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subject:"Derivat"
~isPartOf:"Applied financial economics"
~isPartOf:"Journal of international financial markets, institutions & money"
~subject:"ARCH model"
~subject:"ARCH-Modell"
~subject:"Efficient market hypothesis"
~subject:"Financial crisis"
~subject:"Ölpreis"
~type_genre:"Aufsatz in Zeitschrift"
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Derivat
ARCH model
ARCH-Modell
Efficient market hypothesis
Financial crisis
Ölpreis
Commodity derivative
38
Rohstoffderivat
38
Volatility
16
Volatilität
16
Estimation
13
Schätzung
13
USA
11
United States
11
Commodity price
7
Erdöl
7
Hedging
7
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7
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4
Derivative
4
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4
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3
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Aufsatz in Zeitschrift
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20
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Adrangi, Bahram
1
Andersson, Henrik
1
Bilgin, Mehmet Huseyin
1
Bonato, Matteo
1
Chatrath, Arjun
1
Dai, Peng-Fei
1
Dai, Yun-Shi
1
Fung, Hung-gay
1
Gozgor, Giray
1
Hamori, Shigeyuki
1
Henker, Thomas
1
Junttila, Juha
1
Lau, Chi Keung
1
Lee, Hsiang-tai
1
Lien, Da-hsiang Donald
1
Lyócsa, Štefan
1
Ma, Zhenyu
1
Mazaheri, A.
1
Mazouz, Khelifa
1
McAleer, Michael
1
McKenzie, Andrew M.
1
Milonas, Nikolaos T.
1
Molnár, Peter
1
Nakajima, Tadahiro
1
Orłowski, Lucjan T.
1
Pederzoli, C.
1
Pesonen, Juho
1
Phelan, Josh
1
Raatikainen, Juhani
1
Shrestha, Keshab
1
Thomsen, Michael
1
Todorova, Neda
1
Torricelli, Costanza
1
Toyoshima, Yuki
1
Vigne, Samuel A.
1
Vivian, Andrew
1
Wang, Jian
1
Wang, Yizhi
1
Watkins, Clinton
1
Wei, Yu
1
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Applied financial economics
Journal of international financial markets, institutions & money
Energy economics
227
The journal of futures markets
55
Finance research letters
36
The energy journal
36
Economic modelling
34
International Journal of Energy Economics and Policy : IJEEP
33
International review of economics & finance : IREF
32
International review of financial analysis
32
Applied economics
31
Journal of commodity markets
23
Research in international business and finance
23
Applied economics letters
20
Journal of banking & finance
18
American journal of agricultural economics
15
Journal of international money and finance
13
The North American journal of economics and finance : a journal of financial economics studies
12
Journal of empirical finance
10
OPEC energy review
10
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
The European journal of finance
9
Journal of risk and financial management : JRFM
8
Review of quantitative finance and accounting
8
The empirical economics letters : a monthly international journal of economics
8
International journal of finance & economics : IJFE
7
International journal of forecasting
7
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
7
Journal of forecasting
7
Applied economic perspectives and policy
6
Cogent economics & finance
6
Quantitative finance
6
The Australian journal of agricultural and resource economics
6
The journal of energy markets
6
Agricultural economics : the journal of the International Association of Agricultural Economists
5
Annals of finance
5
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
5
European journal of operational research : EJOR
5
Finance India : the quarterly journal of Indian Institute of Finance
5
Global business review
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ECONIS (ZBW)
20
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1
Commodity volatility breaks
Vivian, Andrew
;
Wohar, Mark E.
- In:
Journal of international financial markets, …
22
(
2012
)
2
,
pp. 395-422
Persistent link: https://www.econbiz.de/10009581694
Saved in:
2
Commodity futures price behaviour following large one-day price changes
Mazouz, Khelifa
;
Wang, Jian
- In:
Applied financial economics
24
(
2014
)
13/15
,
pp. 939-948
Persistent link: https://www.econbiz.de/10010410296
Saved in:
3
Are commodity prices mean reverting?
Andersson, Henrik
- In:
Applied financial economics
17
(
2007
)
10/12
,
pp. 769-783
Persistent link: https://www.econbiz.de/10003537543
Saved in:
4
Convenience yield, mean reverting prices, and long memory in the petroleum market
Mazaheri, A.
- In:
Applied financial economics
9
(
1999
)
1
,
pp. 31-50
Persistent link: https://www.econbiz.de/10001363837
Saved in:
5
Commodity market based hedging against stock market risk in times of financial crisis : the case of crude oil and gold
Junttila, Juha
;
Pesonen, Juho
;
Raatikainen, Juhani
- In:
Journal of international financial markets, …
56
(
2018
),
pp. 255-280
Persistent link: https://www.econbiz.de/10011984168
Saved in:
6
Commodity markets volatility transmission : roles of risk perceptions and uncertainty in financial markets
Gozgor, Giray
;
Lau, Chi Keung
;
Bilgin, Mehmet Huseyin
- In:
Journal of international financial markets, …
44
(
2016
),
pp. 35-45
Persistent link: https://www.econbiz.de/10011690371
Saved in:
7
Volatility of commodity futures prices and market-implied inflation expectations
Orłowski, Lucjan T.
- In:
Journal of international financial markets, …
51
(
2017
),
pp. 133-141
Persistent link: https://www.econbiz.de/10011896296
Saved in:
8
Volatility forecasting of non-ferrous metal futures : covariances, covariates or combinations?
Lyócsa, Štefan
;
Molnár, Peter
;
Todorova, Neda
- In:
Journal of international financial markets, …
51
(
2017
),
pp. 228-247
Persistent link: https://www.econbiz.de/10011896310
Saved in:
9
Efficiency and unbiasedness of corn futures markets : new evidence across the financial crisis
Pederzoli, C.
;
Torricelli, Costanza
- In:
Applied financial economics
23
(
2013
)
22/24
,
pp. 1853-1863
Persistent link: https://www.econbiz.de/10010337258
Saved in:
10
Price spread and convenience yield behaviour in the international oil market
Milonas, Nikolaos T.
;
Henker, Thomas
- In:
Applied financial economics
11
(
2001
)
1
,
pp. 23-36
Persistent link: https://www.econbiz.de/10001545380
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