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~isPartOf:"IMF Working Papers"
~isPartOf:"Journal of banking & finance"
~subject:"Volatility"
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Search: subject_exact:"Commodity futures"
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Volatility
Commodity derivative
53
Rohstoffderivat
53
Commodity exchange
18
Warenbörse
18
Welt
14
World
14
Capital income
12
Kapitaleinkommen
12
Volatilität
12
Commodity price
11
Derivat
11
Derivative
11
Estimation
11
Hedging
11
Risikoprämie
11
Risk premium
11
Rohstoffpreis
11
Schätzung
11
Theorie
11
Theory
11
Commodity market
10
Option pricing theory
10
Optionspreistheorie
10
Rohstoffmarkt
10
Commodities
9
Oil price
8
Portfolio selection
8
Portfolio-Management
8
Yield curve
8
Zinsstruktur
8
Ölpreis
8
Commodity futures
7
Erdöl
7
Petroleum
7
Forecasting model
6
Momentum
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Prognoseverfahren
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Commodity markets
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Option trading
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Article in journal
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12
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English
12
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Prokopczuk, Marcel
2
Adams, Zeno
1
Arismendi Zambrano, Juan Carlos
1
Back, Janis
1
Benth, Fred Espen
1
Bianchi, Robert
1
Chng, Michael T.
1
Doran, James S.
1
Farkas, Walter
1
Fernandez-Perez, Adrian
1
Glück, Thorsten
1
Gourier, Elise
1
Huitema, Robert
1
Huu Nhan Duong
1
Indriawan, Ivan
1
Kalev, Petko S.
1
Mikutowski, Mateusz
1
Necula, Ciprian
1
Nikitopoulos, Christina Sklibosios
1
Paraschiv, Florentina
1
Paschke, Raphael
1
Ronn, Ehud I.
1
Rudolf, Markus
1
Schneider, Lorenz
1
Squires, Matthew
1
Symeonidis, Lazaros
1
Tavin, Bertrand
1
Thorp, Susan
1
Tse, Yiuman
1
Wese Simen, Chardin
1
Xu, Yahua
1
Yeung, Danny
1
Zaremba, Adam
1
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IMF Working Papers
Journal of banking & finance
Energy economics
148
The journal of futures markets
55
International review of financial analysis
35
Finance research letters
34
Economic modelling
30
International review of economics & finance : IREF
27
International Journal of Energy Economics and Policy : IJEEP
21
The energy journal
21
Applied economics
18
Applied economics letters
14
Journal of commodity markets
13
American journal of agricultural economics
12
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
Journal of international money and finance
8
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
Finance India : the quarterly journal of Indian Institute of 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
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
4
Emerging markets, finance and trade : EMFT
4
Global business review
4
International Journal of Financial Markets and Derivatives : IJFMD
4
International journal of economics and finance
4
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
4
The European journal of finance
4
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ECONIS (ZBW)
12
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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
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:
3
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:
4
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:
5
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:
6
Variance risk in commodity markets
Prokopczuk, Marcel
;
Symeonidis, Lazaros
;
Wese Simen, Chardin
- In:
Journal of banking & finance
81
(
2017
),
pp. 136-149
Persistent link: https://www.econbiz.de/10011816431
Saved in:
7
Determinants of the crude oil futures curve : inventory, consumption and volatility
Nikitopoulos, Christina Sklibosios
;
Squires, Matthew
; …
- In:
Journal of banking & finance
84
(
2017
),
pp. 53-67
Persistent link: https://www.econbiz.de/10011816836
Saved in:
8
Seasonal Stochastic Volatility : implications for the pricing of commodity options
Arismendi Zambrano, Juan Carlos
;
Back, Janis
; …
- In:
Journal of banking & finance
66
(
2016
),
pp. 53-65
Persistent link: https://www.econbiz.de/10011634553
Saved in:
9
Financialization in commodity markets : a passing trend or the new normal?
Adams, Zeno
;
Glück, Thorsten
- In:
Journal of banking & finance
60
(
2015
),
pp. 93-111
Persistent link: https://www.econbiz.de/10011544903
Saved in:
10
Economic linkages across commodity futures : hedging and trading implications
Chng, Michael T.
- In:
Journal of banking & finance
33
(
2009
)
5
,
pp. 958-970
Persistent link: https://www.econbiz.de/10003836460
Saved in:
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