//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Financial modeling and risk management of energy and environmental instruments and derivates"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Volatility"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
6
Volatilität
6
Commodity derivative
4
Rohstoffderivat
4
ARCH model
2
ARCH-Modell
2
Capital income
2
Commodity exchange
2
Commodity market
2
Commodity price
2
Erdöl
2
Hedging
2
Kapitaleinkommen
2
Oil price
2
Petroleum
2
Portfolio selection
2
Portfolio-Management
2
Rohstoffmarkt
2
Rohstoffpreis
2
Theorie
2
Theory
2
Warenbörse
2
Ölpreis
2
Aktienmarkt
1
BEKK
1
BRIC
1
BRICS countries
1
BRICS-Staaten
1
Commodity futures
1
Commodity markets
1
Cross-quantilogram
1
Crude oil
1
Derivat
1
Derivative
1
Devisenmarkt
1
Diversification
1
Energiemarkt
1
Energiewirtschaft
1
Energy derivatives
1
Energy market
1
more ...
less ...
Online availability
All
Undetermined
6
Type of publication
All
Article
6
Type of publication (narrower categories)
All
Aufsatz im Buch
6
Book section
6
Language
All
English
6
Author
All
Ftiti, Zied
2
Adhikari, Arnab
1
Arshian Sharif
1
Ben Ameur, Hachmi
1
Bouri, Elie
1
Chen, Jilong
1
Ewald, Christian
1
Louhichi, Waël
1
Madani, Mohamed Arbi
1
Mirza, Nawazish
1
Naeem, Muhammad Abubakr
1
Naqvi, Bushra
1
Ouyang, Ruolan
1
Rizvi, Kumail Abbas
1
Saeed, Tareq
1
Shahzad, Syed Jawad Hussain
1
Sharma, Ankit
1
Sinha, Avik
1
Ur Rehman, Mobeen
1
Westgaard, Sjur
1
Xiao, Xiaoxia
1
more ...
less ...
Published in...
All
Financial modeling and risk management of energy and environmental instruments and derivates
Energy economics
642
Finance research letters
590
NBER working paper series
484
Working paper / National Bureau of Economic Research, Inc.
467
International review of financial analysis
419
NBER Working Paper
416
Applied economics
381
Journal of banking & finance
375
International review of economics & finance : IREF
368
The journal of futures markets
361
Economic modelling
341
The North American journal of economics and finance : a journal of financial economics studies
324
Journal of econometrics
321
Research in international business and finance
268
Applied financial economics
266
Journal of empirical finance
265
Applied economics letters
262
Working paper
255
Economics letters
246
International journal of theoretical and applied finance
245
Discussion paper / Centre for Economic Policy Research
240
Journal of international financial markets, institutions & money
239
Journal of international money and finance
230
Discussion paper / Tinbergen Institute
198
Journal of risk and financial management : JRFM
197
Quantitative finance
194
Journal of financial economics
184
Pacific-Basin finance journal
172
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
172
CESifo working papers
171
International Journal of Energy Economics and Policy : IJEEP
171
MPRA Paper
171
The European journal of finance
160
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
155
International journal of finance & economics : IJFE
151
Journal of economic dynamics & control
151
IMF working papers
148
International journal of forecasting
145
Journal of forecasting
131
The review of financial studies
126
more ...
less ...
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Pricing commodity futures and determining risk premia in a three factor model with stochastic volatility : the case of Brent crude oil
Chen, Jilong
;
Ewald, Christian
;
Ouyang, Ruolan
; …
- In:
Financial modeling and risk management of energy and …
,
(pp. 29-46)
.
2022
Persistent link: https://www.econbiz.de/10013349908
Saved in:
2
Oil price risk exposure of BRIC stock markets and hedging effectiveness
Shahzad, Syed Jawad Hussain
;
Bouri, Elie
;
Ur Rehman, Mobeen
- In:
Financial modeling and risk management of energy and …
,
(pp. 145-170)
.
2022
Persistent link: https://www.econbiz.de/10013349933
Saved in:
3
Revisiting the relationship between spot and futures markets : evidence from commodity markets and NARDL framework
Ben Ameur, Hachmi
;
Ftiti, Zied
;
Louhichi, Waël
- In:
Financial modeling and risk management of energy and …
,
(pp. 171-189)
.
2022
Persistent link: https://www.econbiz.de/10013349936
Saved in:
4
Dependence structure between Indian financial market and energy commodities : a cross-quantilogram based evidence
Sinha, Avik
;
Arshian Sharif
;
Adhikari, Arnab
;
Sharma, Ankit
- In:
Financial modeling and risk management of energy and …
,
(pp. 257-287)
.
2022
Persistent link: https://www.econbiz.de/10013349978
Saved in:
5
Is gold a hedge or safe haven against oil and currency market movements? : a revisit using multifractal approach
Madani, Mohamed Arbi
;
Ftiti, Zied
- In:
Financial modeling and risk management of energy and …
,
(pp. 367-400)
.
2022
Persistent link: https://www.econbiz.de/10013350020
Saved in:
6
Is green investment different from grey? : return and volatility spillovers between green and grey energy ETFs
Rizvi, Kumail Abbas
;
Naqvi, Bushra
;
Mirza, Nawazish
- In:
Financial modeling and risk management of energy and …
,
(pp. 495-524)
.
2022
Persistent link: https://www.econbiz.de/10013350128
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->