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subject:"Derivat"
~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"The energy journal"
~subject:"Oil price"
~subject:"Ölmarkt"
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Derivat
Oil price
Ölmarkt
Commodity derivative
53
Rohstoffderivat
53
Ölpreis
32
Volatility
24
Volatilität
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Buyuksahin, Bahattin
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European journal of operational research : EJOR
The energy journal
Energy economics
225
Finance research letters
41
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
Economic modelling
26
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
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Econometric Institute research papers
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
American journal of agricultural economics
7
IMF working papers
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Journal of empirical finance
7
Applied economic perspectives and policy
6
Applied financial economics
6
Cogent economics & finance
6
Discussion paper / Centre for Economic Policy Research
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
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The empirical economics letters : a monthly international journal of economics
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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)
44
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1
Dynamic speculation and hedging in commodity futures markets with a stochastic convenience yield
Mellios, Constantin
;
Six, Pierre
;
Anh Ngoc Lai
- In:
European journal of operational research : EJOR
250
(
2016
)
2
,
pp. 493-504
Persistent link: https://www.econbiz.de/10011441684
Saved in:
2
Speculation in commodity futures markets, inventories and the price of crude oil
Byun, Sung Je
- In:
The energy journal
38
(
2017
)
5
,
pp. 93-113
Persistent link: https://www.econbiz.de/10011791800
Saved in:
3
Measuring index investment in commodity futures markets
Sanders, Dwight R.
;
Irwin, Scott H.
- In:
The energy journal
34
(
2013
)
3
,
pp. 105-127
Persistent link: https://www.econbiz.de/10009771880
Saved in:
4
The convenience yield and the informational content of the oil futures price
Bernard, Jean-Thomas
;
Khalaf, Lynda
;
Kichian, Maral
; …
- In:
The energy journal
36
(
2015
)
2
,
pp. 29-46
Persistent link: https://www.econbiz.de/10010528362
Saved in:
5
The long-run evolution of energy prices
Pindyck, Robert S.
- In:
The energy journal
20
(
1999
)
2
,
pp. 1-27
Persistent link: https://www.econbiz.de/10001366086
Saved in:
6
Unveiling the time-dependent dynamics between oil prices and exchange rates : a wavelet-based panel analysis
Karlsson, Hyunjoo Kim
;
Månsson, Kristofer
;
Sjölander, Pär
- In:
The energy journal
41
(
2020
)
6
,
pp. 87-106
Persistent link: https://www.econbiz.de/10012547025
Saved in:
7
Analyzing commodity prices in the context of COVID-19, high inflation, and the Ukrainian war
Hamilton, James D.
(
interviewee
);
Jawadi, Fredj
(
interviewer
)
- In:
The energy journal
44
(
2023
)
1
,
pp. 1-7
Persistent link: https://www.econbiz.de/10013540892
Saved in:
8
Examining asymmetric behavior in US petroleum futures and spot prices
Ewing, Bradley T.
;
Hammoudeh, Shawkat M.
;
Thompson, Mark A.
- In:
The energy journal
27
(
2006
)
3
,
pp. 9-23
Persistent link: https://www.econbiz.de/10003347270
Saved in:
9
Asymmetric adjustments in oil and metals markets
Hammoudeh, Shawkat
;
Chen, Li-Hsueh
;
Fattouh, Bassam
- In:
The energy journal
31
(
2010
)
4
,
pp. 183-203
Persistent link: https://www.econbiz.de/10008736249
Saved in:
10
Commodity derivatives pricing with cointegration and stochastic covariances
Chiu, Mei Choi
;
Wong, Hoi Ying
;
Zhao, Jing
- In:
European journal of operational research : EJOR
246
(
2015
)
2
,
pp. 476-486
Persistent link: https://www.econbiz.de/10011338124
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