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~isPartOf:"Quantitative finance"
~isPartOf:"The European journal of finance"
~subject:"China"
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Search: subject_exact:"Commodity derivative"
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China
Commodity derivative
29
Rohstoffderivat
29
Volatility
13
Volatilität
13
Commodity exchange
10
Warenbörse
10
Derivat
9
Derivative
9
Portfolio selection
6
Portfolio-Management
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Theorie
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Theory
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Commodity market
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Erdöl
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Hedging
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Petroleum
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Rohstoffmarkt
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Welt
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World
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ARCH model
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ARCH-Modell
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Commodity price
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Estimation
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Oil price
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Rohstoffpreis
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Schätzung
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Anlageverhalten
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Behavioural finance
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Börsenkurs
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Capital income
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Commodity futures
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Kapitaleinkommen
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Option pricing theory
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Optionspreistheorie
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Share price
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State space model
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Liu, Qingfu
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Ahmed, Shamim
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An, Yunbi
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Cai, Haidong
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Cheung, Keith C. K.
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Jiang, Pan
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Jiang, Ying
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Liu, Xiaoquan
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Zhang, Linlin
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Quantitative finance
The European journal of finance
Energy economics
26
The journal of futures markets
18
Finance research letters
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Economic modelling
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International review of financial analysis
9
Applied economics
8
Applied economics letters
7
International review of economics & finance : IREF
5
Journal of commodity markets
5
Pacific-Basin finance journal
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China agricultural economic review : publ. in association with the China Agricultural University
4
Emerging markets, finance and trade : EMFT
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The Chinese economy
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Global finance journal
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Journal of Asian economics
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Journal of management science and engineering
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Research in international business and finance
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The North American journal of economics and finance : a journal of financial economics studies
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China & world economy
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Emerging markets review
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Frontiers of economics in China : selected publications from Chinese universities
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International Journal of Financial Studies : open access journal
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International journal of finance & economics : IJFE
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International journal of networking and virtual organisations : IJNVO
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Review of quantitative finance and accounting
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The Australian journal of agricultural and resource economics
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The world economy : the leading journal on international economic relations
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Working paper / National Bureau of Economic Research, Inc.
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After the flood : how the Great Recession changed economic thought
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Agribusiness : an internat. journal
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Agricultural economics : the journal of the International Association of Agricultural Economists
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Asian economic journal : journal of the East Asian Economic Association
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Australian economic papers
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CAMA Working Paper
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CAMA working paper series
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China agricultural economic review : CAER
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China economic review : an international journal
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ECONIS (ZBW)
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The impact of US macroeconomic news announcements on Chinese commodity futures
Cai, Haidong
;
Ahmed, Shamim
;
Jiang, Ying
;
Liu, Xiaoquan
- In:
Quantitative finance
20
(
2020
)
12
,
pp. 1927-1966
Persistent link: https://www.econbiz.de/10012313529
Saved in:
2
The effectiveness of incorporating higher moments in portfolio strategies : evidence from the Chinese commodity futures markets
Liu, Qingfu
;
Jiang, Pan
;
An, Yunbi
;
Cheung, Keith C. K.
- In:
Quantitative finance
20
(
2020
)
4
,
pp. 653-668
Persistent link: https://www.econbiz.de/10012194912
Saved in:
3
Including commodity futures in asset allocation in China
Liu, Qingfu
;
Tse, Yiuman
;
Zhang, Linlin
- In:
Quantitative finance
18
(
2018
)
9
,
pp. 1487-1499
Persistent link: https://www.econbiz.de/10011913170
Saved in:
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