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~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of international money and finance"
~subject:"Oil market"
~subject:"Theory"
~subject:"Volatility"
~type:"article"
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Search: subject_exact:"Rohstoffbörse"
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Oil market
Theory
Volatility
Commodity exchange
33
Warenbörse
33
Commodity derivative
23
Rohstoffderivat
23
Commodity market
10
Rohstoffmarkt
10
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Prokopczuk, Marcel
3
Bianchi, Robert
2
Symeonidis, Lazaros
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Adam-Müller, Axel F. A.
1
Ahmed, Shamim
1
Arismendi Zambrano, Juan Carlos
1
Back, Janis
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Benninga, Simon
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Bonnier, Jean-Baptiste
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Dvir, Eyal
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Eldor, Rafael
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Fan, John Hua
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Nguyen, Nhut H.
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1
Ornelas, José Renato Haas
1
Paschke, Raphael
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Rogoff, Kenneth S.
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Rudolf, Markus
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Shen, Jian
1
Stancu, Andrei
1
Tsvetanov, Daniel
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Visaltanachoti, Nuttawat
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Weiner, Robert J.
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Wese Simen, Chardin
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Zaremba, Adam
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Journal of banking & finance
Journal of international money and finance
The journal of futures markets
87
Energy economics
29
American journal of agricultural economics
25
Finance research letters
14
International review of financial analysis
14
Economic modelling
13
The energy journal
13
Applied economics
12
Review of futures markets
12
International review of economics & finance : IREF
9
Journal of the Royal Statistical Society
9
The economic journal : the journal of the Royal Economic Society
8
The journal of finance : the journal of the American Finance Association
8
Applied economics letters
6
Journal of commodity markets
6
International economic review
5
Research in international business and finance
5
Advances in futures and options research : a research annual
4
Applied financial economics
4
Cogent economics & finance
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Energy exploration & exploitation : EEE
4
International Journal of Energy Economics and Policy : IJEEP
4
International journal of industrial organization
4
Journal of agricultural economics
4
Journal of empirical finance
4
Journal of financial and quantitative analysis : JFQA
4
Journal of risk and financial management : JRFM
4
OPEC energy review
4
Agricultural finance review
3
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
3
Finance India : the quarterly journal of Indian Institute of Finance
3
Financial modeling and risk management of energy and environmental instruments and derivates
3
International journal of bonds and derivatives
3
International journal of theoretical and applied finance
3
International review of applied economics
3
Journal of Asian economics
3
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
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ECONIS (ZBW)
15
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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
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:
3
Speculation and informational efficiency in commodity futures markets
Bonnier, Jean-Baptiste
- In:
Journal of international money and finance
117
(
2021
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013284866
Saved in:
4
Volatility risk premia and future commodity returns
Ornelas, José Renato Haas
;
Mauad, Roberto Baltieri
- In:
Journal of international money and finance
96
(
2019
),
pp. 341-360
Persistent link: https://www.econbiz.de/10012139839
Saved in:
5
The economic drivers of commodity market volatility
Prokopczuk, Marcel
;
Stancu, Andrei
;
Symeonidis, Lazaros
- In:
Journal of international money and finance
98
(
2019
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012140078
Saved in:
6
Speculation, risk aversion, and risk premiums in the crude oil market
Li, Bingxin
- In:
Journal of banking & finance
95
(
2018
),
pp. 64-81
Persistent link: https://www.econbiz.de/10011966710
Saved in:
7
Variance risk in commodity markets
Prokopczuk, Marcel
;
Symeonidis, Lazaros
;
Wese Simen, Chardin
- In:
Journal of banking & finance
81
(
2017
),
pp. 136-149
Persistent link: https://www.econbiz.de/10011816431
Saved in:
8
The intrinsic value of gold : an exchange rate-free price index
Harris, Richard D. F.
;
Shen, Jian
- In:
Journal of international money and finance
79
(
2017
),
pp. 203-217
Persistent link: https://www.econbiz.de/10011788362
Saved in:
9
Seasonal Stochastic Volatility : implications for the pricing of commodity options
Arismendi Zambrano, Juan Carlos
;
Back, Janis
; …
- In:
Journal of banking & finance
66
(
2016
),
pp. 53-65
Persistent link: https://www.econbiz.de/10011634553
Saved in:
10
The predictive performance of commodity futures risk factors
Ahmed, Shamim
;
Tsvetanov, Daniel
- In:
Journal of banking & finance
71
(
2016
),
pp. 20-36
Persistent link: https://www.econbiz.de/10011635309
Saved in:
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