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subject:"Derivat"
~isPartOf:"Economic modelling"
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Derivat
Energy market
Commodity derivative
326
Rohstoffderivat
326
Volatility
191
Volatilität
191
Oil price
189
Ölpreis
189
Welt
138
World
138
ARCH model
102
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102
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99
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99
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Time series analysis
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Benth, Fred Espen
2
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Economic modelling
Energy economics
The journal of futures markets
19
International review of financial analysis
17
International Journal of Energy Economics and Policy : IJEEP
14
Journal of banking & finance
14
International review of economics & finance : IREF
12
Journal of commodity markets
10
Finance research letters
9
Research in international business and finance
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The energy journal
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Applied economics
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Applied economics letters
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American journal of agricultural economics
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Applied economic perspectives and policy
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Journal of empirical finance
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European journal of operational research : EJOR
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Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
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The European journal of finance
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Annals of finance
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Applied mathematical finance
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Cogent economics & finance
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International journal of financial markets and derivatives
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International journal of theoretical and applied finance
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Journal of agricultural and applied economics : JAEE
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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The journal of investment compliance
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Applied financial economics
3
Asia Pacific financial markets
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Global finance journal
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ECONIS (ZBW)
71
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51
Are crude oil spot and futures prices cointegrated? : not always!
Wang, Yudong
;
Wu, Chongfeng
- In:
Economic modelling
33
(
2013
),
pp. 641-650
Persistent link: https://www.econbiz.de/10010194454
Saved in:
52
Humps in the volatility structure of the crude oil futures market : new evidence
Chiarella, Carl
;
Kang, Boda
;
Nikitopoulos, Christina …
- In:
Energy economics
40
(
2013
),
pp. 989-1000
Persistent link: https://www.econbiz.de/10010355994
Saved in:
53
Quantitative analysis of feasibility of hydrous ethanol futures contracts in Brazil
Quintino, Derick David
;
David, Sergio Adriani
- In:
Energy economics
40
(
2013
),
pp. 927-935
Persistent link: https://www.econbiz.de/10010356006
Saved in:
54
The power of investors' optimism and pessimism in oil market forecasting
Mustanen, Dmitri
;
Maaitah, Ahmad
;
Mishra, Tapas
;
Parhi, …
- In:
Energy economics
114
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013477597
Saved in:
55
Co-volatility and asymmetric transmission of risks between the global oil and China's futures markets
Luo, Jiawen
;
Marfatia, Hardik A.
;
Ji, Qiang
;
Klein, Tony
- In:
Energy economics
117
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014437127
Saved in:
56
Hedging pressure momentum and the predictability of oil futures returns
Yu, Dan
;
Chen, Chuang
;
Wang, Yudong
;
Zhang, Yaojie
- In:
Economic modelling
121
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014384325
Saved in:
57
Time-frequency connectedness and spillover among carbon, climate, and energy futures : determinants and portfolio risk management implications
Mohammad Enamul Hoque
;
Low, Soo Wah
;
Syed Mabruk Billah
- In:
Energy economics
127
(
2023
)
2
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014490834
Saved in:
58
Price explosiveness in nonferrous metal futures markets
Ma, Richie Ruchuan
;
Xiong, Tao
- In:
Economic modelling
94
(
2021
),
pp. 75-90
Persistent link: https://www.econbiz.de/10012694717
Saved in:
59
When Pep comes calling, the oil market answers : the effect of football player transfer movements on abnormal fluctuations in oil price futures
Do, Hung Xuan
;
Nguyen, Quan M. P.
;
Nepal, Rabindra
; …
- In:
Energy economics
100
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012990255
Saved in:
60
The impact of extreme events on energy price risk
Wen, Jun
;
Zhao, Xin-Xin
;
Chang, Chun Ping
- In:
Energy economics
99
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012939412
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