The journal of futures markets
55
International review of financial analysis
35
Finance research letters
32
Economic modelling
30
International review of economics & finance : IREF
27
International Journal of Energy Economics and Policy : IJEEP
21
The energy journal
21
Working paper
19
Applied economics
18
Applied economics letters
14
Journal of commodity markets
13
American journal of agricultural economics
12
Journal of banking & finance
12
Econometric Institute research papers
11
International journal of finance & economics : IJFE
10
Journal of international financial markets, institutions & money
10
Research in international business and finance
10
The North American journal of economics and finance : a journal of financial economics studies
10
Quantitative finance
9
Pacific-Basin finance journal
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
International journal of forecasting
6
Journal of applied econometrics
6
Journal of empirical finance
6
Journal of forecasting
6
Agricultural finance review
5
Applied financial economics
5
Cogent economics & finance
5
International journal of theoretical and applied finance
5
Journal of risk and financial management : JRFM
5
OPEC energy review
5
Review of quantitative finance and accounting
5
CESifo working papers
4
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
4
Emerging markets, finance and trade : EMFT
4
Financial modeling and risk management of energy and environmental instruments and derivates
4
Global business review
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ECONIS (ZBW)
15
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1
Price volatility spillovers in commodities market : an analytical study of selected commodities
Pillai, Raji
;
Lokanadha Reddy M
- In:
Finance India : the quarterly journal of Indian …
36
(
2022
)
3
,
pp. 971-982
Persistent link: https://www.econbiz.de/10013477560
Saved in:
2
The role of market expectations in commodity price dynamics : evidence from oil data
Jin, Xin
- In:
Journal of international money and finance
90
(
2019
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012132906
Saved in:
3
Volatility risk premia and future commodity returns
Ornelas, José Renato Haas
;
Mauad, Roberto Baltieri
- In:
Journal of international money and finance
96
(
2019
),
pp. 341-360
Persistent link: https://www.econbiz.de/10012139839
Saved in:
4
The economic drivers of commodity market volatility
Prokopczuk, Marcel
;
Stancu, Andrei
;
Symeonidis, Lazaros
- In:
Journal of international money and finance
98
(
2019
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012140078
Saved in:
5
Forecasting oil price realized volatility using information channels from other asset classes
Degiannakis, Stavros
;
Filis, George
- In:
Journal of international money and finance
76
(
2017
),
pp. 28-49
Persistent link: https://www.econbiz.de/10011788055
Saved in:
6
Efficiency and volatility spillover in Guar Seed futures market in India : an empirical study
Malhotra, Meenakshi
;
Dinesh Kumar Sharma
- In:
Finance India : the quarterly journal of Indian …
30
(
2016
)
3
,
pp. 847-870
Persistent link: https://www.econbiz.de/10011647364
Saved in:
7
Diversification with volatility products
Alexander, Carol
;
Korovilas, Dimitris
;
Kapraun, Julia
- In:
Journal of international money and finance
65
(
2016
),
pp. 213-235
Persistent link: https://www.econbiz.de/10011668421
Saved in:
8
Impact of Indian commodity futures on price discovery, volatility spill-over, systematic risk and wholesale price index
Kakati, Rinalini P.
- In:
Finance India : the quarterly journal of Indian …
28
(
2014
)
4
,
pp. 1313-1334
Persistent link: https://www.econbiz.de/10010495217
Saved in:
9
Volatility in commodity market
Kumar, Narender
;
Arora, Sunita
- In:
Finance India : the quarterly journal of Indian …
28
(
2014
)
4
,
pp. 1213-1228
Persistent link: https://www.econbiz.de/10010495235
Saved in:
10
Commodity price volatility & time varying hedge ratios : evidence from notional commodity futures indices of India
Kumar, Santhosh
;
Lagesh, M. A.
- In:
Finance India : the quarterly journal of Indian …
28
(
2014
)
2
,
pp. 515-528
Persistent link: https://www.econbiz.de/10010421800
Saved in:
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