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subject:"Derivat"
~accessRights:"restricted"
~isPartOf:"Economic modelling"
~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"Journal of international money and finance"
~subject:"Endogenous economic growth"
~subject:"Oil price"
~subject:"Ölmarkt"
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Derivat
Endogenous economic growth
Oil price
Ölmarkt
Commodity derivative
44
Rohstoffderivat
44
Commodity price
36
Rohstoffpreis
36
Welt
28
World
28
Volatility
27
Volatilität
27
Estimation
21
Schätzung
21
Theorie
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Theory
18
Commodity exchange
15
Commodity market
15
Rohstoffmarkt
15
Warenbörse
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Commodity prices
13
Forecasting model
13
Prognoseverfahren
13
Ölpreis
12
Commodity futures
10
ARCH model
9
ARCH-Modell
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Capital income
9
Derivative
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Kapitaleinkommen
9
Hedging
8
Schock
8
Shock
8
China
7
Portfolio selection
7
Portfolio-Management
7
Erneuerbare Ressourcen
6
Exchange rate
6
Geldpolitik
6
Monetary policy
6
Renewable resources
6
Speculation
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English
23
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Wang, Yudong
2
Zhang, Yaojie
2
Anh Ngoc Lai
1
Bei, Shuhua
1
Caldana, Ruggero
1
Chen, Chuang
1
Chen, Chun-Da
1
Chen, Wang
1
Chiang, Shu-Mei
1
Chung, Richard
1
Degiannakis, Stavros
1
Ewald, Christian
1
Ferraro, Domenico
1
Filis, George
1
Fusai, Gianluca
1
Gong, Xu
1
Gui, Lin
1
Huang, Chien-Ming
1
Huang, Dengshi
1
Jin, Xin
1
Kilian, Lutz
1
Kim, Hyung-Gun
1
Li, Bin
1
Li, Haiqi
1
Liu, Jing
1
Ma, Chang
1
Ma, Diandian
1
Ma, Feng
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
Pei, Haotian
1
Rannou, Yves
1
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Economic modelling
European journal of operational research : EJOR
Journal of international money and finance
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
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
International journal of forecasting
6
Journal of empirical 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
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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
Analyzing the impacts of foreign exchange and oil price on biofuel commodity futures
Chiang, Shu-Mei
;
Chen, Chun-Da
;
Huang, Chien-Ming
- In:
Journal of international money and finance
96
(
2019
),
pp. 37-48
Persistent link: https://www.econbiz.de/10012139604
Saved in:
3
The role of market expectations in commodity price dynamics : evidence from oil data
Jin, Xin
- In:
Journal of international money and finance
90
(
2019
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012132906
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
Can oil prices forecast exchange rates? : an empirical analysis of the relationship between commodity prices and exchange rates
Ferraro, Domenico
;
Rogoff, Kenneth S.
;
Rossi, Barbara
- In:
Journal of international money and finance
54
(
2015
),
pp. 116-141
Persistent link: https://www.econbiz.de/10011476084
Saved in:
7
Modeling fluctuations in the global demand for commodities
Kilian, Lutz
;
Zhou, Xiaoqing
- In:
Journal of international money and finance
88
(
2018
),
pp. 54-78
Persistent link: https://www.econbiz.de/10012000868
Saved in:
8
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:
9
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:
10
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
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