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subject:"Derivat"
~isPartOf:"Economic modelling"
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Derivat
Oil price
Ölmarkt
Commodity derivative
52
Rohstoffderivat
52
Volatility
31
Volatilität
31
Commodity price
20
Estimation
20
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Wang, Yudong
3
Liu, Li
2
Park, Sung Y.
2
Wan, Jieqiu
2
Zhang, Yaojie
2
Bei, Shuhua
1
Beljid, Makram
1
Boubaker, Adel
1
Brooks, Chris
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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
Li, Meng
1
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1
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1
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1
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Economic modelling
Energy economics
225
Finance research letters
41
The energy journal
38
The journal of futures markets
37
International review of financial analysis
32
International Journal of Energy Economics and Policy : IJEEP
29
International review of economics & finance : IREF
29
Applied economics
22
Research in international business and finance
21
Working paper
18
Applied economics letters
17
Journal of commodity markets
17
Journal of banking & finance
15
Journal of international money and finance
12
International journal of finance & economics : IJFE
10
OPEC energy review
10
The North American journal of economics and finance : a journal of financial economics studies
10
CESifo working papers
9
Econometric Institute research papers
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
American journal of agricultural economics
7
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7
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7
Applied economic perspectives and policy
6
Applied financial economics
6
Cogent economics & finance
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Discussion paper / Centre for Economic Policy Research
6
European journal of operational research : EJOR
6
International journal of forecasting
6
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
6
Journal of forecasting
6
Journal of risk and financial management : JRFM
6
Quantitative finance
6
Review of derivatives research
6
Review of quantitative finance and accounting
6
The European journal of finance
6
The empirical economics letters : a monthly international journal of economics
6
The journal of energy markets
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Financial modeling and risk management of energy and environmental instruments and derivates
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ECONIS (ZBW)
26
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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
Explaining the convenience yield in the WTI crude oil market using realized volatility and jumps
Sévi, Benoît
- In:
Economic modelling
44
(
2015
),
pp. 243-251
Persistent link: https://www.econbiz.de/10011326237
Saved in:
4
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:
5
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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6
Is world oil market "one great pool"? : an example from China's and international oil markets
Liu, Li
;
Chen, Ching-cheng
;
Wan, Jieqiu
- In:
Economic modelling
35
(
2013
),
pp. 364-373
Persistent link: https://www.econbiz.de/10010259809
Saved in:
7
Modeling the volatility of futures return in rubber and oil : a Copula-based GARCH model approach
Li, Meng
;
Yang, Liang
- In:
Economic modelling
35
(
2013
),
pp. 576-581
Persistent link: https://www.econbiz.de/10010336750
Saved in:
8
Speculative behaviour and oil price predictability
Panopulu, Aikaterinē
;
Pantelidis, Theologos
- In:
Economic modelling
47
(
2015
),
pp. 128-136
Persistent link: https://www.econbiz.de/10011438977
Saved in:
9
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:
10
Dynamic hedging strategy in incomplete market : evidence from Shanghai fuel oil futures market
Lin, Xiaoqiang
;
Chen, Qiang
;
Tang, Zhenpeng
- In:
Economic modelling
40
(
2014
),
pp. 81-90
Persistent link: https://www.econbiz.de/10010425724
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