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~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of international financial markets, institutions & money"
~subject:"ARCH model"
~subject:"Commodity exchange"
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Search: subject_exact:"Commodity futures"
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ARCH model
Commodity exchange
Commodity derivative
65
Rohstoffderivat
65
Volatility
22
Volatilität
22
Warenbörse
21
Welt
18
World
18
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15
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Forecasting model
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Prokopczuk, Marcel
5
Miffre, Joëlle
4
Bianchi, Robert
3
Fernandez-Perez, Adrian
3
Back, Janis
2
Fan, John Hua
2
Fuertes, Ana María
2
Rudolf, Markus
2
Ahmed, Shamim
1
Alizadeh-Masoodian, Amir H.
1
Arismendi Zambrano, Juan Carlos
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Basu, Devraj
1
Bonato, Matteo
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Dai, Peng-Fei
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1
Drew, Michael E.
1
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1
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1
Frino, Alex
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Fung, Hung-gay
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1
Han, Yufeng
1
Hu, Ting
1
Ibikunle, Gbenga
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Journal of banking & finance
Journal of international financial markets, institutions & money
Energy economics
121
The journal of futures markets
49
Finance research letters
37
Economic modelling
31
International review of financial analysis
30
Applied economics
26
International review of economics & finance : IREF
25
Journal of commodity markets
25
Working paper
19
Applied economics letters
18
International Journal of Energy Economics and Policy : IJEEP
16
The energy journal
14
American journal of agricultural economics
13
Journal of the Royal Statistical Society
11
Research in international business and finance
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Econometric Institute research papers
9
Cogent economics & finance
8
International journal of finance & economics : IJFE
8
The journal of investment compliance
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
International journal of forecasting
7
Journal of empirical finance
7
Quantitative finance
7
The North American journal of economics and finance : a journal of financial economics studies
7
Journal of international money and finance
6
Review of quantitative finance and accounting
6
Special memorandum / London & Cambridge Economic Service
6
Stocks of staple commodities
6
The European journal of finance
6
Wiley finance series
6
Agricultural finance review
5
Applied economic perspectives and policy
5
European review of agricultural economics : ERAE
5
International journal of bonds and derivatives
5
International journal of economics and finance
5
International journal of theoretical and applied finance
5
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
5
Journal of risk and financial management : JRFM
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ECONIS (ZBW)
28
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1
Exploiting the dynamics of commodity futures curves
Bianchi, Robert
;
Fan, John Hua
;
Miffre, Joëlle
;
Zhang, …
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014491689
Saved in:
2
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:
3
Tail dependence structure and extreme risk spillover effects between the international agricultural futures and spot markets
Dai, Yun-Shi
;
Dai, Peng-Fei
;
Zhou, Wei-Xing
- In:
Journal of international financial markets, …
88
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014482970
Saved in:
4
Measuring commodity market quality
Lauter, Tobias
;
Prokopczuk, Marcel
- In:
Journal of banking & finance
145
(
2022
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013538965
Saved in:
5
Long-run reversal in commodity returns : insights from seven centuries of evidence
Zaremba, Adam
;
Bianchi, Robert
;
Mikutowski, Mateusz
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013256444
Saved in:
6
Fear of hazards in commodity futures markets
Fernandez-Perez, Adrian
;
Fuertes, Ana María
; …
- In:
Journal of banking & finance
119
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012521191
Saved in:
7
Factor based commodity investing
Sakkas, Athanasios
;
Tessaromatis, Nikolaos P.
- In:
Journal of banking & finance
115
(
2020
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012489156
Saved in:
8
Realized correlations, betas and volatility spillover in the agricultural commodity market : what has changed?
Bonato, Matteo
- In:
Journal of international financial markets, …
62
(
2019
),
pp. 184-202
Persistent link: https://www.econbiz.de/10012262524
Saved in:
9
Commodity market based hedging against stock market risk in times of financial crisis : the case of crude oil and gold
Junttila, Juha
;
Pesonen, Juho
;
Raatikainen, Juhani
- In:
Journal of international financial markets, …
56
(
2018
),
pp. 255-280
Persistent link: https://www.econbiz.de/10011984168
Saved in:
10
The skewness of commodity futures returns
Fernandez-Perez, Adrian
;
Frijns, Bart
;
Fuertes, Ana María
- In:
Journal of banking & finance
86
(
2018
),
pp. 127-142
Persistent link: https://www.econbiz.de/10011962440
Saved in:
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