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isPartOf:"Energy policy"
~isPartOf:"Energy economics"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Journal of banking & finance"
~subject:"Forecasting model"
~subject:"Schätzung"
~subject:"Volatilität"
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Ma, Feng
12
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Energy policy
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International review of economics & finance : IREF
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90
Economic modelling
44
Finance research letters
44
International review of financial analysis
44
Applied economics
37
American journal of agricultural economics
28
Working paper
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1
Volatility spillover between oil and agricultural commodity markets
Nazlıoğlu, Şaban
;
Erdem, Cumhur
;
Soytas, Ugur
- In:
Energy economics
36
(
2013
),
pp. 658-665
Persistent link: https://www.econbiz.de/10009724616
Saved in:
2
What drives the commodity price beta of oil industry stocks?
Talbot, Edward
;
Artiach, Tracy
;
Faff, Robert W.
- In:
Energy economics
37
(
2013
),
pp. 1-15
Persistent link: https://www.econbiz.de/10009759405
Saved in:
3
Filtering and forecasting commodity futures prices under an HMM framework
Date, Paresh
;
Mamon, Rogemar
;
Tenyakov, Anton
- In:
Energy economics
40
(
2013
),
pp. 1001-1013
Persistent link: https://www.econbiz.de/10010355984
Saved in:
4
Financialization in commodity markets : a passing trend or the new normal?
Adams, Zeno
;
Glück, Thorsten
- In:
Journal of banking & finance
60
(
2015
),
pp. 93-111
Persistent link: https://www.econbiz.de/10011544903
Saved in:
5
Dynamic spillovers among major energy and cereal commodity prices
Mensi, Walid
;
Hammoudeh, Shawkat
;
Nguyen, Duc Khuong
; …
- In:
Energy economics
43
(
2014
),
pp. 225-243
Persistent link: https://www.econbiz.de/10010504821
Saved in:
6
Tail events : a new approach to understanding extreme energy commodity prices
Koch, Nikolas
- In:
Energy economics
43
(
2014
),
pp. 195-205
Persistent link: https://www.econbiz.de/10010504824
Saved in:
7
Monetary policy and price dynamics in a commodity futures market
Tai, Meng-Yi
;
Chao, Chi-Chur
;
Hu, Shih-Wen
;
Lai, Ching-chong
- In:
International review of economics & finance : IREF
29
(
2014
),
pp. 372-379
Persistent link: https://www.econbiz.de/10010432345
Saved in:
8
Commodity futures returns and policy uncertainty
Bannigidadmath, Deepa
;
Narayan, Paresh Kumar
- In:
International review of economics & finance : IREF
72
(
2021
),
pp. 364-383
Persistent link: https://www.econbiz.de/10012671942
Saved in:
9
Commodities price cycles and their interdependence with equity markets
Boako, Gideon
;
Alagidede, Imhotep Paul
;
Sjo, Bo
;
Uddin, …
- In:
Energy economics
91
(
2020
),
pp. 1-26
Persistent link: https://www.econbiz.de/10012518586
Saved in:
10
The good, the bad and the ugly relation between oil and commodities : an analysis of asymmetric volatility connectedness and portfolio implications
Maitra, Debasish
;
Guhathakurta, Kousik
;
Kang, Sang Hoon
- In:
Energy economics
94
(
2021
),
pp. 1-30
Persistent link: https://www.econbiz.de/10012649444
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