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~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Journal of international money and finance"
~subject:"Oil market"
~subject:"Theory"
~subject:"Volatility"
~type:"article"
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Oil market
Theory
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Commodity exchange
11
Warenbörse
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9
Rohstoffderivat
9
Commodity market
5
Rohstoffmarkt
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Benninga, Simon
1
Bonnier, Jean-Baptiste
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1
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Jarrow, Robert A.
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International journal of theoretical and applied finance
Journal of international money and finance
The journal of futures markets
87
Energy economics
29
American journal of agricultural economics
25
Finance research letters
14
International review of financial analysis
14
Economic modelling
13
The energy journal
13
Applied economics
12
Review of futures markets
12
International review of economics & finance : IREF
9
Journal of banking & finance
9
Journal of the Royal Statistical Society
9
The economic journal : the journal of the Royal Economic Society
8
The journal of finance : the journal of the American Finance Association
8
Applied economics letters
6
Journal of commodity markets
6
International economic review
5
Research in international business and finance
5
Advances in futures and options research : a research annual
4
Applied financial economics
4
Cogent economics & finance
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Energy exploration & exploitation : EEE
4
International Journal of Energy Economics and Policy : IJEEP
4
International journal of industrial organization
4
Journal of agricultural economics
4
Journal of empirical finance
4
Journal of financial and quantitative analysis : JFQA
4
Journal of risk and financial management : JRFM
4
OPEC energy review
4
Agricultural finance review
3
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
3
Finance India : the quarterly journal of Indian Institute of Finance
3
Financial modeling and risk management of energy and environmental instruments and derivates
3
International journal of bonds and derivatives
3
International review of applied economics
3
Journal of Asian economics
3
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
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1
Speculation and informational efficiency in commodity futures markets
Bonnier, Jean-Baptiste
- In:
Journal of international money and finance
117
(
2021
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013284866
Saved in:
2
Smile modeling in commodity markets
Nastasi, Emanuele
;
Pallavicini, Andrea
;
Sartorelli, Giulio
- In:
International journal of theoretical and applied finance
23
(
2020
)
3
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012271006
Saved in:
3
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:
4
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:
5
The intrinsic value of gold : an exchange rate-free price index
Harris, Richard D. F.
;
Shen, Jian
- In:
Journal of international money and finance
79
(
2017
),
pp. 203-217
Persistent link: https://www.econbiz.de/10011788362
Saved in:
6
Valuation of options on oil futures under the 3/4 oil price model
Oud, Mohammed A. Aba
;
Goard, Joanna
- In:
International journal of theoretical and applied finance
18
(
2015
)
8
,
pp. 1-12
Persistent link: https://www.econbiz.de/10011418854
Saved in:
7
Demand effects and speculation in oil markets : theory and evidence
Dvir, Eyal
;
Rogoff, Kenneth S.
- In:
Journal of international money and finance
42
(
2014
),
pp. 113-128
Persistent link: https://www.econbiz.de/10010371824
Saved in:
8
Forward and futures prices with bubbles
Jarrow, Robert A.
;
Protter, Philipp
- In:
International journal of theoretical and applied finance
12
(
2009
)
7
,
pp. 901-924
Persistent link: https://www.econbiz.de/10003928307
Saved in:
9
Optimal international hedging in commodity and currency forward markets
Benninga, Simon
;
Eldor, Rafael
;
Zilcha, Itzhak
- In:
Journal of international money and finance
4
(
1985
)
4
,
pp. 537-552
Persistent link: https://www.econbiz.de/10001893568
Saved in:
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