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~isPartOf:"IMF Working Papers"
~isPartOf:"Journal of banking & finance"
~subject:"Schätzung"
~subject:"Volatility"
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Search: subject_exact:"Commodity futures"
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Schätzung
Volatility
Commodity derivative
57
Rohstoffderivat
57
commodity futures
23
Commodity exchange
18
Warenbörse
18
Welt
15
World
15
bond
15
financial markets
15
Commodity price
13
Hedging
13
Rohstoffpreis
13
Volatilität
13
derivative
13
futures contracts
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hedging
13
Capital income
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Kapitaleinkommen
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Risikoprämie
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Risk premium
12
Theorie
12
Theory
12
futures markets
12
Derivat
11
Derivative
11
Estimation
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hedge
11
Commodity market
10
Option pricing theory
10
Optionspreistheorie
10
Rohstoffmarkt
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financial institutions
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financial market
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financial system
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Commodities
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19
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Prokopczuk, Marcel
4
Fernandez-Perez, Adrian
2
Paschke, Raphael
2
Wese Simen, Chardin
2
Adams, Zeno
1
Ahmed, Shamim
1
Arismendi Zambrano, Juan Carlos
1
Back, Janis
1
Benth, Fred Espen
1
Bianchi, Robert
1
Borensztein, Eduardo
1
Chiang, I-Hsuan Ethan
1
Chng, Michael T.
1
Doran, James S.
1
Farkas, Walter
1
Frijns, Bart
1
Fuertes, Ana María
1
Glück, Thorsten
1
Gourier, Elise
1
Hughen, W. Keener
1
Huitema, Robert
1
Huu Nhan Duong
1
Indriawan, Ivan
1
Jeanne, Olivier
1
Kalev, Petko S.
1
Lauter, Tobias
1
Miffre, Joëlle
1
Mikutowski, Mateusz
1
Necula, Ciprian
1
Nikitopoulos, Christina Sklibosios
1
Paraschiv, Florentina
1
Ronn, Ehud I.
1
Rudolf, Markus
1
Sakkas, Athanasios
1
Sandri, Damiano
1
Schneider, Lorenz
1
Squires, Matthew
1
Symeonidis, Lazaros
1
Tavin, Bertrand
1
Tessaromatis, Nikolaos P.
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IMF Working Papers
Journal of banking & finance
Energy economics
159
The journal of futures markets
78
International review of financial analysis
39
Finance research letters
38
Economic modelling
35
International review of economics & finance : IREF
30
Applied economics
25
International Journal of Energy Economics and Policy : IJEEP
24
The energy journal
22
Applied economics letters
21
Working paper
20
Journal of commodity markets
19
American journal of agricultural economics
15
Applied financial economics
14
The North American journal of economics and finance : a journal of financial economics studies
14
Research in international business and finance
13
Econometric Institute research papers
11
International journal of finance & economics : IJFE
10
Journal of international financial markets, institutions & money
10
Journal of international money and finance
10
Quantitative finance
9
International journal of forecasting
8
Journal of applied econometrics
8
Journal of forecasting
8
Pacific-Basin finance journal
8
CESifo working papers
7
Journal of empirical finance
7
Cogent economics & finance
6
Discussion paper / Centre for Economic Policy Research
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
OPEC energy review
6
Working paper / National Bureau of Economic Research, Inc.
6
Agricultural finance review
5
Finance India : the quarterly journal of Indian Institute of Finance
5
International journal of theoretical and applied finance
5
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
5
Journal of risk and financial management : JRFM
5
NBER working paper series
5
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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ECONIS (ZBW)
19
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1
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10
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19
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1
Cross-asset time-series momentum : crude oil volatility and global stock markets
Fernandez-Perez, Adrian
;
Indriawan, Ivan
;
Tse, Yiuman
; …
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014492117
Saved in:
2
Measuring commodity market quality
Lauter, Tobias
;
Prokopczuk, Marcel
- In:
Journal of banking & finance
145
(
2022
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013538965
Saved in:
3
Long-run reversal in commodity returns : insights from seven centuries of evidence
Zaremba, Adam
;
Bianchi, Robert
;
Mikutowski, Mateusz
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013256444
Saved in:
4
Curve momentum
Paschke, Raphael
;
Prokopczuk, Marcel
;
Wese Simen, Chardin
- In:
Journal of banking & finance
113
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012226133
Saved in:
5
Factor based commodity investing
Sakkas, Athanasios
;
Tessaromatis, Nikolaos P.
- In:
Journal of banking & finance
115
(
2020
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012489156
Saved in:
6
The skewness of commodity futures returns
Fernandez-Perez, Adrian
;
Frijns, Bart
;
Fuertes, Ana María
- In:
Journal of banking & finance
86
(
2018
),
pp. 127-142
Persistent link: https://www.econbiz.de/10011962440
Saved in:
7
From the Samuelson volatility effect to a Samuelson correlation effect : an analysis of crude oil calendar spread options
Schneider, Lorenz
;
Tavin, Bertrand
- In:
Journal of banking & finance
95
(
2018
),
pp. 185-202
Persistent link: https://www.econbiz.de/10011966746
Saved in:
8
A space-time random field model for electricity forward prices
Benth, Fred Espen
;
Paraschiv, Florentina
- In:
Journal of banking & finance
95
(
2018
),
pp. 203-216
Persistent link: https://www.econbiz.de/10011966749
Saved in:
9
A two-factor cointegrated commodity price model with an application to spread option pricing
Farkas, Walter
;
Gourier, Elise
;
Huitema, Robert
; …
- In:
Journal of banking & finance
77
(
2017
),
pp. 249-268
Persistent link: https://www.econbiz.de/10011814773
Saved in:
10
Do oil futures prices predict stock returns?
Chiang, I-Hsuan Ethan
;
Hughen, W. Keener
- In:
Journal of banking & finance
79
(
2017
),
pp. 129-141
Persistent link: https://www.econbiz.de/10011815141
Saved in:
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