//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Derivat"
~accessRights:"restricted"
~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"Journal of forecasting"
~subject:"Oil price"
~subject:"Ölmarkt"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Remodeling the Working-Kaldor...
Similar by subject
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Derivat
Oil price
Ölmarkt
Commodity derivative
11
Rohstoffderivat
11
Forecasting model
8
Prognoseverfahren
8
Volatility
6
Volatilität
6
Derivative
4
ARCH model
3
ARCH-Modell
3
Capital income
3
Commodity exchange
3
Erdöl
3
Erneuerbare Ressourcen
3
Forecast
3
Kapitaleinkommen
3
Option pricing theory
3
Optionspreistheorie
3
Petroleum
3
Prognose
3
Renewable resources
3
Stochastic process
3
Stochastischer Prozess
3
Warenbörse
3
Commodity price
2
OR in natural resources
2
Resource economics
2
Ressourcenökonomik
2
Rohstoffpreis
2
State space model
2
Theorie
2
Theory
2
Welt
2
World
2
Zustandsraummodell
2
agricultural commodity futures
2
forecasting
2
realized volatility
2
regime switching
2
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
7
Type of publication (narrower categories)
All
Article in journal
7
Aufsatz in Zeitschrift
7
Language
All
English
7
Author
All
Anh Ngoc Lai
1
Caldana, Ruggero
1
Chevallier, Julien
1
Ewald, Christian
1
Fusai, Gianluca
1
Herwartz, Helmut
1
Ji, Qiang
1
Jin, Xiaoye
1
Li, Ziyang
1
Luo, Jiawen
1
Ma, Feng
1
Marfatia, Hardik A.
1
Mellios, Constantin
1
Roncoroni, Andrea
1
Schlüter, Stephan
1
Six, Pierre
1
Wahab, M. I. M.
1
Zou, Yihan
1
more ...
less ...
Published in...
All
European journal of operational research : EJOR
Journal of forecasting
Energy economics
161
Finance research letters
38
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
Journal of banking & finance
10
Applied economics letters
9
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 empirical finance
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 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
more ...
less ...
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
Forecasting the volatility of agricultural commodity futures : the role of co-volatility and oil volatility
Marfatia, Hardik A.
;
Ji, Qiang
;
Luo, Jiawen
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 383-404
Persistent link: https://www.econbiz.de/10012817783
Saved in:
3
On the predictive information of futures' prices : a wavelet-based assessment
Herwartz, Helmut
;
Schlüter, Stephan
- In:
Journal of forecasting
36
(
2017
)
4
,
pp. 345-356
Persistent link: https://www.econbiz.de/10011860427
Saved in:
4
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:
5
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
Saved in:
6
Evaluating the predictive power of intraday technical trading in China's crude oil market
Jin, Xiaoye
- In:
Journal of forecasting
41
(
2022
)
7
,
pp. 1416-1432
Persistent link: https://www.econbiz.de/10013465702
Saved in:
7
A tug of war of forecasting the US stock market volatility : oil futures overnight versus intraday information
Ma, Feng
;
Wahab, M. I. M.
;
Chevallier, Julien
;
Li, Ziyang
- In:
Journal of forecasting
42
(
2023
)
1
,
pp. 60-75
Persistent link: https://www.econbiz.de/10013465762
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->