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~isPartOf:"Finance research letters"
~isPartOf:"OPEC review : energy economics and related issues"
~subject:"Energieprognose"
~subject:"Volatilität"
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Search: Erdölpreis OR Nahrungsmittelpreise OR Rohstoff OR Rohstoffpreis
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Energieprognose
Volatilität
Oil price
127
Ölpreis
127
Hedging
116
Welt
106
World
106
Volatility
101
Commodity derivative
79
Rohstoffderivat
79
ARCH model
44
ARCH-Modell
44
Estimation
44
Portfolio selection
44
Portfolio-Management
44
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44
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Kapitaleinkommen
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Coronavirus
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Commodity exchange
25
Risikomanagement
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25
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English
103
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Ji, Qiang
5
Luo, Xingguo
3
Sun, Xiaolei
3
Wei, Yu
3
Bouri, Elie
2
Das, Debojyoti
2
Gozgor, Giray
2
Guesmi, Khaled
2
Jin, Chenglu
2
Koutsokostas, Drosos
2
Li, Jianping
2
Liu, Li
2
Pan, Zhiyuan
2
Papathanasiou, Spyros
2
Porcher, Thomas
2
Todorova, Neda
2
Wang, Xingchun
2
Zhang, Dayong
2
Aboura, Sofiane
1
Alam, Md Rafayet
1
Alshammari, Saad
1
An, Haizhong
1
An, Yaning
1
Arouri, Mohamed
1
Ayadi, Mohamed
1
Aysan, Ahmet Faruk
1
Babalos, Vassilios
1
Bai, Yujuan
1
Balcilar, Mehmet
1
Bassène, Théophile
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Basu, Sankarshan
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1
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Bedoui, Rihab
1
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1
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1
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Finance research letters
OPEC review : energy economics and related issues
Energy economics
450
International Journal of Energy Economics and Policy : IJEEP
137
The journal of futures markets
87
International review of financial analysis
79
International review of economics & finance : IREF
75
Economic modelling
69
Applied economics
58
The North American journal of economics and finance : a journal of financial economics studies
52
Research in international business and finance
49
The energy journal
44
Working paper
42
Applied economics letters
36
OPEC energy review
35
Journal of banking & finance
33
International journal of finance & economics : IJFE
29
Journal of international financial markets, institutions & money
28
CESifo working papers
26
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
26
Journal of international money and finance
25
International journal of theoretical and applied finance
24
Journal of commodity markets
24
American journal of agricultural economics
22
NBER working paper series
22
Working paper / National Bureau of Economic Research, Inc.
22
Cogent economics & finance
21
Econometric Institute research papers
21
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
21
CAMA working paper series
20
Applied mathematical finance
19
IMF working papers
19
NBER Working Paper
19
Discussion paper / Centre for Economic Policy Research
18
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
17
Economics letters
16
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
16
Quantitative finance
16
The empirical economics letters : a monthly international journal of economics
16
Discussion paper / Tinbergen Institute
15
Economies : open access journal
15
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ECONIS (ZBW)
103
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103
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1
Volatility contagion and connectedness between WTI and commodity markets
Boroumand, Raphaël Homayoun
;
Porcher, Thomas
- In:
Finance research letters
58
(
2023
)
1
,
pp. 1-11
Persistent link: https://www.econbiz.de/10014582223
Saved in:
2
Dynamic co-movement in major commodity markets during crisis periods : a wavelet local multiple correlation analysis
Bouri, Elie
;
Nekhili, Ramzi
;
Todorova, Neda
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-10
Persistent link: https://www.econbiz.de/10014473528
Saved in:
3
Does Bitcoin hedge crude oil implied volatility and structural shocks? : a comparison with gold, commodity and the US Dollar
Das, Debojyoti
;
Le Roux, Corlise L.
;
Jana, R. K.
; …
- In:
Finance research letters
36
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012483345
Saved in:
4
How do bond, equity and commodity cycles interact?
Narayan, Paresh Kumar
;
Thuraisamy, Kannan Sivananthan
; …
- In:
Finance research letters
21
(
2017
),
pp. 151-156
Persistent link: https://www.econbiz.de/10011807742
Saved in:
5
Macroeconomic attention and oil futures volatility prediction
Liu, Shan
;
Li, Ziwei
- In:
Finance research letters
57
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014505944
Saved in:
6
Sample frequency robustness and accuracy in forecasting Value-at-Risk for Brent Crude Oil futures
Ewald, Christian
;
Hadina, Jelena
;
Haugom, Erik
;
Lien, …
- In:
Finance research letters
58
(
2023
)
1
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014582226
Saved in:
7
Changes in volatility leverage and spillover effects of crude oil futures markets affected by the 2022 Russia-Ukraine conflict
Pan, Qunxing
;
Sun, Yujia
- In:
Finance research letters
58
(
2023
)
2
,
pp. 1-9
Persistent link: https://www.econbiz.de/10014583950
Saved in:
8
Crude oil volatility forecasting : new evidence from world uncertainty index
Yao, Zhigang
;
Liu, Yao
- In:
Finance research letters
58
(
2023
)
1
,
pp. 1-4
Persistent link: https://www.econbiz.de/10014584782
Saved in:
9
Multiscale correlation analysis of Sino-US corn futures markets and the impact of international crude oil price : a new perspective from the multifractal method
Feng, Yun
;
Yang, Jie
;
Huang, Qian
- In:
Finance research letters
53
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014472534
Saved in:
10
Global economic policy uncertainty and oil futures volatility prediction
Zhao, Ling
- In:
Finance research letters
54
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014472626
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