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~isPartOf:"Journal of forecasting"
~isPartOf:"Journal of international money and finance"
~isPartOf:"The handbook of commodity investing"
~subject:"Spekulation"
~subject:"Volatility"
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Search: subject_exact:"Commodity futures"
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Spekulation
Volatility
Commodity derivative
60
Rohstoffderivat
60
Volatilität
16
Forecasting model
13
Prognoseverfahren
13
Capital income
12
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Ma, Feng
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Journal of forecasting
Journal of international money and finance
The handbook of commodity investing
Energy economics
153
The journal of futures markets
63
International review of financial analysis
38
Finance research letters
34
Economic modelling
31
International review of economics & finance : IREF
28
The energy journal
26
International Journal of Energy Economics and Policy : IJEEP
22
Applied economics
21
Working paper
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Journal of commodity markets
18
Applied economics letters
15
American journal of agricultural economics
14
Journal of banking & finance
13
Research in international business and finance
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Econometric Institute research papers
11
International journal of finance & economics : IJFE
11
Journal of international financial markets, institutions & money
10
The North American journal of economics and finance : a journal of financial economics studies
10
Quantitative finance
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
Pacific-Basin finance journal
8
Journal of empirical finance
7
Finance India : the quarterly journal of Indian Institute of Finance
6
International journal of forecasting
6
Journal of applied econometrics
6
OPEC energy review
6
Review of quantitative finance and accounting
6
Agricultural finance review
5
Applied financial economics
5
Cogent economics & finance
5
International journal of theoretical and applied finance
5
Journal of risk and financial management : JRFM
5
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
Working paper / National Bureau of Economic Research, Inc.
5
CESifo working papers
4
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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ECONIS (ZBW)
20
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1
A tug of war of forecasting the US stock market volatility : oil futures overnight versus intraday information
Ma, Feng
;
Wahab, M. I. M.
;
Chevallier, Julien
;
Li, Ziyang
- In:
Journal of forecasting
42
(
2023
)
1
,
pp. 60-75
Persistent link: https://www.econbiz.de/10013465762
Saved in:
2
Forecasting the volatility of agricultural commodity futures : the role of co-volatility and oil volatility
Marfatia, Hardik A.
;
Ji, Qiang
;
Luo, Jiawen
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 383-404
Persistent link: https://www.econbiz.de/10012817783
Saved in:
3
Evaluating the predictive power of intraday technical trading in China's crude oil market
Jin, Xiaoye
- In:
Journal of forecasting
41
(
2022
)
7
,
pp. 1416-1432
Persistent link: https://www.econbiz.de/10013465702
Saved in:
4
Forecasting oil futures realized range-based volatility with jumps, leverage effect, and regime switching : new evidence from MIDAS models
Lu, Xinjie
;
Ma, Feng
;
Wang, Jiqian
;
Liu, Jing
- In:
Journal of forecasting
41
(
2022
)
4
,
pp. 853-868
Persistent link: https://www.econbiz.de/10013287870
Saved in:
5
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:
6
The role of market expectations in commodity price dynamics : evidence from oil data
Jin, Xin
- In:
Journal of international money and finance
90
(
2019
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012132906
Saved in:
7
Price discovery in commodity futures and cash markets with heterogeneous agents
Van Huellen, Sophie
- In:
Journal of international money and finance
95
(
2019
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012135182
Saved in:
8
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:
9
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:
10
Forecasting oil price realized volatility using information channels from other asset classes
Degiannakis, Stavros
;
Filis, George
- In:
Journal of international money and finance
76
(
2017
),
pp. 28-49
Persistent link: https://www.econbiz.de/10011788055
Saved in:
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