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isPartOf:"Energy policy"
~isPartOf:"Energy economics"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Journal of forecasting"
~subject:"Forecasting model"
~subject:"Schätzung"
~subject:"Volatilität"
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Remodeling the Working-Kaldor...
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Forecasting model
Schätzung
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Commodity derivative
354
Rohstoffderivat
354
Oil price
211
Ölpreis
211
Volatility
208
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Ma, Feng
14
Hammoudeh, Shawkat
8
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7
Uddin, Mohammed Gazi Salah
6
Wei, Yu
6
Chevallier, Julien
5
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5
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4
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3
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3
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3
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3
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3
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3
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2
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2
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2
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Energy policy
Energy economics
International review of economics & finance : IREF
Journal of forecasting
The journal of futures markets
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
28
Applied economics letters
27
International Journal of Energy Economics and Policy : IJEEP
27
Journal of international money and finance
27
The energy journal
26
Journal of commodity markets
25
Journal of banking & finance
22
Research in international business and finance
22
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NBER working paper series
20
IMF working papers
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The North American journal of economics and finance : a journal of financial economics studies
18
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17
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10
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10
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10
Journal of international financial markets, institutions & money
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Cogent economics & finance
9
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ECONIS (ZBW)
253
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1
Forecasting stock returns : do commodity prices help?
Black, Angela J.
;
Klinkowska, Olga
;
McMillan, David G.
; …
- In:
Journal of forecasting
33
(
2014
)
8
,
pp. 627-639
Persistent link: https://www.econbiz.de/10011282841
Saved in:
2
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:
3
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:
4
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:
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
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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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