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subject:"Derivat"
~accessRights:"restricted"
~isPartOf:"Economic modelling"
~isPartOf:"European journal of operational research : EJOR"
~subject:"Endogenous economic growth"
~subject:"Hedging"
~subject:"Oil price"
~subject:"Ölmarkt"
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Derivat
Endogenous economic growth
Hedging
Oil price
Ölmarkt
Commodity derivative
34
Rohstoffderivat
34
Volatility
17
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17
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Wang, Yudong
2
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2
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1
Anh Ngoc Lai
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1
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Economic modelling
European journal of operational research : EJOR
Energy economics
172
Finance research letters
44
International review of financial analysis
35
International review of economics & finance : IREF
26
The journal of futures markets
24
The energy journal
23
Applied economics
22
Journal of commodity markets
18
Research in international business and finance
18
Applied economics letters
12
International journal of finance & economics : IJFE
10
Journal of banking & finance
10
The North American journal of economics and finance : a journal of financial economics studies
8
Discussion paper / Centre for Economic Policy Research
7
Journal of international money and finance
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
Financial modeling and risk management of energy and environmental instruments and derivates
6
International journal of forecasting
6
Journal of empirical finance
6
The journal of energy markets
6
Theoretical economics letters
6
Journal of international financial markets, institutions & money
5
Review of derivatives research
5
Review of quantitative finance and accounting
5
Annals of finance
4
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
4
IIMB management review
4
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4
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4
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4
Working paper / National Bureau of Economic Research, Inc.
4
Applied economic perspectives and policy
3
Asia Pacific financial markets
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Bulletin of applied economics
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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
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:
5
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:
6
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:
7
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:
8
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
Saved in:
9
Optimal hedge ratios for clean energy equities
Ahmad, Wasim
;
Sadorsky, Perry A.
;
Sharma, Amit
- In:
Economic modelling
72
(
2018
),
pp. 278-295
Persistent link: https://www.econbiz.de/10012100422
Saved in:
10
Return transmission and asymmetric volatility spillovers between oil futures and oil equities : new DCC-MEGARCH analyses
Tsuji, Chikashi
- In:
Economic modelling
74
(
2018
),
pp. 167-185
Persistent link: https://www.econbiz.de/10012101322
Saved in:
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