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~isPartOf:"International review of economics & finance : IREF"
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Search: subject_exact:"Commodity derivative"
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Commodity derivative
51
Rohstoffderivat
51
Volatility
26
Volatilität
26
Oil price
18
Ölpreis
18
Welt
16
World
16
Estimation
15
Schätzung
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Commodity exchange
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Warenbörse
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Hedging
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Spillover effect
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Derivat
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Derivative
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ARCH model
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ARCH-Modell
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Erdöl
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Petroleum
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Commodity market
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Commodity price
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Rohstoffmarkt
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Rohstoffpreis
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Risiko
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Risk
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USA
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United States
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Crude oil futures
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Oil market
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Ölmarkt
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China
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English
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Lien, Da-hsiang Donald
4
Fan, Ying
2
Geng, Peixuan
2
Kang, Sang Hoon
2
Lucey, Brian M.
2
McAleer, Michael
2
Tiwari, Aviral Kumar
2
Torró, Hipòlit
2
Tse, Yiuman
2
Xuan Vinh Vo
2
Yang, Baochen
2
Zhang, Yue-jun
2
Abakah, Emmanuel Joel Aikins
1
Aslan, Aylin
1
Balcilar, Mehmet
1
Baldi, Lucia
1
Bannigidadmath, Deepa
1
Bao, Weiwei
1
Bhattacherjee, Purba
1
Bohl, Martin T.
1
Booth, G. Geoffrey
1
Bos, Jaap W. B.
1
Bosch, D.
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Bouri, Elie
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Caporin, Massimiliano
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Cervera, Ignacio
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Chan, Leo H.
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Chang, Chia-Lin
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Chang, Kuang-Liang
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Chang, Ya-Kai
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Chao, Chi-Chur
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Chen, Jinyu
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1
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1
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International review of economics & finance : IREF
Energy economics
274
The journal of futures markets
217
International review of financial analysis
68
Finance research letters
60
Journal of banking & finance
53
Economic modelling
52
Applied economics
47
The energy journal
44
Journal of commodity markets
43
American journal of agricultural economics
41
Applied economics letters
40
International Journal of Energy Economics and Policy : IJEEP
39
Working paper
37
Research in international business and finance
29
The handbook of commodity investing
29
Diskussionspapier / Lehrstuhl für Wirtschaftsethik, Martin-Luther-Universität Halle-Wittenberg
28
Applied financial economics
27
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
23
Working paper / National Bureau of Economic Research, Inc.
22
Journal of international money and finance
21
NBER working paper series
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Journal of agricultural and applied economics
18
The North American journal of economics and finance : a journal of financial economics studies
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NBER Working Paper
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The journal of alternative investments
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Agricultural economics : the journal of the International Association of Agricultural Economists
15
Agricultural finance review
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Econometric Institute research papers
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Journal of empirical finance
15
Quantitative finance
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European review of agricultural economics : ERAE
14
International journal of finance & economics : IJFE
14
The European journal of finance
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
13
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
13
The review of financial studies
13
Finance India : the quarterly journal of Indian Institute of Finance
12
Journal of international financial markets, institutions & money
12
Journal of risk and financial management : JRFM
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ECONIS (ZBW)
51
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1
Do shipping freight markets impact commodity markets?
Tiwari, Aviral Kumar
;
Abakah, Emmanuel Joel Aikins
; …
- In:
International review of economics & finance : IREF
91
(
2024
),
pp. 986-1014
Persistent link: https://www.econbiz.de/10014492276
Saved in:
2
Credit risk and bubble behavior of credit default swaps in the corporate energy sector
Cervera, Ignacio
;
Figuerola-Ferretti, Isabel
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 702-731
Persistent link: https://www.econbiz.de/10014446517
Saved in:
3
Volatility spillovers between oil and coal prices and its implications for energy portfolio management in China
Guo, Yanfeng
;
Zhao, Huanyu
- In:
International review of economics & finance : IREF
89
(
2024
)
2
,
pp. 446-457
Persistent link: https://www.econbiz.de/10014446777
Saved in:
4
Commodities and policy uncertainty channel(s)
Smimou, Kamal
;
Bosch, D.
;
Filbeck, Greg
- In:
International review of economics & finance : IREF
92
(
2024
),
pp. 351-379
Persistent link: https://www.econbiz.de/10014534909
Saved in:
5
Volatility forecasting on China's oil futures : new evidence from interpretable ensemble boosting trees
Feng, Lingbing
;
Rao, Haicheng
;
Lucey, Brian M.
;
Zhu, Yiying
- In:
International review of economics & finance : IREF
92
(
2024
),
pp. 1595-1615
Persistent link: https://www.econbiz.de/10014535122
Saved in:
6
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:
7
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:
8
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:
9
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:
10
Hedging firm's idiosyncratic risk from commodity financialization
Yang, Baochen
;
Geng, Peixuan
;
Fan, Ying
- In:
International review of economics & finance : IREF
88
(
2023
),
pp. 815-842
Persistent link: https://www.econbiz.de/10014474684
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