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~isPartOf:"The journal of futures markets"
~language:"eng"
~subject:"Commodity derivative"
~subject:"Theorie"
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Search: subject_exact:"Schätzung"
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Commodity derivative
Theorie
Estimation
188
Schätzung
188
USA
82
United States
82
Volatility
60
Volatilität
60
Theory
39
Börsenkurs
37
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37
Rohstoffderivat
34
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33
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33
Option pricing theory
33
Optionspreistheorie
33
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25
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Hedging
24
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23
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21
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17
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Statistische Verteilung
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Brailsford, Timothy J.
2
Dhaene, Geert
2
Sercu, Piet
2
Wang, George H. K.
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1
Ané, Thierry
1
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The journal of futures markets
Working paper / National Bureau of Economic Research, Inc.
560
NBER working paper series
457
NBER Working Paper
430
Discussion paper / Centre for Economic Policy Research
358
Applied economics
326
Discussion paper series / IZA
283
CESifo working papers
233
Economics letters
213
Economic modelling
206
Working paper
186
Applied economics letters
176
Journal of econometrics
166
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
164
Journal of international money and finance
156
IZA Discussion Paper
150
Journal of applied econometrics
147
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
143
International review of economics & finance : IREF
128
Discussion paper
126
Journal of banking & finance
126
Discussion paper / Tinbergen Institute
125
IZA Discussion Papers
122
Journal of economic dynamics & control
122
Discussion papers / CEPR
119
Energy economics
119
Journal of macroeconomics
117
The review of economics and statistics
109
Applied financial economics
103
Journal of empirical finance
102
Journal of monetary economics
95
International journal of forecasting
92
European economic review : EER
91
Macroeconomic dynamics
89
Journal of international economics
88
The journal of finance : the journal of the American Finance Association
86
Journal of urban economics
85
Journal of financial economics
84
CESifo Working Paper
82
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
80
Finance research letters
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ECONIS (ZBW)
67
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1
Hedging commodities in times of distress : the case of COVID-19
Magalhães, Luiz Augusto
;
Silva, Thiago Christiano
; …
- In:
The journal of futures markets
42
(
2022
)
10
,
pp. 1941-1959
Persistent link: https://www.econbiz.de/10013465831
Saved in:
2
Performance comparison of alternative stochastic volatility models and its determinants in energy futures : COVID-19 and Russia-Ukraine conflict features
Fernandes, Mário Correia
;
Dias, José Carlos
;
Nunes, …
- In:
The journal of futures markets
44
(
2024
)
3
,
pp. 343-383
Persistent link: https://www.econbiz.de/10014475488
Saved in:
3
Commodity momentum decomposition
Iwanaga, Yasuhiro
;
Sakemoto, Ryuta
- In:
The journal of futures markets
43
(
2023
)
2
,
pp. 198-216
Persistent link: https://www.econbiz.de/10014292998
Saved in:
4
Optimal futures hedging by using realized semicovariances : the information contained in signed high-frequency returns
Lai, Yu-Sheng
- In:
The journal of futures markets
43
(
2023
)
5
,
pp. 677-701
Persistent link: https://www.econbiz.de/10014293180
Saved in:
5
Trading around the clock : revisit volatility spillover between crude oil and equity markets in different trading sessions
Hao, Jing
;
He, Feng
;
Ma, Feng
;
Fu, Tong
- In:
The journal of futures markets
43
(
2023
)
6
,
pp. 771-791
Persistent link: https://www.econbiz.de/10014293226
Saved in:
6
Robust information share measures with an application on the international crude oil markets
Li, Hong
;
Shi, Yanlin
- In:
The journal of futures markets
42
(
2022
)
4
,
pp. 555-579
Persistent link: https://www.econbiz.de/10013187561
Saved in:
7
Volatility spillovers : a sparse multivariate GARCH approach with an application to commodity markets
Dhaene, Geert
;
Sercu, Piet
;
Wu, Jianbin
- In:
The journal of futures markets
42
(
2022
)
5
,
pp. 868-887
Persistent link: https://www.econbiz.de/10013187611
Saved in:
8
Beta and size equity premia following a high-VIX threshold
Bansal, Naresh K.
;
Connolly, Robert A.
;
Stivers, …
- In:
The journal of futures markets
42
(
2022
)
8
,
pp. 1491-1517
Persistent link: https://www.econbiz.de/10013287992
Saved in:
9
Do futures prices help forecast the spot price?
Jin, Xin
- In:
The journal of futures markets
37
(
2017
)
12
,
pp. 1205-1225
Persistent link: https://www.econbiz.de/10011951030
Saved in:
10
Fundamentals, derivatives market information and oil price volatility
Robe, Michel A.
;
Wallen, Jonathan
- In:
The journal of futures markets
36
(
2016
)
4
,
pp. 317-344
Persistent link: https://www.econbiz.de/10011568424
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