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~isPartOf:"International Journal of Energy Economics and Policy : IJEEP"
~isPartOf:"Journal of international money and finance"
~isPartOf:"The handbook of commodity investing"
~subject:"ARCH model"
~subject:"Volatility"
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Search: subject_exact:"Commodity futures"
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ARCH model
Volatility
Commodity derivative
89
Rohstoffderivat
89
Oil price
32
Ölpreis
32
Volatilität
31
Welt
20
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20
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International Journal of Energy Economics and Policy : IJEEP
Journal of international money and finance
The handbook of commodity investing
Energy economics
157
The journal of futures markets
59
International review of financial analysis
38
Finance research letters
36
Economic modelling
33
International review of economics & finance : IREF
28
The energy journal
21
Applied economics
20
Working paper
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American journal of agricultural economics
14
Applied economics letters
14
Journal of banking & finance
14
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13
Research in international business and finance
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11
The North American journal of economics and finance : a journal of financial economics studies
11
International journal of finance & economics : IJFE
10
Journal of international financial markets, institutions & money
10
Quantitative finance
9
Applied financial economics
7
Journal of empirical finance
7
Pacific-Basin finance journal
7
Agricultural finance review
6
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 forecasting
6
Review of quantitative finance and accounting
6
Cogent economics & finance
5
Finance India : the quarterly journal of Indian Institute of Finance
5
International journal of theoretical and applied finance
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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 risk and financial management : JRFM
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OPEC energy review
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The European journal of finance
5
The empirical economics letters : a monthly international journal of economics
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USAEE Working Paper
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CESifo working papers
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ECONIS (ZBW)
31
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1
The impact of global energy price volatility on oil derivative and local price in Jordan : using DCC-GARCH model
Adailah, Radi Mohammad
;
Al-Damour, Saba Bassam
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
14
(
2024
)
1
,
pp. 336-348
Persistent link: https://www.econbiz.de/10014486378
Saved in:
2
Crude oil price movements between fundamental and uncertainty : evidence from frequency causality tests
Mounir, Amine
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
3
,
pp. 428-433
Persistent link: https://www.econbiz.de/10014445050
Saved in:
3
Econometric analysis of the effect of energy prices on exchange rates during war period
Aslanova, Afaq
;
Mammadova, Simuzar
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
4
,
pp. 496-502
Persistent link: https://www.econbiz.de/10014373532
Saved in:
4
Exploring the time-varying connectedness and contagion effects among exchange rates of BRICS, energy commodities, and volatilities
Qabhobho, Thobekile
;
Adam, Anokye M.
;
Idun, Anthony Adu …
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
2
,
pp. 272-283
Persistent link: https://www.econbiz.de/10014365714
Saved in:
5
On the time-varying correlations and hedging effectiveness : an analysis of crude oil, gold, and stock market
Sahadudheen, I.
;
Kumar, P. K. Santhosh
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
6
,
pp. 353-363
Persistent link: https://www.econbiz.de/10014435115
Saved in:
6
WTI crude oil options market prior to and during the COVID-19 pandemic
Łamasz, Bartosz
;
Michalski, Marek
;
Puka, Radosław
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
2
,
pp. 117-128
Persistent link: https://www.econbiz.de/10014316298
Saved in:
7
Modelling market indices, commodity market prices and stock prices of energy sector using VAR with variance decomposition model
Meher, Bharat Kumar
;
Hawaldar, Iqbal Thonse
;
Kumar, Santosh
- In:
International Journal of Energy Economics and Policy : IJEEP
12
(
2022
)
4
,
pp. 122-130
Persistent link: https://www.econbiz.de/10013366034
Saved in:
8
Quantifying information transfer between commodities and implied volatilities in the energy markets : a multi-frequency approach
Qabhobho, Thobekile
;
Asafo-Adjei, Emmanuel
;
Owusu …
- In:
International Journal of Energy Economics and Policy : IJEEP
12
(
2022
)
5
,
pp. 472-481
Persistent link: https://www.econbiz.de/10013450599
Saved in:
9
Volatility transmission and market connectivity of metals and energy commodities : insights from the spillover index
Tessmann, Mathias
;
Gutiérrez, Carlos Enrique Carrasco
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
14
(
2024
)
3
,
pp. 609-618
Persistent link: https://www.econbiz.de/10014533484
Saved in:
10
Dynamic linkages between the oil spot, oil futures, and stock markets : evidence from Dubai
Lamouchi, Rim Ammar
;
Alawi, Suha Mahmoud
- In:
International Journal of Energy Economics and Policy : IJEEP
10
(
2020
)
1
,
pp. 377-383
Persistent link: https://www.econbiz.de/10012436020
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