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subject:"Derivat"
~accessRights:"restricted"
~isPartOf:"Economic modelling"
~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"Review of quantitative finance and accounting"
~subject:"Endogenous economic growth"
~subject:"Oil price"
~subject:"Ölmarkt"
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Derivat
Endogenous economic growth
Oil price
Ölmarkt
Commodity derivative
40
Rohstoffderivat
40
Volatility
21
Volatilität
21
Commodity exchange
14
Warenbörse
14
Commodity price
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Estimation
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Rohstoffpreis
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Cartwright, Phillip A.
2
Riabko, Natalija
2
Wang, Yudong
2
Zhang, Yaojie
2
Ahmed, Shamim
1
Anh Ngoc Lai
1
Bei, Shuhua
1
Ben Sita, Bernard
1
Caldana, Ruggero
1
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1
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1
Chen, Yu-Lun
1
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1
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1
Liao, Wen-Ju
1
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1
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1
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1
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Mellios, Constantin
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Mishra, Vinod
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Mitra, Subrata Kumar
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Pal, Debdatta
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Panopulu, Aikaterinē
1
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1
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1
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Economic modelling
European journal of operational research : EJOR
Review of quantitative finance and accounting
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
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
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
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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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ECONIS (ZBW)
22
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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
Further evidence on the explanatory power of spot food and energy commodities market prices for futures prices
Cartwright, Phillip A.
;
Riabko, Natalija
- In:
Review of quantitative finance and accounting
47
(
2016
)
3
,
pp. 579-605
Persistent link: https://www.econbiz.de/10011595689
Saved in:
3
Do spot food commodity and oil prices predict futures prices?
Cartwright, Phillip A.
;
Riabko, Natalija
- In:
Review of quantitative finance and accounting
53
(
2019
)
1
,
pp. 153-194
Persistent link: https://www.econbiz.de/10012173033
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
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:
7
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:
8
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:
9
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
Saved in:
10
Intraday momentum and return predictability : evidence from the crude oil market
Wen, Zhuzhu
;
Gong, Xu
;
Ma, Diandian
;
Xu, Yahua
- In:
Economic modelling
95
(
2021
),
pp. 374-384
Persistent link: https://www.econbiz.de/10012696009
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