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~isPartOf:"The journal of futures markets"
~subject:"Index-Futures"
~subject:"Sojabohne"
~subject:"Volatilität"
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Subject
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Index-Futures
Sojabohne
Volatilität
USA
797
United States
774
Commodity exchange
184
Warenbörse
184
Derivat
160
Derivative
160
Volatility
130
Hedging
127
Index futures
124
Theorie
111
Theory
111
Commodity derivative
99
Rohstoffderivat
99
Börsenkurs
92
Share price
92
Interest rate derivative
91
Zinsderivat
91
Estimation
83
Schätzung
83
Currency derivative
63
Währungsderivat
63
Public bond
55
Öffentliche Anleihe
55
Option trading
48
Optionsgeschäft
48
Soybean
44
Option pricing theory
41
Optionspreistheorie
41
Capital income
33
Kapitaleinkommen
33
Ankündigungseffekt
31
Announcement effect
31
Efficient market hypothesis
31
Effizienzmarkthypothese
31
Aktienindex
30
Getreide
30
Grain
30
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Undetermined
22
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Article
265
Book / Working Paper
1
Type of publication (narrower categories)
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Article in journal
265
Aufsatz in Zeitschrift
265
Bibliografie enthalten
1
Bibliography included
1
Collection of articles of several authors
1
Conference proceedings
1
Konferenzschrift
1
Sammelwerk
1
Systematic review
1
Übersichtsarbeit
1
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Language
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English
266
Author
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Daigler, Robert T.
6
Simon, David P.
5
Wang, George H. K.
5
Whaley, Robert E.
5
Bali, Turan G.
4
Chatrath, Arjun
4
Ederington, Louis H.
4
Cakici, Nusret
3
Corrado, Charles Joseph
3
Fleming, Jeff
3
Kahl, Kandice H.
3
Koch, Timothy W.
3
Kurov, Alexander
3
Leuthold, Raymond M.
3
Martens, Martin
3
Miller, Thomas W.
3
Milonas, Nikolaos T.
3
Ostdiek, Barbara
3
Tse, Yiuman
3
Zhang, Jin E.
3
Arisoy, Yakup Eser
2
Bollen, Nicolas P. B.
2
Chang, Eric Chieh
2
Chen, Zhiyao
2
Christie-David, Rohan
2
Cornell, Bradford
2
Cotner, John S.
2
Dawson, Paul
2
Doran, James S.
2
Elder, John
2
Fortenbery, T. Randall
2
Gao, Andre H.
2
Giot, Pierre
2
Guan, Wei
2
Han, Li-ming
2
Hancock, G. D.
2
Harpaz, Giora
2
Hauser, Robert J.
2
Irwin, Scott H.
2
Junkus, Joan C.
2
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Institution
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Asia Pacific Futures Research Symposium <14, 2004, Hongkong>
1
Published in...
All
The journal of futures markets
Working paper / National Bureau of Economic Research, Inc.
181
The review of financial studies
95
Discussion paper / Centre for Economic Policy Research
70
Journal of banking & finance
70
The journal of finance : the journal of the American Finance Association
70
Journal of financial and quantitative analysis : JFQA
58
Applied financial economics
57
American journal of agricultural economics
56
Management science : journal of the Institute for Operations Research and the Management Sciences
55
Energy economics
53
Working paper
53
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
49
The North American journal of economics and finance : a journal of financial economics studies
45
Journal of empirical finance
44
Journal of international money and finance
41
Applied economics
40
International review of financial analysis
40
International review of economics & finance : IREF
39
Journal of financial economics
39
Finance research letters
38
Journal of international financial markets, institutions & money
38
Finance and economics discussion series
33
NBER working paper series
32
The review of economics and statistics
32
Discussion paper / Tinbergen Institute
30
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
30
Journal of money, credit and banking : JMCB
30
Economic modelling
29
Applied economics letters
28
Economics letters
28
Global finance journal
26
Journal of econometrics
26
Journal of economics & business
26
The American economic review
25
The journal of derivatives : the official publication of the International Association of Financial Engineers
25
Econometric Institute research papers
24
International finance discussion papers
23
CESifo working papers
22
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
21
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ECONIS (ZBW)
266
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1
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10
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266
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1
Exploring the unpredictable nature of climate policy uncertainty : an empirical analysis of its impact on commodity futures returns in the United States
Tang, Chia-Hsien
;
Lee, Yen-Hsien
;
Liu, Hung-Chun
;
Zeng, …
- In:
The journal of futures markets
44
(
2024
)
7
,
pp. 1277-1292
Persistent link: https://www.econbiz.de/10014553986
Saved in:
2
The impact of Sino-US trade war on price discovery of soybean : a double-edged sword?
Bandyopadhyay, Arunava
;
Rajib, Prabina
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 858-879
Persistent link: https://www.econbiz.de/10014293260
Saved in:
3
Understanding intraday momentum strategies
Rosa, Carlo
- In:
The journal of futures markets
42
(
2022
)
12
,
pp. 2218-2234
Persistent link: https://www.econbiz.de/10013465878
Saved in:
4
Price discovery on the international soybean futures markets : a threshold co-integration approach
Li, Chao
;
Hayes, Dermot James
- In:
The journal of futures markets
37
(
2017
)
1
,
pp. 52-70
Persistent link: https://www.econbiz.de/10011669758
Saved in:
5
Trading the VIX futures roll and volatility premiums with VIX options
Simon, David P.
- In:
The journal of futures markets
37
(
2017
)
2
,
pp. 184-208
Persistent link: https://www.econbiz.de/10011669795
Saved in:
6
Tail wags dog : intraday price discovery in VIX markets
Bollen, Nicolas P. B.
;
O'Neill, Michael J.
;
Whaley, …
- In:
The journal of futures markets
37
(
2017
)
5
,
pp. 431-451
Persistent link: https://www.econbiz.de/10011950704
Saved in:
7
Variance risk premiums of commodity ETFs
Tee, Chyng Wen
;
Ting, Christopher
- In:
The journal of futures markets
37
(
2017
)
5
,
pp. 452-472
Persistent link: https://www.econbiz.de/10011950709
Saved in:
8
Convenience yields in electricity prices : evidence from the natural gas market
Milonas, Nikolaos T.
;
Paratsiokas, Nikolaos
- In:
The journal of futures markets
37
(
2017
)
5
,
pp. 522-538
Persistent link: https://www.econbiz.de/10011950731
Saved in:
9
The zero lower bound and economic determinants of the volatility surface in the interest cap markets
Kim, Myeong Hyeon
;
Kim, Changki
;
Hwang, Injun
- In:
The journal of futures markets
37
(
2017
)
6
,
pp. 578-598
Persistent link: https://www.econbiz.de/10011950845
Saved in:
10
Expanding the explanations for the return-volatility relation
Talukdar, Bakhtear
;
Daigler, Robert T.
;
Parhizgari, Ali M.
- In:
The journal of futures markets
37
(
2017
)
7
,
pp. 689-716
Persistent link: https://www.econbiz.de/10011950866
Saved in:
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