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~isPartOf:"International review of financial analysis"
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Commodity derivative
68
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Volatility
35
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21
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21
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Bouri, Elie
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Lien, Da-hsiang Donald
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Ding, Shusheng
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Fang, Libing
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Han, Liyan
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Lu, Xinjie
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International review of financial analysis
Energy economics
287
The journal of futures markets
217
Finance research letters
78
International review of economics & finance : IREF
53
Journal of banking & finance
53
Economic modelling
52
Applied economics
47
The energy journal
45
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
35
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
21
Journal of agricultural and applied economics
18
The North American journal of economics and finance : a journal of financial economics studies
18
NBER Working Paper
17
The journal of alternative investments
17
Agricultural economics : the journal of the International Association of Agricultural Economists
15
Agricultural finance review
15
Econometric Institute research papers
15
Journal of empirical finance
15
Quantitative finance
15
The European journal of finance
15
European review of agricultural economics : ERAE
14
International journal of finance & economics : IJFE
14
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
Applied economic perspectives and policy
12
Finance India : the quarterly journal of Indian Institute of Finance
12
Journal of international financial markets, institutions & money
12
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ECONIS (ZBW)
68
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1
Volatility spillovers and hedging strategies between impact investing and agricultural commodities
Banerjee, Ameet Kumar
;
Akhtaruzzaman, Md.
;
Sensoy, Ahmet
; …
- In:
International review of financial analysis
94
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014543920
Saved in:
2
Do commodity futures have a steering effect on the spot stock market in China? : new evidence from volatility forecasting
Lu, Fei
;
Ma, Feng
;
Bouri, Elie
;
Liao, Yin
- In:
International review of financial analysis
94
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014543949
Saved in:
3
To hedge or not to hedge? : cryptocurrencies, gold and oil against stock market risk
Echaust, Krzysztof
;
Just, Małgorzata
;
Kliber, Agata
- In:
International review of financial analysis
94
(
2024
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014543972
Saved in:
4
The shape of the treasury yield curve and commodity prices
Bayaa, Yasmeen
;
Qadan, Mahmoud
- In:
International review of financial analysis
94
(
2024
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014543998
Saved in:
5
Asymmetric and high-order risk transmission across VIX and Chinese futures markets
Zhang, Qun
;
Zhang, Zhendong
;
Luo, Jiawen
- In:
International review of financial analysis
93
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014543395
Saved in:
6
An analysis of the market efficiency of the Chinese copper futures based on intertemporal and intermarket arbitrages
Zhang, Huiming
;
Qian, Siji
;
Ma, Zhen
- In:
International review of financial analysis
94
(
2024
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014543946
Saved in:
7
Chinese agricultural futures volatility : new insights from potential domestic and global predictors
Lu, Xinjie
;
Su, Yuandong
;
Huang, Dengshi
- In:
International review of financial analysis
89
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014465049
Saved in:
8
Dissecting hedge funds' strategies
Noori, Mohammad
;
Hitaj, Asmerilda
- In:
International review of financial analysis
85
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014234967
Saved in:
9
Volatility forecasting of crude oil futures market : which structural change-based HAR models have better performance?
Zhang, Yue-jun
;
Zhang, Han
- In:
International review of financial analysis
85
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014234971
Saved in:
10
Higher-order moment risk connectedness and optimal investment strategies between international oil and commodity futures markets : insights from the COVID-19 pandemic and Russia-Uk...
Cui, Jinxin
;
Maghyereh, Aktham I.
- In:
International review of financial analysis
86
(
2023
),
pp. 1-39
Persistent link: https://www.econbiz.de/10014248383
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