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~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of commodity markets"
~subject:"Erdöl"
~subject:"Option trading"
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Search: subject_exact:"Commodity futures"
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Erdöl
Option trading
Commodity derivative
96
Rohstoffderivat
96
Commodity exchange
36
Warenbörse
36
Volatility
25
Volatilität
25
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24
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Nikitopoulos, Christina Sklibosios
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Cheng, Benjamin
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Cuñado Eizaguirre, Juncal
1
Doran, James S.
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Journal of banking & finance
Journal of commodity markets
Energy economics
84
The journal of futures markets
20
Finance research letters
18
The energy journal
15
International Journal of Energy Economics and Policy : IJEEP
13
Applied economics
11
Economic modelling
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International review of economics & finance : IREF
9
International review of financial analysis
8
The review of financial studies
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Applied financial economics
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OPEC energy review
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Research in international business and finance
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Financial modeling and risk management of energy and environmental instruments and derivates
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Journal of forecasting
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Working paper
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Applied economics letters
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Finance India : the quarterly journal of Indian Institute of Finance
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International journal of forecasting
3
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
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Journal of energy finance & development
3
Journal of international money and finance
3
NBER working paper series
3
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
3
Review of derivatives research
3
The European journal of finance
3
The North American journal of economics and finance : a journal of financial economics studies
3
The empirical economics letters : a monthly international journal of economics
3
Theoretical economics letters
3
Working paper / Department of Economics, Uppsala University
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Energy strategy reviews
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IES working paper
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International journal of economics and finance
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International journal of finance & economics : IJFE
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International journal of theoretical and applied finance
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International journal of trade and global markets
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Internationale Standardlehrbücher der Wirtschafts- und Sozialwissenschaften
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ECONIS (ZBW)
13
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1
Explaining intraday crude oil returns with higher order risk-neutral moments
Wong, Patrick
- In:
Journal of commodity markets
31
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014477765
Saved in:
2
Dynamic spillovers across precious metals and oil realized volatilities : evidence from quantile extended joint connectedness measures
Cuñado Eizaguirre, Juncal
;
Chatziantoniou, Ioannis
; …
- In:
Journal of commodity markets
30
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014426696
Saved in:
3
Cross-asset time-series momentum : crude oil volatility and global stock markets
Fernandez-Perez, Adrian
;
Indriawan, Ivan
;
Tse, Yiuman
; …
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014492117
Saved in:
4
The role of higher moments in predicting China's oil futures volatility : evidence from machine learning models
Zhang, Hongwei
;
Zhao, Xinyi
;
Gao, Wang
;
Niu, Zibo
- In:
Journal of commodity markets
32
(
2023
),
pp. 1-27
Persistent link: https://www.econbiz.de/10014495762
Saved in:
5
A jump-diffusion model for pricing and hedging with margined options : an application to Brent crude oil contracts
Hilliard, Jimmy E.
;
Hilliard, Jitka
- In:
Journal of banking & finance
98
(
2019
),
pp. 137-155
Persistent link: https://www.econbiz.de/10012162247
Saved in:
6
The impact of commodity benchmarks on derivatives markets : the case of the dated Brent assessment and Brent futures
Frino, Alex
;
Ibikunle, Gbenga
;
Mollica, Vito
;
Steffen, Tom
- In:
Journal of banking & finance
95
(
2018
),
pp. 27-43
Persistent link: https://www.econbiz.de/10011966695
Saved in:
7
Pricing of long-dated commodity derivatives : do stochastic interest rates matter?
Cheng, Benjamin
;
Nikitopoulos, Christina Sklibosios
; …
- In:
Journal of banking & finance
95
(
2018
),
pp. 148-166
Persistent link: https://www.econbiz.de/10011966734
Saved in:
8
From the Samuelson volatility effect to a Samuelson correlation effect : an analysis of crude oil calendar spread options
Schneider, Lorenz
;
Tavin, Bertrand
- In:
Journal of banking & finance
95
(
2018
),
pp. 185-202
Persistent link: https://www.econbiz.de/10011966746
Saved in:
9
A two-factor cointegrated commodity price model with an application to spread option pricing
Farkas, Walter
;
Gourier, Elise
;
Huitema, Robert
; …
- In:
Journal of banking & finance
77
(
2017
),
pp. 249-268
Persistent link: https://www.econbiz.de/10011814773
Saved in:
10
Do oil futures prices predict stock returns?
Chiang, I-Hsuan Ethan
;
Hughen, W. Keener
- In:
Journal of banking & finance
79
(
2017
),
pp. 129-141
Persistent link: https://www.econbiz.de/10011815141
Saved in:
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