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~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
49
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49
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11
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11
Portfolio selection
10
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Alexander, Carol
1
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Bonnier, Jean-Baptiste
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Filimonov, Vladimir
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Journal of international money and finance
The handbook of commodity investing
Energy economics
150
The journal of futures markets
58
International review of financial analysis
35
Economic modelling
31
Finance research letters
31
The energy journal
26
International review of economics & finance : IREF
23
Applied economics
21
International Journal of Energy Economics and Policy : IJEEP
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
12
Econometric Institute research papers
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
International journal of finance & economics : IJFE
8
Pacific-Basin finance journal
8
Journal of empirical finance
7
Finance India : the quarterly journal of Indian Institute of Finance
6
Journal of applied econometrics
6
Journal of forecasting
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 forecasting
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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1
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:
2
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:
3
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:
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
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:
7
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:
8
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:
9
Quantifying the speculative component in the real price of oil : the role of global oil inventories
Kilian, Lutz
;
Lee, Thomas
- In:
Journal of international money and finance
42
(
2014
),
pp. 71-87
Persistent link: https://www.econbiz.de/10010371836
Saved in:
10
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:
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