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subject:"Derivat"
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Derivat
Schätzung
Commodity derivative
207
Rohstoffderivat
207
Oil price
132
Ölpreis
132
Volatility
128
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128
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96
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Ma, Feng
5
Chang, Chun Ping
3
Lee, Chien-chiang
3
Wei, Yu
3
Chevallier, Julien
2
Das, Debojyoti
2
Dutta, Anupam
2
Fonseca, José da
2
Hammoudeh, Shawkat
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Ji, Qiang
2
Klein, Tony
2
Liang, Chao
2
Lu, Xinjie
2
Luo, Jiawen
2
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2
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2
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1
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1
Ahmed, Rashad
1
Al-Freedi, Ajab
1
Alasseur, C.
1
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Energy economics
International review of economics & finance : IREF
22
International review of financial analysis
22
Finance research letters
21
Journal of commodity markets
20
Applied economics
16
Journal of banking & finance
16
Economic modelling
15
The journal of futures markets
14
Research in international business and finance
13
Journal of international money and finance
10
The energy journal
10
The North American journal of economics and finance : a journal of financial economics studies
9
International journal of finance & economics : IJFE
8
Journal of empirical finance
8
Applied economics letters
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Discussion paper / Centre for Economic Policy Research
7
International journal of forecasting
7
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7
Journal of applied econometrics
5
American journal of agricultural economics
4
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Asia Pacific financial markets
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Pacific-Basin finance journal
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SpringerLink / Bücher
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
Applied economic perspectives and policy
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
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European journal of operational research : EJOR
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European review of agricultural economics
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IIMB management review
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84
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1
Extreme price co-movement of commodity futures and industrial production growth : an empirical evaluation
Wen, Xiaoqian
;
Xie, Yuxin
;
Pantelous, Athanasios A.
- In:
Energy economics
108
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013202950
Saved in:
2
The alpha momentum effect in commodity markets
Zaremba, Adam
;
Mikutowski, Mateusz
;
Szczygielski, Jan Jakub
- In:
Energy economics
93
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012643310
Saved in:
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
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:
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
Saved in:
6
Extreme risk dependence and time-varying spillover between crude oil, commodity market and inflation in China
Li, Houjian
;
Huang, Xinya
;
Guo, Lili
- In:
Energy economics
127
(
2023
)
2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10014490005
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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
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9
Global factors, uncertainty, weather conditions and energy prices : on the drivers of the duration of commodity price cycle phases
Agnello, Luca
;
Castro, Vítor
;
Hammoudeh, Shawkat
; …
- In:
Energy economics
90
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012517583
Saved in:
10
Commodity price pass-through and inflation regimes
Abbas, Syed Kanwar
;
Lan, Hao
- In:
Energy economics
92
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012520039
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