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subject:"Derivat"
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Derivat
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Commodity derivative
105
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43
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Wang, Yudong
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Economic modelling
Journal of banking & finance
Energy economics
124
The journal of futures markets
29
International review of financial analysis
27
Finance research letters
25
International review of economics & finance : IREF
21
Applied economics
17
Journal of commodity markets
16
International Journal of Energy Economics and Policy : IJEEP
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Research in international business and finance
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Applied economics letters
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7
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7
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7
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ECONIS (ZBW)
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1
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:
2
Correlations and volatility spillovers across commodity and stock markets : linking energies, food, and gold
Mensi, Walid
;
Beljid, Makram
;
Boubaker, Adel
;
Managi, …
- In:
Economic modelling
32
(
2013
),
pp. 15-22
Persistent link: https://www.econbiz.de/10009760820
Saved in:
3
The skewness of commodity futures returns
Fernandez-Perez, Adrian
;
Frijns, Bart
;
Fuertes, Ana María
- In:
Journal of banking & finance
86
(
2018
),
pp. 127-142
Persistent link: https://www.econbiz.de/10011962440
Saved in:
4
A two-factor cointegrated commodity price model with an application to spread option pricing
Farkas, Walter
;
Gourier, Elise
;
Huitema, Robert
; …
- In:
Journal of banking & finance
77
(
2017
),
pp. 249-268
Persistent link: https://www.econbiz.de/10011814773
Saved in:
5
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:
6
Volatility spill-overs in commodity spot prices : new empirical results
Dahl, Christian M.
;
Iglesias, Emma M.
- In:
Economic modelling
26
(
2009
)
3
,
pp. 601-607
Persistent link: https://www.econbiz.de/10003870631
Saved in:
7
Asymmetric effect of basis on dynamic futures hedging : empirical evidence from commodity markets
Lien, Da-hsiang Donald
;
Li, Yang
- In:
Journal of banking & finance
32
(
2008
)
2
,
pp. 187-198
Persistent link: https://www.econbiz.de/10003647092
Saved in:
8
A Markov regime switching approach for hedging energy commodities
Alizadeh-Masoodian, Amir H.
;
Nomikos, Nikos K.
; …
- In:
Journal of banking & finance
32
(
2008
)
9
,
pp. 1970-1983
Persistent link: https://www.econbiz.de/10003775048
Saved in:
9
Tactical allocation in commodity futures markets : combining momentum and term structure signals
Fuertes, Ana María
;
Miffre, Joëlle
;
Rallis, Georgios
- In:
Journal of banking & finance
34
(
2010
)
10
,
pp. 2530-2548
Persistent link: https://www.econbiz.de/10008858295
Saved in:
10
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
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