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subject:"Derivat"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~subject:"Behavioural finance"
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Derivat
Behavioural finance
Commodity derivative
25
Rohstoffderivat
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Schlögl, Erik
4
Cheng, Benjamin
3
Nikitopoulos, Christina Sklibosios
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Bunn, Derek W.
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Chen, Dipeng
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Chen, Yu-Lun
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Journal of empirical finance
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
Energy economics
49
The journal of futures markets
24
International review of financial analysis
23
International review of economics & finance : IREF
15
Finance research letters
14
Journal of banking & finance
14
Research in international business and finance
12
Economic modelling
10
Journal of commodity markets
10
The energy journal
10
Applied economics
9
Applied economics letters
9
The handbook of commodity investing
9
The European journal of finance
7
American journal of agricultural economics
6
Applied economic perspectives and policy
6
International Journal of Energy Economics and Policy : IJEEP
6
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5
Applied financial economics
5
Cogent economics & finance
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European journal of operational research : EJOR
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Journal of risk and financial management : JRFM
5
Pacific-Basin finance journal
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Quantitative finance
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The North American journal of economics and finance : a journal of financial economics studies
5
Working paper
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International journal of financial markets and derivatives
4
International journal of theoretical and applied finance
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Journal of agricultural and applied economics : JAEE
4
NBER working paper series
4
Review of derivatives research
4
The journal of investment compliance
4
Wiley trading series
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Working paper / National Bureau of Economic Research, Inc.
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Asia Pacific financial markets
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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1
Investigating nonlinear speculation in cattle, corn, and hog futures markets using logistic smooth transition regression models
Röthig, Andreas
;
Chiarella, Carl
-
2006
Persistent link: https://www.econbiz.de/10003325225
Saved in:
2
Market sentiment in commodity futures returns
Gao, Lin
;
Süss, Stephan
- In:
Journal of empirical finance
33
(
2015
),
pp. 84-103
Persistent link: https://www.econbiz.de/10011556855
Saved in:
3
The forward premium in electricity futures
Bunn, Derek W.
;
Chen, Dipeng
- In:
Journal of empirical finance
23
(
2013
),
pp. 173-186
Persistent link: https://www.econbiz.de/10010221755
Saved in:
4
The price discovery role of day traders in futures market : evidence from different types of day traders
Fung, Scott
;
Tsai, Shih-Chuan
- In:
Journal of empirical finance
64
(
2021
),
pp. 53-77
Persistent link: https://www.econbiz.de/10013259400
Saved in:
5
Smooth volatility shifts and spillovers in U.S. crude oil and corn futures markets
Teterin, Pavel
;
Brooks, Robert
;
Enders, Walter
- In:
Journal of empirical finance
38
(
2016
),
pp. 22-36
Persistent link: https://www.econbiz.de/10011663220
Saved in:
6
Bubbling over! : the behaviour of oil futures along the yield curve
Tsvetanov, Daniel
;
Coakley, Jerry
;
Kellard, Neil
- In:
Journal of empirical finance
38
(
2016
),
pp. 516-533
Persistent link: https://www.econbiz.de/10011663333
Saved in:
7
Pricing of long-dated commodity derivatives with stochastic volatility and stochastic interest rates
Cheng, Benjamin
;
Nikitopoulos, Christina Sklibosios
; …
-
2015
Persistent link: https://www.econbiz.de/10011777512
Saved in:
8
Empirical pricing performance in long-dated crude oil derivatives : do models with stochastic interest rates matter?
Cheng, Benjamin
;
Nikitopoulos, Christina Sklibosios
; …
-
2016
Persistent link: https://www.econbiz.de/10011777909
Saved in:
9
Calibrating a market model to commodity and interest rate risk
Karlsson, Patrik
;
Pilz, Kay Frederik
;
Schlögl, Erik
-
2016
Persistent link: https://www.econbiz.de/10011778017
Saved in:
10
Empirical hedging performance on long-dated crude oil derivatives
Cheng, Benjamin
;
Nikitopoulos, Christina Sklibosios
; …
-
2016
Persistent link: https://www.econbiz.de/10011778112
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