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subject:"Derivat"
~isPartOf:"Economic modelling"
~isPartOf:"International journal of theoretical and applied finance"
~subject:"Energy trade"
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Derivat
Energy trade
Commodity derivative
62
Rohstoffderivat
62
Volatility
36
Volatilität
36
Commodity price
22
Rohstoffpreis
22
Commodity exchange
20
Estimation
20
Schätzung
20
Warenbörse
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ARCH model
19
ARCH-Modell
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Oil price
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Ölpreis
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Theorie
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Time series analysis
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Zeitreihenanalyse
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Commodity futures
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Commodity market
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Portfolio selection
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15
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Park, Sung Y.
2
Prokopczuk, Marcel
2
Wang, Yudong
2
Ai͏̈d, René
1
Back, Janis
1
Benth, Fred Espen
1
Brooks, Chris
1
Campi, Luciano
1
Chen, Chuang
1
Chevallier, Julien
1
Chung, Richard
1
Ding, Haoyuan
1
Felten, Björn
1
Fouque, Jean-Pierre
1
Goard, Joanna
1
Huu, Adrien Nguyen
1
Kiesel, Rüdiger
1
Kim, Hyung-Gun
1
Kim, Hyung-gun
1
Kremer, Marcel
1
Lazar, Emese
1
Li, Bin
1
Li, Haiqi
1
Ma, Richie Ruchuan
1
Ma, Shujiao
1
Mishra, Vinod
1
Omura, Akihiro
1
Oud, Mohammed A. Aba
1
Rannou, Yves
1
Saporito, Yuri F.
1
Smyth, Russell
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Symeonidis, Lazaros
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Touzi, Nizar
1
Wei, Yi-Ming
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Wu, Chongfeng
1
Xiong, Tao
1
Yu, Dan
1
Zhang, Yaojie
1
Zhu, Bangzhu
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Economic modelling
International journal of theoretical and applied finance
Energy economics
41
International review of financial analysis
17
The journal of futures markets
13
International review of economics & finance : IREF
11
Journal of banking & finance
11
Journal of commodity markets
10
Research in international business and finance
9
The energy journal
9
Finance research letters
8
Applied economics
7
Applied economics letters
7
American journal of agricultural economics
6
Applied economic perspectives and policy
6
International Journal of Energy Economics and Policy : IJEEP
6
Journal of empirical finance
6
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
Cogent economics & finance
4
International journal of financial markets and derivatives
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
3
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ECONIS (ZBW)
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1
Commodity price dynamics and derivative valuation : a review
Back, Janis
;
Prokopczuk, Marcel
- In:
International journal of theoretical and applied finance
16
(
2013
)
6
,
pp. 1-30
Persistent link: https://www.econbiz.de/10010197182
Saved in:
2
Futures basis, inventory and commodity price volatility : an empirical analysis
Symeonidis, Lazaros
;
Prokopczuk, Marcel
;
Brooks, Chris
; …
- In:
Economic modelling
29
(
2012
)
6
,
pp. 2651-2663
Persistent link: https://www.econbiz.de/10009673627
Saved in:
3
Convenience yield, realised volatility and jumps : evidence from non-ferrous metals
Omura, Akihiro
;
Li, Bin
;
Chung, Richard
;
Todorova, Neda
- In:
Economic modelling
70
(
2018
),
pp. 496-510
Persistent link: https://www.econbiz.de/10012027980
Saved in:
4
A structural risk-neutral model of electricity prices
Ai͏̈d, René
;
Campi, Luciano
;
Huu, Adrien Nguyen
; …
- In:
International journal of theoretical and applied finance
12
(
2009
)
7
,
pp. 925-947
Persistent link: https://www.econbiz.de/10003928763
Saved in:
5
Valuation of options on oil futures under the 3/4 oil price model
Oud, Mohammed A. Aba
;
Goard, Joanna
- In:
International journal of theoretical and applied finance
18
(
2015
)
8
,
pp. 1-12
Persistent link: https://www.econbiz.de/10011418854
Saved in:
6
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:
7
Modelling the dynamics of European carbon futures price : a Zipf analysis
Zhu, Bangzhu
;
Ma, Shujiao
;
Chevallier, Julien
;
Wei, Yi-Ming
- In:
Economic modelling
38
(
2014
),
pp. 372-380
Persistent link: https://www.econbiz.de/10010419048
Saved in:
8
Multiscale stochastic volatility model for derivatives on futures
Fouque, Jean-Pierre
;
Saporito, Yuri F.
;
Zubelli, Jorge P.
- In:
International journal of theoretical and applied finance
17
(
2014
)
7
,
pp. 1-31
Persistent link: https://www.econbiz.de/10010498865
Saved in:
9
Do net positions in the futures market cause spot prices of crude oil?
Ding, Haoyuan
;
Kim, Hyung-gun
;
Park, Sung Y.
- In:
Economic modelling
41
(
2014
),
pp. 174-190
Persistent link: https://www.econbiz.de/10010438365
Saved in:
10
The role of financial speculation in the energy future markets : a new time-varying coefficient approach
Li, Haiqi
;
Kim, Hyung-Gun
;
Park, Sung Y.
- In:
Economic modelling
51
(
2015
),
pp. 112-122
Persistent link: https://www.econbiz.de/10011475857
Saved in:
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