//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Chevallier, Julien"
~person:"Heidorn, Thomas"
~person:"McAleer, Michael"
~subject:"Commodity derivative"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Welt"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Commodity derivative
Welt
187
World
175
Volatilität
59
Volatility
57
Schätzung
45
Estimation
43
Risikomaß
34
Finanzkrise
33
Risk measure
31
ARCH-Modell
30
Financial crisis
30
ARCH model
29
Prognoseverfahren
29
Bibliometrie
26
Forecasting model
26
Bibliometrics
23
Portfolio-Management
23
Kapitaleinkommen
22
Portfolio selection
22
Rohstoffderivat
22
Ölpreis
22
Oil price
21
Basler Akkord
19
Capital income
19
Fachzeitschrift
19
Basel Accord
18
Journal
17
Panel
15
Panel study
15
International tourism
12
Internationaler Tourismus
12
Preis
12
Risikomanagement
12
Risk management
12
Spillover-Effekt
12
Börsenkurs
11
Price
11
Spillover effect
11
Capital market returns
10
more ...
less ...
Online availability
All
Free
9
Undetermined
6
Type of publication
All
Book / Working Paper
12
Article
9
Type of publication (narrower categories)
All
Article in journal
9
Aufsatz in Zeitschrift
9
Graue Literatur
8
Non-commercial literature
8
Arbeitspapier
7
Working Paper
7
Advisory report
1
Gutachten
1
more ...
less ...
Language
All
English
20
German
1
Author
All
Chevallier, Julien
Heidorn, Thomas
McAleer, Michael
Pies, Ingo
23
Xiong, Wei
13
Prokopczuk, Marcel
12
Bouri, Elie
11
Hamilton, James D.
10
Ji, Qiang
10
Kang, Sang Hoon
10
Wei, Yu
10
Wu, Jing Cynthia
10
Kilian, Lutz
9
Chang, Chia-Lin
8
Glauben, Thomas
8
Gupta, Rangan
7
Ma, Feng
7
Naeem, Muhammad Abubakr
7
Prehn, Sören
7
Till, Hilary
7
Wang, Yudong
7
Caporale, Guglielmo Maria
6
Ciferri, Davide
6
Girardi, Alessandro
6
Korn, Olaf
6
Manera, Matteo
6
Staritz, Cornelia
6
Vigfusson, Robert J.
6
Will, Matthias Georg
6
Zaremba, Adam
6
Zhang, Dayong
6
Algieri, Bernardina
5
Baumeister, Christiane
5
Bühler, Wolfgang
5
Cheng, Ing-Haw
5
Gong, Xu
5
Han, Liyan
5
Irwin, Scott H.
5
Kang, Boda
5
Leduc, Sylvain
5
Lien, Da-hsiang Donald
5
more ...
less ...
Institution
All
University of Canterbury / Dept. of Economics and Finance
1
Published in...
All
Econometric Institute research papers
4
Energy economics
2
Research in international business and finance
2
Applied economics letters
1
Discussion paper / Tinbergen Institute
1
Environmental economics and policy studies
1
International journal of forecasting
1
International review of economics & finance : IREF
1
The Wiley Finance Ser
1
The energy journal
1
Wiley finance
1
Working paper
1
Working paper series / Frankfurt School of Finance & Management
1
more ...
less ...
Source
All
ECONIS (ZBW)
21
Showing
1
-
10
of
21
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Forecasting volatility and co-volatility of crude oil and gold futures : effects of leverage, jumps, spillovers, and geopolitical risks
Asai, Manabu
;
Gupta, Rangan
;
McAleer, Michael
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 933-948
Persistent link: https://www.econbiz.de/10012497080
Saved in:
2
Are the S&P 500 index and crude oil, natural gas and ethanol futures related for intra-day data?
Caporin, Massimiliano
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 50-70
Persistent link: https://www.econbiz.de/10012202481
Saved in:
3
Commodities risk premia and regional integration in gas-exporting countries
Abid, Ilyes
;
Guesmi, Khaled
;
Goutte, Stéphane
;
Urom, …
- In:
Energy economics
80
(
2019
),
pp. 267-276
Persistent link: https://www.econbiz.de/10012172433
Saved in:
4
Flankierende Ansätze zur Verbesserung der Markttransparenz und Bekämpfung von Marktmissbrauch im Rohstoffterminhandel
Heidorn, Thomas
(
contributor
)
-
2014
Persistent link: https://www.econbiz.de/10010408002
Saved in:
5
Herding, information cascades and volatility spillovers in futures markets
McAleer, Michael
;
Radalj, Kim
-
2013
Persistent link: https://www.econbiz.de/10009784945
Saved in:
6
Herding, information cascades and volatility spillovers in futures markets
McAleer, Michael
;
Radalj, Kim
-
2013
Persistent link: https://www.econbiz.de/10009781942
Saved in:
7
Modelling long memory volatility in agricultural commodity futures returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009619551
Saved in:
8
Fundamental and financial influences on the co-movement of oil and gas prices
Bunn, Derek W.
;
Chevallier, Julien
;
LePen, Yannick
; …
- In:
The energy journal
38
(
2017
)
2
,
pp. 201-228
Persistent link: https://www.econbiz.de/10011661711
Saved in:
9
"De-financialization" of commodities? : evidence from stock, crude oil and natural gas markets
Zhang, Yue-jun
;
Chevallier, Julien
;
Guesmi, Khaled
- In:
Energy economics
68
(
2017
),
pp. 228-239
Persistent link: https://www.econbiz.de/10011905697
Saved in:
10
Spikes and crashes in the oil market
Aboura, Sofiane
;
Chevallier, Julien
- In:
Research in international business and finance
36
(
2016
),
pp. 615-623
Persistent link: https://www.econbiz.de/10011594637
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->