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Derivat
Rohstoffpreis
Commodity derivative
195
Rohstoffderivat
195
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122
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122
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Tiwari, Aviral Kumar
3
Barbaglia, Luca
2
Chang, Chun Ping
2
Cortazar, Gonzalo
2
Croux, Christophe
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Do, Hung Xuan
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Energy economics
Journal of commodity markets
30
Journal of international money and finance
25
Finance research letters
24
International review of economics & finance : IREF
24
Working paper / National Bureau of Economic Research, Inc.
24
Discussion paper / Centre for Economic Policy Research
22
International review of financial analysis
21
Applied economics
16
Economic modelling
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5
Mineral economics : raw materials report
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Applied economic perspectives and policy
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1
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
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2
Analyzing the time-frequency lead-lag relationship between oil and agricultural commodities
Tiwari, Aviral Kumar
;
Khalfaoui, Rabeh
;
Solarin Sakiru …
- In:
Energy economics
76
(
2018
),
pp. 470-494
Persistent link: https://www.econbiz.de/10011976711
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3
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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4
Introduction to the special issue on recent developments in energy commodities markets
D'Ecclesia, Rita L.
- In:
Energy economics
53
(
2016
),
pp. 1-4
Persistent link: https://www.econbiz.de/10011660418
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5
On the dynamic dependence between equity markets, commodity futures and economic uncertainty indexes
Berger, Theo
;
Uddin, Mohammed Gazi Salah
- In:
Energy economics
56
(
2016
),
pp. 374-383
Persistent link: https://www.econbiz.de/10011664267
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6
Expected commodity returns and pricing models
Cortazar, Gonzalo
;
Kovacevic, Ivo
;
Schwartz, Eduardo S.
- In:
Energy economics
49
(
2015
),
pp. 60-71
Persistent link: https://www.econbiz.de/10011536656
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7
A reappraisal of the chaotic paradigm for energy commodity prices
Mastroeni, Loretta
;
Vellucci, Pierluigi
;
Naldi, Maurizio
- In:
Energy economics
82
(
2019
),
pp. 167-178
Persistent link: https://www.econbiz.de/10012173910
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8
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:
9
Price volatility in commodity markets with restricted participation
Knaut, Andreas
;
Paschmann, Martin
- In:
Energy economics
81
(
2019
),
pp. 37-51
Persistent link: https://www.econbiz.de/10012172637
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10
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
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