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~isPartOf:"Finance India : the quarterly journal of Indian Institute of Finance"
~isPartOf:"Quantitative finance"
~isPartOf:"The European journal of finance"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Commodity derivative"
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Commodity derivative
41
Rohstoffderivat
41
Volatility
18
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14
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14
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11
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Finance India : the quarterly journal of Indian Institute of Finance
Quantitative finance
The European journal of finance
Energy economics
274
The journal of futures markets
216
Finance research letters
73
International review of financial analysis
68
International review of economics & finance : IREF
53
Journal of banking & finance
53
Economic modelling
52
Applied economics
47
The energy journal
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Journal of commodity markets
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American journal of agricultural economics
41
Applied economics letters
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International Journal of Energy Economics and Policy : IJEEP
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Research in international business and finance
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Applied financial economics
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Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
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Journal of international money and finance
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The North American journal of economics and finance : a journal of financial economics studies
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The journal of alternative investments
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Agricultural economics : the journal of the International Association of Agricultural Economists
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Agricultural finance review
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Journal of empirical finance
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European review of agricultural economics : ERAE
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International journal of finance & economics : IJFE
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
13
The review of financial studies
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Applied economic perspectives and policy
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Journal of international financial markets, institutions & money
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Journal of risk and financial management : JRFM
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Pacific-Basin finance journal
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International journal of forecasting
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Journal of the Royal Statistical Society
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OPEC energy review
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The IUP journal of financial risk management : IJFRM
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Theoretical economics letters
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ECONIS (ZBW)
41
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1
Pricing electricity day-ahead cap futures with multifactor skew-t densities
Matsumoto, Takuji
;
Bunn, Derek W.
;
Yamada, Yuji
- In:
Quantitative finance
22
(
2022
)
5
,
pp. 835-860
Persistent link: https://www.econbiz.de/10013367864
Saved in:
2
Bitcoin : jumps, convenience yields, and option prices
Hilliard, Jimmy E.
;
Ngo, Julie T. D.
- In:
Quantitative finance
22
(
2022
)
11
,
pp. 2079-2091
Persistent link: https://www.econbiz.de/10013490923
Saved in:
3
Memory-enhanced momentum in commodity futures markets
Mehlitz, Julia S.
;
Auer, Benjamin R.
- In:
The European journal of finance
30
(
2024
)
8
,
pp. 773-802
Persistent link: https://www.econbiz.de/10014547998
Saved in:
4
Revenue potential and trading volume impact of commodity transaction tax : emerging market context
Tensingh, Sharon Christina
;
Thenmozhi, M.
- In:
Finance India : the quarterly journal of Indian …
37
(
2023
)
2
,
pp. 507-532
Persistent link: https://www.econbiz.de/10014420176
Saved in:
5
Rebalancing effects of commodity indices on open interest, volume and prices
Schmid, Florian
;
Mayer, Herbert Georg
;
Wanner, Markus
; …
- In:
The European journal of finance
29
(
2023
)
10
,
pp. 1187-1206
Persistent link: https://www.econbiz.de/10014322995
Saved in:
6
Pricing commodity index options
Manzano-Herrero, Alberto Pedro
;
Nastasi, Emanuele
; …
- In:
Quantitative finance
23
(
2023
)
2
,
pp. 297-308
Persistent link: https://www.econbiz.de/10014232638
Saved in:
7
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:
8
Probing cross-market diversification : opportunities in energy commodities
Siddiqui, Saif
;
Roy, Preeti
- In:
Finance India : the quarterly journal of Indian …
36
(
2022
)
3
,
pp. 1043-1068
Persistent link: https://www.econbiz.de/10013477600
Saved in:
9
The volatility risk premium in the oil market
Bouchouev, Ilia
;
Johnson, Brett
- In:
Quantitative finance
22
(
2022
)
8
,
pp. 1561-1578
Persistent link: https://www.econbiz.de/10013367929
Saved in:
10
Energy ETF return jump contagion : a multivariate Hawkes process approach
Yang, Steve Y.
;
Liu, Yunfeng
;
Yu, Yangyang
;
Mo, Sheung …
- In:
The European journal of finance
28
(
2022
)
7
,
pp. 761-783
Persistent link: https://www.econbiz.de/10013373322
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