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~isPartOf:"Journal of international financial markets, institutions & money"
~isPartOf:"Quantitative finance"
~isPartOf:"The European journal of finance"
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Search: subject_exact:"Commodity derivative"
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Commodity derivative
40
Rohstoffderivat
40
Volatility
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12
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12
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10
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Al-Jarrah, Idries Mohammad Wanas
1
Al-Yahyaee, Khamis Hamed
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Bilgin, Mehmet Huseyin
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Bouchouev, Ilia
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Gozgor, Giray
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Hammoudeh, Shawkat
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Todorova, Neda
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Wang, Yizhi
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Journal of international financial markets, institutions & money
Quantitative finance
The European journal of finance
Energy economics
99
The journal of futures markets
25
Finance research letters
22
Diskussionspapier / Lehrstuhl für Wirtschaftsethik, Martin-Luther-Universität Halle-Wittenberg
20
International review of financial analysis
19
International review of economics & finance : IREF
14
Journal of banking & finance
14
The energy journal
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Research in international business and finance
12
Applied economics letters
11
International Journal of Energy Economics and Policy : IJEEP
11
Economic modelling
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Applied economics
9
Journal of commodity markets
8
Journal of international money and finance
8
The North American journal of economics and finance : a journal of financial economics studies
8
NBER working paper series
7
NBER Working Paper
6
Working paper
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Working paper / National Bureau of Economic Research, Inc.
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Working papers / Österreichische Forschungsstiftung für Internationale Entwicklung
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CESifo working papers
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Discussion paper / Centre for Economic Policy Research
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Econometric Institute research papers
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Intereconomics : review of European economic policy
4
International journal of economics and financial issues : IJEFI
4
Journal of forecasting
4
ZEF discussion papers on development policy
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Discussion paper / Tinbergen Institute
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Financial innovation : FIN
3
International journal of forecasting
3
Journal of applied econometrics
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OPEC energy review
3
Palgrave pivot
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Review of quantitative finance and accounting
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The empirical economics letters : a monthly international journal of economics
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The journal of energy markets
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ECONIS (ZBW)
9
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1
Alarming contagion effects : the dangerous ripple effect of extreme price spillovers across crude oil, carbon emission allowance, and agriculture futures markets
Wei, Yu
;
Wang, Yizhi
;
Vigne, Samuel A.
;
Ma, Zhenyu
- In:
Journal of international financial markets, …
88
(
2023
),
pp. 1-33
Persistent link: https://www.econbiz.de/10014482920
Saved in:
2
Rebalancing effects of commodity indices on open interest, volume and prices
Schmid, Florian
;
Mayer, Herbert Georg
;
Wanner, Markus
; …
- In:
The European journal of finance
29
(
2023
)
10
,
pp. 1187-1206
Persistent link: https://www.econbiz.de/10014322995
Saved in:
3
The volatility risk premium in the oil market
Bouchouev, Ilia
;
Johnson, Brett
- In:
Quantitative finance
22
(
2022
)
8
,
pp. 1561-1578
Persistent link: https://www.econbiz.de/10013367929
Saved in:
4
The interest rate factor in commodity markets
Shu, Haicheng
- In:
Quantitative finance
21
(
2021
)
12
,
pp. 2103-2118
Persistent link: https://www.econbiz.de/10012696821
Saved in:
5
Risk spillovers and hedging effectiveness between major commodities, and Islamic and conventional GCC banks
Mensi, Walid
;
Hammoudeh, Shawkat
;
Al-Jarrah, Idries …
- In:
Journal of international financial markets, …
60
(
2019
),
pp. 68-88
Persistent link: https://www.econbiz.de/10012127964
Saved in:
6
The impact of investor sentiment on crude oil market risks : evidence from the wavelet approach
Zhang, Yue-jun
;
Li, Shu-Hui
- In:
Quantitative finance
19
(
2019
)
8
,
pp. 1357-1371
Persistent link: https://www.econbiz.de/10012194792
Saved in:
7
Agricultural commodity futures trading based on cross-country rolling quantile return signals
Jiang, Huayun
;
Todorova, Neda
;
Roca, Eduardo
;
Su, Jen-je
- In:
Quantitative finance
19
(
2019
)
8
,
pp. 1373-1390
Persistent link: https://www.econbiz.de/10012194793
Saved in:
8
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:
9
Commodity markets volatility transmission : roles of risk perceptions and uncertainty in financial markets
Gozgor, Giray
;
Lau, Chi Keung
;
Bilgin, Mehmet Huseyin
- In:
Journal of international financial markets, …
44
(
2016
),
pp. 35-45
Persistent link: https://www.econbiz.de/10011690371
Saved in:
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