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subject:"Derivat"
~isPartOf:"American journal of agricultural economics"
~isPartOf:"Energy economics"
~language:"eng"
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Derivat
Commodity derivative
329
Rohstoffderivat
329
Volatility
189
Volatilität
189
Oil price
183
Ölpreis
183
Welt
134
World
134
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101
Rohstoffpreis
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Erdöl
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Irwin, Scott H.
4
García, Philip
3
Benth, Fred Espen
2
Lee, Chien-chiang
2
Smith, Aaron D.
2
Torró, Hipòlit
2
Weron, Rafał
2
Al-Freedi, Ajab
1
Alasseur, C.
1
Alizadeh-Masoodian, Amir H.
1
Ames, Matthew
1
Bagnarosa, Guillaume
1
Bai, Xiwen
1
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1
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1
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1
Chang, Chun Ping
1
Chen, Pei-fen
1
Chiarella, Carl
1
Christensen, Troels Sønderby
1
Cortazar, Gonzalo
1
David, Sergio Adriani
1
Demirer, Rıza
1
Diaz-Rainey, Ivan
1
Do, Hung Xuan
1
Etienne, Xiaoli L.
1
Fleten, Stein-Erik
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1
Hasanov, Akram Shavkatovich
1
Hayes, Dermot James
1
He, Xinyue
1
Hendricks, Nathan P.
1
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American journal of agricultural economics
Energy economics
International review of financial analysis
17
The journal of futures markets
13
International review of economics & finance : IREF
11
Journal of banking & finance
11
Economic modelling
10
Journal of commodity markets
10
Finance research letters
9
Research in international business and finance
9
The energy journal
9
Applied economics letters
8
Applied economics
7
Applied economic perspectives and policy
6
International Journal of Energy Economics and Policy : IJEEP
6
Journal of empirical finance
6
Cogent economics & finance
5
European journal of operational research : EJOR
5
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
5
Journal of risk and financial management : JRFM
5
The European journal of finance
5
Working paper
5
Annals of finance
4
International journal of financial markets and derivatives
4
International journal of theoretical and applied finance
4
Journal of agricultural and applied economics : JAEE
4
Quantitative finance
4
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
4
Review of derivatives research
4
The journal of investment compliance
4
Applied financial economics
3
Applied mathematical finance
3
Asia Pacific financial markets
3
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
3
Research in financial derivatives : commodity, equity, currency, interest rate
3
Risks : open access journal
3
The Australian journal of agricultural and resource economics
3
The IUP journal of financial risk management : IJFRM
3
Transportation research / E : an international journal
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ECONIS (ZBW)
47
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1
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
Saved in:
2
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:
3
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:
4
Revisiting the relationship between spot and futures prices in the Nord Pool electricity market
Weron, Rafał
;
Zator, Michał
- In:
Energy economics
44
(
2014
),
pp. 178-190
Persistent link: https://www.econbiz.de/10010457224
Saved in:
5
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:
6
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:
7
Time-varying long range dependence in energy futures markets
Sensoy, Ahmet
;
Hacihasanoglu, Erk
- In:
Energy economics
46
(
2014
),
pp. 318-327
Persistent link: https://www.econbiz.de/10011298582
Saved in:
8
The effect of the financial sector on the evolution of oil prices : analysis of the contribution of the futures market to the price discovery process in the WTI spot market
Silvério, Renan
;
Szklo, Alexandre Salem
- In:
Energy economics
34
(
2012
)
6
,
pp. 1799-1808
Persistent link: https://www.econbiz.de/10009687861
Saved in:
9
The effect of ethanol listing on corn prices : evidence from spot and futures markets
Demirer, Rıza
;
Kutan, Ali Mustafa
;
Shen, Fanglin
- In:
Energy economics
34
(
2012
)
5
,
pp. 1400-1406
Persistent link: https://www.econbiz.de/10009688083
Saved in:
10
How market efficiency and the theory of storage link corn and ethanol markets
Mallory, Mindy L.
;
Irwin, Scott H.
;
Hayes, Dermot James
- In:
Energy economics
34
(
2012
)
6
,
pp. 2157-2166
Persistent link: https://www.econbiz.de/10009688801
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