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subject:"Derivat"
~accessRights:"restricted"
~isPartOf:"Economic modelling"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"European journal of operational research : EJOR"
~subject:"Endogenous economic growth"
~subject:"Oil price"
~subject:"Ölmarkt"
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Derivat
Endogenous economic growth
Oil price
Ölmarkt
Commodity derivative
43
Rohstoffderivat
43
Volatility
21
Volatilität
21
Commodity price
16
Rohstoffpreis
16
Commodity exchange
15
Warenbörse
15
Estimation
14
Schätzung
14
Welt
14
World
14
Theorie
13
Theory
13
Forecasting model
12
Prognoseverfahren
12
Ölpreis
12
Derivative
10
ARCH model
9
ARCH-Modell
9
Commodity futures
9
Portfolio selection
8
Portfolio-Management
8
Capital income
7
China
7
Kapitaleinkommen
7
Commodity market
6
Erdöl
6
Erneuerbare Ressourcen
6
Hedging
6
Petroleum
6
Renewable resources
6
Rohstoffmarkt
6
Time series analysis
6
Zeitreihenanalyse
6
Agrarpreis
5
Agricultural price
5
Börsenkurs
5
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English
23
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Chen, Wang
2
Ma, Feng
2
Wang, Yudong
2
Zhang, Yaojie
2
Anh Ngoc Lai
1
Bei, Shuhua
1
Cai, Xiao Jing
1
Caldana, Ruggero
1
Chen, Chuang
1
Chung, Richard
1
Ewald, Christian
1
Fang, Zheng
1
Fusai, Gianluca
1
Gong, Xu
1
Gui, Lin
1
Haase, Marco
1
Hamori, Shigeyuki
1
He, Feng
1
Huang, Dengshi
1
Kim, Hyung-Gun
1
Li, Bin
1
Li, Haiqi
1
Liu, Jing
1
Ma, Diandian
1
Ma, Richie Ruchuan
1
Mellios, Constantin
1
Mishra, Vinod
1
Mitra, Subrata Kumar
1
Omura, Akihiro
1
Pal, Debdatta
1
Panopulu, Aikaterinē
1
Pantelidis, Theologos
1
Park, Sung Y.
1
Pedersen, Michael
1
Pei, Haotian
1
Rannou, Yves
1
Roncoroni, Andrea
1
Seiler Zimmermann, Yvonne
1
Si, Xiaoli
1
Six, Pierre
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Economic modelling
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
European journal of operational research : EJOR
Energy economics
161
Finance research letters
39
International review of financial analysis
29
International review of economics & finance : IREF
24
The energy journal
23
Applied economics
17
Journal of commodity markets
17
Research in international business and finance
17
The journal of futures markets
17
Applied economics letters
10
Journal of banking & finance
10
International journal of finance & economics : IJFE
9
The North American journal of economics and finance : a journal of financial economics studies
8
Discussion paper / Centre for Economic Policy Research
6
International journal of forecasting
6
Journal of empirical finance
6
Journal of international money and finance
6
The journal of energy markets
6
Financial modeling and risk management of energy and environmental instruments and derivates
5
Review of derivatives research
5
Review of quantitative finance and accounting
5
Theoretical economics letters
5
Annals of finance
4
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
4
Journal of forecasting
4
Journal of international financial markets, institutions & money
4
Quantitative finance
4
Applied economic perspectives and policy
3
Asia Pacific financial markets
3
Economic research
3
Journal of economic behavior & organization : JEBO
3
American journal of agricultural economics
2
Applied mathematical finance
2
Bulletin of applied economics
2
Discussion papers / CEPR
2
Economics letters
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
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ECONIS (ZBW)
23
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1
Dynamic speculation and hedging in commodity futures markets with a stochastic convenience yield
Mellios, Constantin
;
Six, Pierre
;
Anh Ngoc Lai
- In:
European journal of operational research : EJOR
250
(
2016
)
2
,
pp. 493-504
Persistent link: https://www.econbiz.de/10011441684
Saved in:
2
Permanent and transitory price shocks in commodity futures markets and their relation to speculation
Haase, Marco
;
Seiler Zimmermann, Yvonne
;
Zimmermann, Heinz
- In:
Empirical economics : a journal of the Institute for …
56
(
2019
)
4
,
pp. 1359-1382
Persistent link: https://www.econbiz.de/10012052196
Saved in:
3
Co-movements in commodity markets andimplications in diversification benefits
Cai, Xiao Jing
;
Fang, Zheng
;
Youngho, Chang
;
Tian, Shuairu
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
2
,
pp. 393-425
Persistent link: https://www.econbiz.de/10012219019
Saved in:
4
Convenience yield, realised volatility and jumps : evidence from non-ferrous metals
Omura, Akihiro
;
Li, Bin
;
Chung, Richard
;
Todorova, Neda
- In:
Economic modelling
70
(
2018
),
pp. 496-510
Persistent link: https://www.econbiz.de/10012027980
Saved in:
5
Sustainable endogenous growth model of multiple regions : reconciling OR and economic perspectives
Wu, Tao
;
Zhang, Ning
;
Gui, Lin
;
Wu, Wenjie
- In:
European journal of operational research : EJOR
269
(
2018
)
1
,
pp. 218-226
Persistent link: https://www.econbiz.de/10011864286
Saved in:
6
The impact of commodity price shocks in a copper-rich economy : the case of Chile
Pedersen, Michael
- In:
Empirical economics : a journal of the Institute for …
57
(
2019
)
4
,
pp. 1291-1318
Persistent link: https://www.econbiz.de/10012115303
Saved in:
7
Speculative behaviour and oil price predictability
Panopulu, Aikaterinē
;
Pantelidis, Theologos
- In:
Economic modelling
47
(
2015
),
pp. 128-136
Persistent link: https://www.econbiz.de/10011438977
Saved in:
8
The role of financial speculation in the energy future markets : a new time-varying coefficient approach
Li, Haiqi
;
Kim, Hyung-Gun
;
Park, Sung Y.
- In:
Economic modelling
51
(
2015
),
pp. 112-122
Persistent link: https://www.econbiz.de/10011475857
Saved in:
9
Intraday return predictability in China's crude oil futures market : new evidence from a unique trading mechanism
Wen, Danyan
;
Wang, Yudong
;
Zhang, Yaojie
- In:
Economic modelling
96
(
2021
),
pp. 209-219
Persistent link: https://www.econbiz.de/10012745351
Saved in:
10
Price explosiveness in nonferrous metal futures markets
Ma, Richie Ruchuan
;
Xiong, Tao
- In:
Economic modelling
94
(
2021
),
pp. 75-90
Persistent link: https://www.econbiz.de/10012694717
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