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subject:"Derivat"
~accessRights:"restricted"
~isPartOf:"Economic modelling"
~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"Finance research letters"
~subject:"Endogenous economic growth"
~subject:"Oil price"
~subject:"Ölmarkt"
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Derivat
Endogenous economic growth
Oil price
Ölmarkt
Commodity derivative
99
Rohstoffderivat
99
Volatility
49
Volatilität
49
Welt
40
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40
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Derivative
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Ji, Qiang
4
Ewald, Christian
2
Huang, Dengshi
2
Luo, Xingguo
2
Ma, Feng
2
Six, Pierre
2
Todorova, Neda
2
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2
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Anh Ngoc Lai
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1
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1
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Economic modelling
European journal of operational research : EJOR
Finance research letters
Energy economics
151
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
Journal of banking & finance
10
Applied economics letters
9
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
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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
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Applied economic perspectives and policy
3
Asia Pacific financial markets
3
Economic research
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The North American journal of economics and finance : a journal of theory and practice
3
American journal of agricultural economics
2
Applied mathematical finance
2
Bulletin of applied economics
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Economics letters
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Eurasian economic review : a journal in applied macroeconomics and finance
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ECONIS (ZBW)
51
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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
How do bond, equity and commodity cycles interact?
Narayan, Paresh Kumar
;
Thuraisamy, Kannan Sivananthan
; …
- In:
Finance research letters
21
(
2017
),
pp. 151-156
Persistent link: https://www.econbiz.de/10011807742
Saved in:
3
Marginal speculation and hedging in commodity markets
Ulusoy, Veysel
;
Onbirler, Özgür Ünal
- In:
Finance research letters
23
(
2017
),
pp. 269-282
Persistent link: https://www.econbiz.de/10011808416
Saved in:
4
Dynamic co-movement in major commodity markets during crisis periods : a wavelet local multiple correlation analysis
Bouri, Elie
;
Nekhili, Ramzi
;
Todorova, Neda
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-10
Persistent link: https://www.econbiz.de/10014473528
Saved in:
5
Does Bitcoin hedge crude oil implied volatility and structural shocks? : a comparison with gold, commodity and the US Dollar
Das, Debojyoti
;
Le Roux, Corlise L.
;
Jana, R. K.
; …
- In:
Finance research letters
36
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012483345
Saved in:
6
Volatility contagion and connectedness between WTI and commodity markets
Boroumand, Raphaël Homayoun
;
Porcher, Thomas
- In:
Finance research letters
58
(
2023
)
1
,
pp. 1-11
Persistent link: https://www.econbiz.de/10014582223
Saved in:
7
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:
8
A comparison of the convenience yield and interest-adjusted basis
Fouquau, Julien
;
Six, Pierre
- In:
Finance research letters
14
(
2015
),
pp. 142-149
Persistent link: https://www.econbiz.de/10011552697
Saved in:
9
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:
10
How do China's oil markets affect other commodity markets both domestically and internationally?
Ji, Qiang
;
Fan, Ying
- In:
Finance research letters
19
(
2016
),
pp. 247-254
Persistent link: https://www.econbiz.de/10011657704
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