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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
87
Rohstoffderivat
87
Oil price
31
Ölpreis
31
Volatilität
30
Welt
19
World
19
Erdöl
16
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Index futures
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Asafo-Adjei, Emmanuel
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Hawaldar, Iqbal Thonse
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Meher, Bharat Kumar
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Qabhobho, Thobekile
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Adailah, Radi Mohammad
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1
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1
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1
Mauad, Roberto Baltieri
1
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1
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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
145
The journal of futures markets
50
International review of financial analysis
32
Economic modelling
30
Finance research letters
29
International review of economics & finance : IREF
23
The energy journal
21
Working paper
19
Applied economics
18
Applied economics letters
14
Journal of commodity markets
13
American journal of agricultural economics
12
Journal of banking & finance
12
Econometric Institute research papers
11
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
International journal of finance & economics : IJFE
7
Pacific-Basin finance journal
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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 forecasting
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
CESifo working papers
4
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
4
Emerging markets, finance and trade : EMFT
4
Financial modeling and risk management of energy and environmental instruments and derivates
4
Global business review
4
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ECONIS (ZBW)
30
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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
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
Saved in:
10
The impact of COVID-19 on price volatility of crude oil and natural gas listed on multi commodity exchange of India
Meher, Bharat Kumar
;
Hawaldar, Iqbal Thonse
;
Mohapatra, …
- In:
International Journal of Energy Economics and Policy : IJEEP
10
(
2020
)
5
,
pp. 422-431
Persistent link: https://www.econbiz.de/10012506479
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