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subject:"Derivat"
~accessRights:"restricted"
~isPartOf:"Eurasian economic review : a journal in applied macroeconomics and finance"
~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"Journal of empirical finance"
~subject:"Endogenous economic growth"
~subject:"Oil price"
~subject:"Ölmarkt"
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Derivat
Endogenous economic growth
Oil price
Ölmarkt
Commodity derivative
18
Rohstoffderivat
18
Volatility
9
Volatilität
9
Börsenkurs
8
Derivative
8
Share price
8
Commodity exchange
7
Theorie
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Theory
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Rohstoffpreis
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Stochastischer Prozess
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Prognoseverfahren
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Rohstoffmarkt
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Schätzung
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Time series analysis
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Zeitreihenanalyse
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Ölpreis
4
Capital income
3
Commodity futures
3
Erneuerbare Ressourcen
3
Kapitaleinkommen
3
Option pricing theory
3
Optionspreistheorie
3
Portfolio selection
3
Portfolio-Management
3
Renewable resources
3
Anlageverhalten
2
Behavioural finance
2
China
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English
12
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Anh Ngoc Lai
1
Brooks, Robert
1
Caldana, Ruggero
1
Cao, Yang
1
Chen, Yu-Lun
1
Coakley, Jerry
1
Coş̦kun, Yener
1
Enders, Walter
1
Ewald, Christian
1
Fung, Scott
1
Fusai, Gianluca
1
Gui, Lin
1
Jarrow, Robert A.
1
Kellard, Neil
1
Kwok, Simon Sai Man
1
Lau, Chi Keung
1
Liao, Yin
1
Ma, Feng
1
Mellios, Constantin
1
Roncoroni, Andrea
1
Six, Pierre
1
Su, Yongyang
1
Tan, Na
1
Teterin, Pavel
1
Tsai, Shih-Chuan
1
Tsai, Wei-Che
1
Tsvetanov, Daniel
1
Vardar, Gülin
1
Wu, Tao
1
Wu, Wenjie
1
Yelkenci, Tezer
1
Zhang, Ning
1
Zhang, Yaojie
1
Zhang, Zhe
1
Zou, Yihan
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Eurasian economic review : a journal in applied macroeconomics and finance
European journal of operational research : EJOR
Journal of empirical finance
Energy economics
161
Finance research letters
39
International review of financial analysis
29
International review of economics & finance : IREF
24
The energy journal
23
Applied economics
17
Journal of commodity markets
17
Research in international business and finance
17
The journal of futures markets
17
Economic modelling
13
Applied economics letters
10
Journal of banking & finance
10
International journal of finance & economics : IJFE
9
The North American journal of economics and finance : a journal of financial economics studies
8
Discussion paper / Centre for Economic Policy Research
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
International journal of forecasting
6
Journal of international money and 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
Quantitative finance
4
Applied economic perspectives and policy
3
Asia Pacific financial markets
3
Economic research
3
Journal of economic behavior & organization : JEBO
3
American journal of agricultural economics
2
Applied mathematical finance
2
Bulletin of applied economics
2
Discussion papers / CEPR
2
Economics letters
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
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ECONIS (ZBW)
12
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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
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:
3
Hedging China's energy oil market risks
Lau, Chi Keung
;
Su, Yongyang
;
Tan, Na
;
Zhang, Zhe
- In:
Eurasian economic review : a journal in applied …
4
(
2014
)
1
,
pp. 99-112
Persistent link: https://www.econbiz.de/10010512213
Saved in:
4
The price discovery role of day traders in futures market : evidence from different types of day traders
Fung, Scott
;
Tsai, Shih-Chuan
- In:
Journal of empirical finance
64
(
2021
),
pp. 53-77
Persistent link: https://www.econbiz.de/10013259400
Saved in:
5
Smooth volatility shifts and spillovers in U.S. crude oil and corn futures markets
Teterin, Pavel
;
Brooks, Robert
;
Enders, Walter
- In:
Journal of empirical finance
38
(
2016
),
pp. 22-36
Persistent link: https://www.econbiz.de/10011663220
Saved in:
6
Bubbling over! : the behaviour of oil futures along the yield curve
Tsvetanov, Daniel
;
Coakley, Jerry
;
Kellard, Neil
- In:
Journal of empirical finance
38
(
2016
),
pp. 516-533
Persistent link: https://www.econbiz.de/10011663333
Saved in:
7
Shock transmission and volatility spillover in stock and commodity markets : evidence from advanced and emerging markets
Vardar, Gülin
;
Coş̦kun, Yener
;
Yelkenci, Tezer
- In:
Eurasian economic review : a journal in applied …
8
(
2018
)
2
,
pp. 231-288
Persistent link: https://www.econbiz.de/10011892913
Saved in:
8
Harnessing jump component for crude oil volatility forecasting in the presence of extreme shocks
Ma, Feng
;
Liao, Yin
;
Zhang, Yaojie
;
Cao, Yang
- In:
Journal of empirical finance
52
(
2019
),
pp. 40-55
Persistent link: https://www.econbiz.de/10012170621
Saved in:
9
Electricity forward curves with thin granularity : theory and empirical evidence in the hourly EPEXspot market
Caldana, Ruggero
;
Fusai, Gianluca
;
Roncoroni, Andrea
- In:
European journal of operational research : EJOR
261
(
2017
)
2
,
pp. 715-734
Persistent link: https://www.econbiz.de/10011738512
Saved in:
10
Analytic formulas for futures and options for a linear quadratic jump diffusion model with seasonal stochastic volatility and convenience yield : do fish jump?
Ewald, Christian
;
Zou, Yihan
- In:
European journal of operational research : EJOR
294
(
2021
)
2
,
pp. 801-815
Persistent link: https://www.econbiz.de/10012595911
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