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subject:"Derivat"
~accessRights:"restricted"
~isPartOf:"Economic modelling"
~isPartOf:"European journal of operational research : EJOR"
~subject:"Endogenous economic growth"
~subject:"Geldpolitik"
~subject:"Oil price"
~subject:"Ölmarkt"
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Derivat
Endogenous economic growth
Geldpolitik
Oil price
Ölmarkt
Commodity derivative
34
Rohstoffderivat
34
Volatility
17
Volatilität
17
Commodity exchange
12
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Estimation
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Wang, Yudong
2
Zhang, Yaojie
2
Anh Ngoc Lai
1
Bei, Shuhua
1
Caldana, Ruggero
1
Chen, Chuang
1
Chen, Wang
1
Chung, Richard
1
Ding, Shusheng
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Ewald, Christian
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1
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1
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1
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1
Ma, Diandian
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Ma, Feng
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Ma, Richie Ruchuan
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1
Medina, Juan Pablo
1
Mellios, Constantin
1
Mishra, Vinod
1
Mitra, Subrata Kumar
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Pal, Debdatta
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Panopulu, Aikaterinē
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Economic modelling
European journal of operational research : EJOR
Energy economics
162
Finance research letters
41
International review of financial analysis
30
International review of economics & finance : IREF
25
The energy journal
23
Applied economics
18
Journal of commodity markets
17
Research in international business and finance
17
The journal of futures markets
17
Applied economics letters
10
International journal of finance & economics : IJFE
10
Journal of banking & finance
10
Journal of international money and finance
8
The North American journal of economics and finance : a journal of financial economics studies
8
Discussion paper / Centre for Economic Policy Research
6
Discussion papers / CEPR
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
NBER working paper series
4
Quantitative finance
4
Applied economic perspectives and policy
3
Asia Pacific financial markets
3
Economic research
3
Economics letters
3
Journal of agricultural and applied economics : JAEE
3
Journal of economic behavior & organization : JEBO
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
American journal of agricultural economics
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ECONIS (ZBW)
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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
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:
3
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:
4
Monetary policy and commodity terms of trade shocks in emerging market economies
Hove, Seedwell
;
Mama, Albert Touna
;
Tchana Tchana, Fulbert
- In:
Economic modelling
49
(
2015
),
pp. 53-71
Persistent link: https://www.econbiz.de/10011439488
Saved in:
5
Not all international monetary shocks are alike for the Japanese economy
Vespignani, Joaquin L.
;
Ratti, Ronald A.
- In:
Economic modelling
52
(
2016
),
pp. 822-837
Persistent link: https://www.econbiz.de/10011643054
Saved in:
6
Commodity prices and fiscal policy in a commodity exporting economy
Medina, Juan Pablo
;
Soto, Claudio
- In:
Economic modelling
59
(
2016
),
pp. 335-351
Persistent link: https://www.econbiz.de/10011647853
Saved in:
7
A key determinant of commodity price Co-movement : the role of daily market liquidity
Zhang, Yongmin
;
Ding, Shusheng
;
Scheffel, Eric M.
- In:
Economic modelling
81
(
2019
),
pp. 170-180
Persistent link: https://www.econbiz.de/10012201921
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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