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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:"Volatility"
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Search: subject_exact:"Commodity futures"
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Volatility
Commodity derivative
89
Rohstoffderivat
89
Oil price
32
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32
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31
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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
155
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
The energy journal
21
Working paper
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American journal of agricultural economics
12
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12
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International journal of finance & economics : IJFE
10
Journal of international financial markets, institutions & money
10
The North American journal of economics and finance : a journal of financial economics studies
10
Quantitative finance
9
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
Global business review
5
International journal of theoretical and applied finance
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Journal of risk and financial management : JRFM
5
OPEC energy review
5
Review of quantitative finance and accounting
5
CESifo working papers
4
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
4
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
4
Financial modeling and risk management of energy and environmental instruments and derivates
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21
Volatility risk premia and future commodity returns
Ornelas, José Renato Haas
;
Mauad, Roberto Baltieri
- In:
Journal of international money and finance
96
(
2019
),
pp. 341-360
Persistent link: https://www.econbiz.de/10012139839
Saved in:
22
The economic drivers of commodity market volatility
Prokopczuk, Marcel
;
Stancu, Andrei
;
Symeonidis, Lazaros
- In:
Journal of international money and finance
98
(
2019
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012140078
Saved in:
23
The role of market expectations in commodity price dynamics : evidence from oil data
Jin, Xin
- In:
Journal of international money and finance
90
(
2019
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012132906
Saved in:
24
Dynamic correlations and volatility spillovers between crude oil and stock index returns : the implications for optimal portfolio construction
Lee, Yen-Hsien
;
Huang, Ya-Ling
;
Wu, Chun-Yu
- In:
International Journal of Energy Economics and Policy : IJEEP
4
(
2014
)
3
,
pp. 327-336
Persistent link: https://www.econbiz.de/10011286211
Saved in:
25
Forecasting oil price realized volatility using information channels from other asset classes
Degiannakis, Stavros
;
Filis, George
- In:
Journal of international money and finance
76
(
2017
),
pp. 28-49
Persistent link: https://www.econbiz.de/10011788055
Saved in:
26
Diversification with volatility products
Alexander, Carol
;
Korovilas, Dimitris
;
Kapraun, Julia
- In:
Journal of international money and finance
65
(
2016
),
pp. 213-235
Persistent link: https://www.econbiz.de/10011668421
Saved in:
27
Effects of speculation and interest rates in a “carry trade” model of commodity prices
Frankel, Jeffrey A.
- In:
Journal of international money and finance
42
(
2014
),
pp. 88-112
Persistent link: https://www.econbiz.de/10010371827
Saved in:
28
Risk premia in crude oil futures prices
Hamilton, James D.
;
Wu, Jing Cynthia
- In:
Journal of international money and finance
42
(
2014
),
pp. 9-37
Persistent link: https://www.econbiz.de/10010371842
Saved in:
29
Quantification of the high level of endogeneity and of structural regime shifts in commodity markets
Filimonov, Vladimir
;
Bicchetti, David
;
Maystre, Nicolas
; …
- In:
Journal of international money and finance
42
(
2014
),
pp. 174-192
Persistent link: https://www.econbiz.de/10010372668
Saved in:
30
The pricing of electricity forwards
Muck, Matthias
;
Rudolf, Markus
- In:
The handbook of commodity investing
,
(pp. 596-612)
.
2008
Persistent link: https://www.econbiz.de/10003795216
Saved in:
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