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Derivat
ARCH model
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40
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18
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17
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Ji, Qiang
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Wei, Yu
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12
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Luo, Jiawen
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Eric Cuvillier <Firma>
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F.A.Z.-Institut für Management-, Markt- und Medieninformationen
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Gottfried Wilhelm Leibniz Universität Hannover
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Humboldt-Universität zu Berlin
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International Conference on Financial Derivatives <2010, Puducherry>
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International Energy Agency
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Kiel Institute of World Economics, Department IV
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Martin-Luther-Universität Halle-Wittenberg
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National Bank for Agriculture and Rural Development (India)
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National Level Workshop cum Seminar on "Indian Commodity Market Derivatives & Risk Management: the Road Ahead"
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Energy economics
249
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71
Finance research letters
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International review of financial analysis
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International review of economics & finance : IREF
41
Economic modelling
40
The energy journal
38
Applied economics
36
International Journal of Energy Economics and Policy : IJEEP
32
Working paper
29
Journal of commodity markets
28
Applied economics letters
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Journal of banking & finance
26
Research in international business and finance
25
Journal of international money and finance
24
American journal of agricultural economics
17
The North American journal of economics and finance : a journal of financial economics studies
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CESifo working papers
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Econometric Institute research papers
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IMF working papers
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NBER working paper series
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International journal of finance & economics : IJFE
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Journal of empirical finance
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OPEC energy review
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Discussion paper / Centre for Economic Policy Research
10
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
10
International journal of forecasting
10
Journal of applied econometrics
10
Journal of international financial markets, institutions & money
9
Journal of risk and financial management : JRFM
9
Journal of urban economics
9
NBER Working Paper
9
The European journal of finance
9
The empirical economics letters : a monthly international journal of economics
9
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
8
Journal of forecasting
8
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ECONIS (ZBW)
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EconStor
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OLC EcoSci
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1
Comparison of commodity future pricing approaches with cointegration techniques
Stepanek, Christian
- In:
Journal of financial engineering
2
(
2015
)
1
,
pp. 1-31
Persistent link: https://www.econbiz.de/10010528391
Saved in:
2
Commodity price dynamics and derivative valuation : a review
Back, Janis
;
Prokopczuk, Marcel
- In:
International journal of theoretical and applied finance
16
(
2013
)
6
,
pp. 1-30
Persistent link: https://www.econbiz.de/10010197182
Saved in:
3
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:
4
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:
5
Commodity spot and futures prices under supply, demand, and financial trading : single input-output model
Nakajima, Katsushi
- In:
Asia Pacific financial markets
27
(
2020
)
1
,
pp. 35-59
Persistent link: https://www.econbiz.de/10012222371
Saved in:
6
Commodity spot, forward, and futures prices with a firm's optimal strategy
Nakajima, Katsushi
-
2017
Persistent link: https://www.econbiz.de/10012131904
Saved in:
7
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:
8
The convenience yield under commodity financialization
Milonas, Nikolaos T.
;
Photina, Evangelia K.
- In:
The journal of futures markets
44
(
2024
)
4
,
pp. 631-652
Persistent link: https://www.econbiz.de/10014536663
Saved in:
9
Commodity price forecasts and futures prices
Choe, Boum-Jong
-
1990
Persistent link: https://www.econbiz.de/10000131398
Saved in:
10
Large trades and intraday futures price behavior
Frino, Alex
;
Bjursell, Johan
;
Wang, George H. K.
; …
- In:
The journal of futures markets
28
(
2008
)
12
,
pp. 1147-1181
Persistent link: https://www.econbiz.de/10003773147
Saved in:
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