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subject:"Derivat"
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Derivat
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Commodity derivative
207
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207
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132
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132
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128
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Ma, Feng
10
Gong, Xu
3
Wei, Yu
3
Zhang, Yaojie
3
Alizadeh-Masoodian, Amir H.
2
Chevallier, Julien
2
Fonseca, José da
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Energy economics
Finance research letters
24
International review of financial analysis
23
Journal of commodity markets
16
International review of economics & finance : IREF
15
The journal of futures markets
14
Economic modelling
13
Applied economics
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Research in international business and finance
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The energy journal
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1
Volatility spillovers in commodity markets : a large t-vector autoregressive approach
Barbaglia, Luca
;
Croux, Christophe
;
Wilms, Ines
- In:
Energy economics
85
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012509561
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2
Pricing of forwards and other derivatives in cointegrated commodity markets
Benth, Fred Espen
;
Koekebakker, Steen
- In:
Energy economics
52
(
2015
)
1
,
pp. 104-117
Persistent link: https://www.econbiz.de/10011568135
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3
Distributional predictability between commodity spot and futures : evidence from nonparametric causality-in-quantiles tests
Jena, Sangram Keshari
;
Tiwari, Aviral Kumar
;
Hammoudeh, …
- In:
Energy economics
78
(
2019
),
pp. 615-628
Persistent link: https://www.econbiz.de/10012160046
Saved in:
4
The asymmetric return-volatility relationship of commodity prices
Baur, Dirk G.
;
Dimpfl, Thomas
- In:
Energy economics
76
(
2018
),
pp. 378-387
Persistent link: https://www.econbiz.de/10011976677
Saved in:
5
A multifactor stochastic volatility model of commodity prices
Cortazar, Gonzalo
;
Lopez, Matias
;
Naranjo, Lorenzo
- In:
Energy economics
67
(
2017
),
pp. 182-201
Persistent link: https://www.econbiz.de/10011897898
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6
Volatility forecasting in commodity markets using macro uncertainty
Bakas, Dimitrios
;
Triantafyllou, Athanasios
- In:
Energy economics
81
(
2019
),
pp. 79-94
Persistent link: https://www.econbiz.de/10012172661
Saved in:
7
The inconvenience yield of carbon futures
Palao, Fernando
;
Pardo, Ángel
- In:
Energy economics
101
(
2021
),
pp. 1-9
Persistent link: https://www.econbiz.de/10013161744
Saved in:
8
Convenience yield risk
Prokopczuk, Marcel
;
Symeonidis, Lazaros
;
Wese Simen, Chardin
- In:
Energy economics
120
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014283248
Saved in:
9
Period specific volatility spillover based connectedness between oil and other commodity prices and their portfolio implications
Guhathakurta, Kousik
;
Dash, Saumya Ranjan
;
Maitra, Debasish
- In:
Energy economics
85
(
2020
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012510102
Saved in:
10
Inventory announcements, jump dynamics, volatility and trading volume in U.S. energy futures markets
Bjursell, Johan
;
Gentle, James E.
;
Wang, George H. K.
- In:
Energy economics
48
(
2015
),
pp. 336-349
Persistent link: https://www.econbiz.de/10011533829
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