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~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Labour economics : official journal of the European Association of Labour Economists"
~isPartOf:"The journal of futures markets"
~subject:"Rohstoffderivat"
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Rohstoffderivat
Estimation
992
Schätzung
991
Theorie
201
Theory
201
Volatility
178
Volatilität
178
Börsenkurs
146
Share price
146
USA
145
United States
145
Capital income
141
Kapitaleinkommen
141
Welt
106
World
106
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Großbritannien
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Commodity derivative
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Kang, Sang Hoon
2
Xuan Vinh Vo
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1
Aslan, Aylin
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International review of economics & finance : IREF
Labour economics : official journal of the European Association of Labour Economists
The journal of futures markets
Energy economics
49
Applied economics
17
Economic modelling
16
Finance research letters
12
Applied economics letters
11
Journal of banking & finance
11
Applied financial economics
10
Journal of commodity markets
10
International review of financial analysis
9
International Journal of Energy Economics and Policy : IJEEP
8
Research in international business and finance
7
The North American journal of economics and finance : a journal of financial economics studies
7
Working paper
7
International journal of finance & economics : IJFE
6
Journal of applied econometrics
6
American journal of agricultural economics
5
Econometric Institute research papers
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International journal of forecasting
5
Journal of international money and finance
5
The energy journal
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CESifo working papers
4
Journal of agricultural economics
4
Journal of international financial markets, institutions & money
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Pacific-Basin finance journal
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Working paper / National Bureau of Economic Research, Inc.
4
Discussion paper / Centre for Economic Policy Research
3
European review of agricultural economics : ERAE
3
NBER working paper series
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Queen's Economics Department working paper
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
3
The European journal of finance
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The journal of finance : the journal of the American Finance Association
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Theoretical economics letters
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Agribusiness : an international journal
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Bank of England Working Paper
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CREATES research paper
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ECONIS (ZBW)
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1
Hedging commodities in times of distress : the case of COVID-19
Magalhães, Luiz Augusto
;
Silva, Thiago Christiano
; …
- In:
The journal of futures markets
42
(
2022
)
10
,
pp. 1941-1959
Persistent link: https://www.econbiz.de/10013465831
Saved in:
2
Performance comparison of alternative stochastic volatility models and its determinants in energy futures : COVID-19 and Russia-Ukraine conflict features
Fernandes, Mário Correia
;
Dias, José Carlos
;
Nunes, …
- In:
The journal of futures markets
44
(
2024
)
3
,
pp. 343-383
Persistent link: https://www.econbiz.de/10014475488
Saved in:
3
An empirical analysis of the volume-volatility nexus in crude oil markets under structural breaks : implications for forecasting
Patra, Saswat
- In:
International review of economics & finance : IREF
94
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014583719
Saved in:
4
Asymmetric and frequency-domain spillover effects among industrial metals, precious metals, and energy futures markets
Nasreen, Samia
;
Tiwari, Aviral Kumar
;
Goodell, John W.
; …
- In:
International review of economics & finance : IREF
93
(
2024
)
1
,
pp. 1556-1592
Persistent link: https://www.econbiz.de/10014535491
Saved in:
5
Return seasonality in commodity futures
Li, Yan
;
Liu, Qingfu
;
Miao, Deyu
;
Tse, Yiuman
- In:
International review of economics & finance : IREF
93
(
2024
)
2
,
pp. 448-462
Persistent link: https://www.econbiz.de/10014535578
Saved in:
6
Extreme time-frequency connectedness across U.S. sector stock and commodity futures markets
Bhattacherjee, Purba
;
Mishra, Sibanjan
;
Kang, Sang Hoon
- In:
International review of economics & finance : IREF
93
(
2024
)
2
,
pp. 1176-1197
Persistent link: https://www.econbiz.de/10014535697
Saved in:
7
How does China's crude oil futures affect the crude oil prices at home and abroad? : evidence from the cross-market exchange rate spillovers
Sun, Chuanwang
;
Peng, Yiqi
;
Zhan, Yanhong
- In:
International review of economics & finance : IREF
88
(
2023
),
pp. 204-222
Persistent link: https://www.econbiz.de/10014474284
Saved in:
8
Time-frequency spillovers and connectedness between precious metals, oil futures and financial markets : hedge and safe haven implications
Mensi, Walid
;
Aslan, Aylin
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
International review of economics & finance : IREF
83
(
2023
),
pp. 219-232
Persistent link: https://www.econbiz.de/10014239971
Saved in:
9
Commodity momentum decomposition
Iwanaga, Yasuhiro
;
Sakemoto, Ryuta
- In:
The journal of futures markets
43
(
2023
)
2
,
pp. 198-216
Persistent link: https://www.econbiz.de/10014292998
Saved in:
10
Trading around the clock : revisit volatility spillover between crude oil and equity markets in different trading sessions
Hao, Jing
;
He, Feng
;
Ma, Feng
;
Fu, Tong
- In:
The journal of futures markets
43
(
2023
)
6
,
pp. 771-791
Persistent link: https://www.econbiz.de/10014293226
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