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subject:"Derivat"
~isPartOf:"Annals of finance"
~isPartOf:"Finance research letters"
~subject:"Capital income"
~subject:"Crude oil"
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Derivat
Capital income
Crude oil
Commodity derivative
80
Rohstoffderivat
80
Welt
36
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36
Volatility
34
Volatilität
34
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31
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Leung, Tim
2
Luo, Xingguo
2
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1
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Annals of finance
Finance research letters
Energy economics
88
The journal of futures markets
27
International review of financial analysis
26
Economic modelling
20
Journal of banking & finance
20
International review of economics & finance : IREF
18
Journal of commodity markets
18
The energy journal
17
Research in international business and finance
13
Working paper
12
Applied economics letters
11
International Journal of Energy Economics and Policy : IJEEP
11
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10
Journal of empirical finance
8
The European journal of finance
8
American journal of agricultural economics
7
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
7
Applied economic perspectives and policy
6
Journal of risk and financial management : JRFM
6
NBER working paper series
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The handbook of commodity investing
6
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Cogent economics & finance
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European journal of operational research : EJOR
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Journal of international financial markets, institutions & money
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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The North American journal of economics and finance : a journal of financial economics studies
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The empirical economics letters : a monthly international journal of economics
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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International journal of financial markets and derivatives
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ECONIS (ZBW)
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1
Does Bitcoin hedge crude oil implied volatility and structural shocks? : a comparison with gold, commodity and the US Dollar
Das, Debojyoti
;
Le Roux, Corlise L.
;
Jana, R. K.
; …
- In:
Finance research letters
36
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012483345
Saved in:
2
The relationship between commodity markets and commodity mutual funds : a wavelet-based analysis
Antonakakis, Nikolaos
;
Chang, Tsangyao
;
Cuñado …
- In:
Finance research letters
24
(
2018
),
pp. 1-9
Persistent link: https://www.econbiz.de/10011982439
Saved in:
3
Marginal speculation and hedging in commodity markets
Ulusoy, Veysel
;
Onbirler, Özgür Ünal
- In:
Finance research letters
23
(
2017
),
pp. 269-282
Persistent link: https://www.econbiz.de/10011808416
Saved in:
4
Dynamic co-movement in major commodity markets during crisis periods : a wavelet local multiple correlation analysis
Bouri, Elie
;
Nekhili, Ramzi
;
Todorova, Neda
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-10
Persistent link: https://www.econbiz.de/10014473528
Saved in:
5
Fear in commodity return prediction
Cao, Zhen
;
Han, Liyan
;
Wei, Xinbei
;
Zhang, Qunzi
- In:
Finance research letters
46
(
2022
)
2
,
pp. 1-13
Persistent link: https://www.econbiz.de/10013342809
Saved in:
6
A comparison of the convenience yield and interest-adjusted basis
Fouquau, Julien
;
Six, Pierre
- In:
Finance research letters
14
(
2015
),
pp. 142-149
Persistent link: https://www.econbiz.de/10011552697
Saved in:
7
Equilibrium pricing of commodity spot and forward under incomplete markets with implications on convenience yield
Nakajima, Katsushi
- In:
Annals of finance
18
(
2022
)
1
,
pp. 35-80
Persistent link: https://www.econbiz.de/10013194631
Saved in:
8
Testing for asymmetric causality between U.S. equity returns and commodity futures returns
Nguyen, Duc Khuong
;
Sousa, Ricardo M.
;
Uddin, Mohammed …
- In:
Finance research letters
12
(
2015
),
pp. 38-47
Persistent link: https://www.econbiz.de/10011552233
Saved in:
9
Predicting volatility of the Shanghai silver futures market : what is the role of the U.S. options market?
Luo, Xingguo
;
Ye, Zinan
- In:
Finance research letters
15
(
2015
),
pp. 68-77
Persistent link: https://www.econbiz.de/10011552969
Saved in:
10
Price discovery and its determinants for the Chinese soybean options and futures markets
Hao, Jing
;
He, Feng
;
Liu-Chen, Baiao
;
Li, Zihe
- In:
Finance research letters
40
(
2021
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012819235
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