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subject:"Derivat"
~isPartOf:"Energy economics"
~language:"eng"
~subject:"Spillover effect"
~subject:"Time series analysis"
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Derivat
Spillover effect
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Commodity derivative
287
Rohstoffderivat
287
Oil price
183
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183
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167
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Kang, Sang Hoon
5
Yoon, Seong-min
4
Hammoudeh, Shawkat
3
Ji, Qiang
3
Klein, Tony
3
Nguyen, Duc Khuong
3
Uddin, Mohammed Gazi Salah
3
Weron, Rafał
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2
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2
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2
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1
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1
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1
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Energy economics
The journal of futures markets
28
International review of economics & finance : IREF
26
International review of financial analysis
26
Economic modelling
25
Finance research letters
18
Journal of banking & finance
16
Journal of commodity markets
16
International Journal of Energy Economics and Policy : IJEEP
15
Applied economics
14
Research in international business and finance
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Applied economics letters
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The energy journal
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Working paper
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American journal of agricultural economics
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Journal of empirical finance
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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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European review of agricultural economics : ERAE
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ECONIS (ZBW)
106
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1
The stochastic seasonal behavior of energy commodity convenience yields
García Mirantes, Andrés
;
Población, Javier
;
Serna, …
- In:
Energy economics
40
(
2013
),
pp. 155-166
Persistent link: https://www.econbiz.de/10010349595
Saved in:
2
Volatility spillover between oil and agricultural commodity markets
Nazlıoğlu, Şaban
;
Erdem, Cumhur
;
Soytas, Ugur
- In:
Energy economics
36
(
2013
),
pp. 658-665
Persistent link: https://www.econbiz.de/10009724616
Saved in:
3
Filtering and forecasting commodity futures prices under an HMM framework
Date, Paresh
;
Mamon, Rogemar
;
Tenyakov, Anton
- In:
Energy economics
40
(
2013
),
pp. 1001-1013
Persistent link: https://www.econbiz.de/10010355984
Saved in:
4
Dynamic spillovers among major energy and cereal commodity prices
Mensi, Walid
;
Hammoudeh, Shawkat
;
Nguyen, Duc Khuong
; …
- In:
Energy economics
43
(
2014
),
pp. 225-243
Persistent link: https://www.econbiz.de/10010504821
Saved in:
5
The good, the bad and the ugly relation between oil and commodities : an analysis of asymmetric volatility connectedness and portfolio implications
Maitra, Debasish
;
Guhathakurta, Kousik
;
Kang, Sang Hoon
- In:
Energy economics
94
(
2021
),
pp. 1-30
Persistent link: https://www.econbiz.de/10012649444
Saved in:
6
Volatility spillovers in commodity markets : a large t-vector autoregressive approach
Barbaglia, Luca
;
Croux, Christophe
;
Wilms, Ines
- In:
Energy economics
85
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012509561
Saved in:
7
Pricing of forwards and other derivatives in cointegrated commodity markets
Benth, Fred Espen
;
Koekebakker, Steen
- In:
Energy economics
52
(
2015
)
1
,
pp. 104-117
Persistent link: https://www.econbiz.de/10011568135
Saved in:
8
On the dynamic dependence between equity markets, commodity futures and economic uncertainty indexes
Berger, Theo
;
Uddin, Mohammed Gazi Salah
- In:
Energy economics
56
(
2016
),
pp. 374-383
Persistent link: https://www.econbiz.de/10011664267
Saved in:
9
Exploring the time-frequency connectedness and network among crude oil and agriculture commodities V1
Kang, Sang Hoon
;
Tiwari, Aviral Kumar
;
Albulescu, …
- In:
Energy economics
84
(
2019
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012183270
Saved in:
10
Distributional predictability between commodity spot and futures : evidence from nonparametric causality-in-quantiles tests
Jena, Sangram Keshari
;
Tiwari, Aviral Kumar
;
Hammoudeh, …
- In:
Energy economics
78
(
2019
),
pp. 615-628
Persistent link: https://www.econbiz.de/10012160046
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