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subject:"Derivat"
~isPartOf:"Annals of finance"
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~subject:"Capital income"
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Derivat
Capital income
Commodity derivative
80
Rohstoffderivat
80
Welt
36
World
36
Volatility
34
Volatilität
34
Oil price
31
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Leung, Tim
2
Alshammari, Saad
1
Angoshtari, Bahman
1
Antonakakis, Nikolaos
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1
Cao, Zhen
1
Chang, Tsangyao
1
Chen, Rongda
1
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1
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1
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1
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1
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1
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1
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1
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Lo, Gaye Del
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Annals of finance
Finance research letters
Energy economics
61
The journal of futures markets
27
International review of financial analysis
23
Journal of banking & finance
20
Economic modelling
17
Journal of commodity markets
17
International review of economics & finance : IREF
15
Working paper
12
Research in international business and finance
11
Applied economics letters
10
The energy journal
10
Applied economics
9
International Journal of Energy Economics and Policy : IJEEP
8
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
6
The handbook of commodity investing
6
Working paper / National Bureau of Economic Research, Inc.
6
Applied financial economics
5
Cogent economics & finance
5
Econometric Institute research papers
5
European journal of operational research : EJOR
5
Journal of forecasting
5
Journal of international money and finance
5
Quantitative finance
5
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
5
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
4
Empirical economics : a quarterly journal of the Institute for Advanced Studies
4
International journal of financial markets and derivatives
4
International journal of forecasting
4
International journal of theoretical and applied finance
4
Journal of agricultural and applied economics : JAEE
4
Journal of international financial markets, institutions & money
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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
Saved in:
9
Constrained dynamic futures portfolios with stochastic basis
Chen, Xiaodong
;
Leung, Tim
;
Zhou, Yang
- In:
Annals of finance
18
(
2022
)
1
,
pp. 1-33
Persistent link: https://www.econbiz.de/10013194629
Saved in:
10
Weekly momentum in the commodity futures market
Kwon, Kyungyoon
;
Kang, Jangkoo
;
Yun, Jaesun
- In:
Finance research letters
35
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012438709
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