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~isPartOf:"Journal of international money and finance"
~isPartOf:"The handbook of commodity investing"
~subject:"Schätzung"
~subject:"Volatility"
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Search: subject_exact:"Commodity futures"
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Schätzung
Volatility
Commodity derivative
50
Rohstoffderivat
50
Commodity price
11
Rohstoffpreis
11
Portfolio selection
10
Portfolio-Management
10
Volatilität
10
Anlageverhalten
9
Behavioural finance
9
Capital income
8
Commodity market
8
Kapitaleinkommen
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Oil price
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Rohstoffmarkt
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Welt
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Index futures
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Index-Futures
7
Theorie
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Theory
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Commodity exchange
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Risk management
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Speculation
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Financial investment
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Kapitalanlage
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Spekulation
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USA
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Commodities
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Risikoprämie
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Risk premium
4
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English
12
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Alexander, Carol
1
Ali, Paul U.
1
Bicchetti, David
1
Buyuksahin, Bahattin
1
Charlot, Philippe
1
Darné, Olivier
1
Degiannakis, Stavros
1
Filimonov, Vladimir
1
Filis, George
1
Frankel, Jeffrey A.
1
Hamilton, James D.
1
Jin, Xin
1
Kapraun, Julia
1
Korovilas, Dimitris
1
Mauad, Roberto Baltieri
1
Maystre, Nicolas
1
Moussa, Zakaria
1
Muck, Matthias
1
Ornelas, José Renato Haas
1
Prokopczuk, Marcel
1
Robe, Michel A.
1
Rudolf, Markus
1
Sornette, Didier
1
Stancu, Andrei
1
Symeonidis, Lazaros
1
Wu, Jing Cynthia
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Journal of international money and finance
The handbook of commodity investing
Energy economics
159
The journal of futures markets
78
International review of financial analysis
39
Finance research letters
36
Economic modelling
35
International review of economics & finance : IREF
30
Applied economics
25
International Journal of Energy Economics and Policy : IJEEP
24
The energy journal
22
Applied economics letters
21
Working paper
20
Journal of commodity markets
19
Journal of banking & finance
18
American journal of agricultural economics
15
Applied financial economics
14
The North American journal of economics and finance : a journal of financial economics studies
14
Research in international business and finance
13
Econometric Institute research papers
11
International journal of finance & economics : IJFE
10
Journal of international financial markets, institutions & money
10
Quantitative finance
9
International journal of forecasting
8
Journal of applied econometrics
8
Journal of forecasting
8
Pacific-Basin finance journal
8
CESifo working papers
7
Journal of empirical finance
7
Cogent economics & finance
6
Discussion paper / Centre for Economic Policy Research
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
OPEC energy review
6
Working paper / National Bureau of Economic Research, Inc.
6
Agricultural finance review
5
Finance India : the quarterly journal of Indian Institute of 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
5
NBER working paper series
5
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
5
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ECONIS (ZBW)
12
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1
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:
2
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:
3
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:
4
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:
5
Commodity returns co-movements : Fundamentals or "style" effect?
Charlot, Philippe
;
Darné, Olivier
;
Moussa, Zakaria
- In:
Journal of international money and finance
68
(
2016
),
pp. 130-160
Persistent link: https://www.econbiz.de/10011711802
Saved in:
6
Diversification with volatility products
Alexander, Carol
;
Korovilas, Dimitris
;
Kapraun, Julia
- In:
Journal of international money and finance
65
(
2016
),
pp. 213-235
Persistent link: https://www.econbiz.de/10011668421
Saved in:
7
Effects of speculation and interest rates in a “carry trade” model of commodity prices
Frankel, Jeffrey A.
- In:
Journal of international money and finance
42
(
2014
),
pp. 88-112
Persistent link: https://www.econbiz.de/10010371827
Saved in:
8
Speculators, commodities and cross-market linkages
Buyuksahin, Bahattin
;
Robe, Michel A.
- In:
Journal of international money and finance
42
(
2014
),
pp. 38-70
Persistent link: https://www.econbiz.de/10010371838
Saved in:
9
Risk premia in crude oil futures prices
Hamilton, James D.
;
Wu, Jing Cynthia
- In:
Journal of international money and finance
42
(
2014
),
pp. 9-37
Persistent link: https://www.econbiz.de/10010371842
Saved in:
10
Quantification of the high level of endogeneity and of structural regime shifts in commodity markets
Filimonov, Vladimir
;
Bicchetti, David
;
Maystre, Nicolas
; …
- In:
Journal of international money and finance
42
(
2014
),
pp. 174-192
Persistent link: https://www.econbiz.de/10010372668
Saved in:
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