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~person:"Chevallier, Julien"
~person:"Manera, Matteo"
~person:"Sanders, Dwight R."
~source:"econis"
~type_genre:"Aufsatz in Zeitschrift"
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Commodity derivative
48
Rohstoffderivat
48
Volatility
18
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14
Warenbörse
14
Oil price
13
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Chevallier, Julien
Manera, Matteo
Sanders, Dwight R.
Irwin, Scott H.
41
Ma, Feng
30
García, Philip
25
Lien, Da-hsiang Donald
21
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10
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9
Fan, John Hua
9
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9
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9
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Energy economics
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The energy journal
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Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
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ECONIS (ZBW)
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1
A tug of war of forecasting the US stock market volatility : oil futures overnight versus intraday information
Ma, Feng
;
Wahab, M. I. M.
;
Chevallier, Julien
;
Li, Ziyang
- In:
Journal of forecasting
42
(
2023
)
1
,
pp. 60-75
Persistent link: https://www.econbiz.de/10013465762
Saved in:
2
The order flow cost of index rolling in commodity futures markets
Irwin, Scott H.
;
Sanders, Dwight R.
;
Yan, Lei
- In:
Applied economic perspectives and policy
45
(
2023
)
2
,
pp. 1025-1050
Persistent link: https://www.econbiz.de/10014315487
Saved in:
3
Sunshine vs. predatory trading effects in commodity futures markets : new evidence from index rebalancing
Yan, Lei
;
Irwin, Scott H.
;
Sanders, Dwight R.
- In:
Journal of commodity markets
26
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013451072
Saved in:
4
A dynamic conditional regime-switching GARCH CAPM for energy and financial markets
Urom, Christian
;
Chevallier, Julien
;
Zhu, Bangzhu
- In:
Energy economics
85
(
2020
),
pp. 1-45
Persistent link: https://www.econbiz.de/10012510103
Saved in:
5
Interpreting the oil risk premium : do oil price shocks matter?
Valenti, Daniele
;
Manera, Matteo
;
Sbuelz, Alessandro
- In:
Energy economics
91
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012518589
Saved in:
6
Does high-frequency crude oil futures data contain useful information for predicting volatility in the US stock market? : new evidence
Wang, Jiqian
;
Huang, Yisu
;
Ma, Feng
;
Chevallier, Julien
- In:
Energy economics
91
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012518664
Saved in:
7
Understanding dynamic conditional correlations between oil, natural gas and non-energy commodity futures markets
Behmiri, Niaz Bashiri
;
Manera, Matteo
;
Nicolini, Marcella
- In:
The energy journal
40
(
2019
)
2
,
pp. 55-76
Persistent link: https://www.econbiz.de/10012037403
Saved in:
8
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:
9
Mapping algorithms, agricultural futures, and the relationship between commodity investment flows and crude oil futures prices
Yan, Lei
;
Irwin, Scott H.
;
Sanders, Dwight R.
- In:
Energy economics
72
(
2018
),
pp. 486-504
Persistent link: https://www.econbiz.de/10011972365
Saved in:
10
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
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