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subject:"Hedging"
~isPartOf:"Applied financial economics"
~isPartOf:"Journal of international money and finance"
~subject:"Commodity derivative"
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Hedging
Commodity derivative
Rohstoffderivat
48
Commodity price
45
Rohstoffpreis
45
Welt
30
World
30
Estimation
26
Schätzung
26
Commodity market
21
Rohstoffmarkt
21
Volatility
21
Volatilität
21
USA
18
United States
18
Theorie
17
Theory
17
Oil price
13
Commodity prices
12
Ölpreis
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Shock
11
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9
Exchange rate
9
Petroleum
9
Wechselkurs
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Börsenkurs
8
Commodity exchange
8
Share price
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Warenbörse
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Efficient market hypothesis
6
Effizienzmarkthypothese
6
Forecasting model
6
Prognoseverfahren
6
Speculation
6
Terms of Trade
6
Terms of trade
6
Capital income
5
Cointegration
5
Derivat
5
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English
49
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McAleer, Michael
3
Lien, Da-hsiang Donald
2
Adrangi, Bahram
1
Al-Titi, Omar
1
Alexander, Carol
1
Alzahrani, Mohammed
1
An, Yunbi
1
Andersson, Henrik
1
Benninga, Simon
1
Bicchetti, David
1
Bonnier, Jean-Baptiste
1
Bryant, Henry L.
1
Buyuksahin, Bahattin
1
Carvalho, Ana Filipa
1
Chang, Chiao-yi
1
Charlot, Philippe
1
Chatrath, Arjun
1
Chen, Chun-Da
1
Chiang, Shu-Mei
1
Costa, José Sá da
1
Darné, Olivier
1
Degiannakis, Stavros
1
Dickens, Ross N.
1
Dunis, C. L.
1
Eldor, Rafael
1
Etienne, Xiaoli L.
1
Evans, Ben
1
Filimonov, Vladimir
1
Filis, George
1
Frankel, Jeffrey A.
1
Fritscher, Andre Martinez
1
Galli, Alain
1
García, Philip
1
Gjolberg, Ole
1
Grasso, Margherita
1
Hadsell, Lester
1
Haigh, Michael S.
1
Hamilton, James D.
1
Hamori, Shigeyuki
1
Henker, Thomas
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Applied financial economics
Journal of international money and finance
Energy economics
288
The journal of futures markets
220
Finance research letters
80
International review of financial analysis
68
International review of economics & finance : IREF
53
Journal of banking & finance
53
Economic modelling
52
Applied economics
47
The energy journal
45
Journal of commodity markets
43
American journal of agricultural economics
41
Applied economics letters
41
International Journal of Energy Economics and Policy : IJEEP
39
Working paper
37
Research in international business and finance
36
The handbook of commodity investing
29
Diskussionspapier / Lehrstuhl für Wirtschaftsethik, Martin-Luther-Universität Halle-Wittenberg
28
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
23
Working paper / National Bureau of Economic Research, Inc.
22
NBER working paper series
21
Journal of agricultural and applied economics
18
The North American journal of economics and finance : a journal of financial economics studies
18
NBER Working Paper
17
The journal of alternative investments
17
Econometric Institute research papers
16
Agricultural economics : the journal of the International Association of Agricultural Economists
15
Agricultural finance review
15
Journal of empirical finance
15
Quantitative finance
15
The European journal of finance
15
European review of agricultural economics : ERAE
14
International journal of finance & economics : IJFE
14
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
13
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
13
The review of financial studies
13
Applied economic perspectives and policy
12
Finance India : the quarterly journal of Indian Institute of Finance
12
Journal of international financial markets, institutions & money
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ECONIS (ZBW)
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1
Are commodity prices mean reverting?
Andersson, Henrik
- In:
Applied financial economics
17
(
2007
)
10/12
,
pp. 769-783
Persistent link: https://www.econbiz.de/10003537543
Saved in:
2
Effects of speculation and interest rates in a “carry trade” model of commodity prices
Frankel, Jeffrey A.
- In:
Journal of international money and finance
42
(
2014
),
pp. 88-112
Persistent link: https://www.econbiz.de/10010371827
Saved in:
3
Speculators, commodities and cross-market linkages
Buyuksahin, Bahattin
;
Robe, Michel A.
- In:
Journal of international money and finance
42
(
2014
),
pp. 38-70
Persistent link: https://www.econbiz.de/10010371838
Saved in:
4
Commodity futures price behaviour following large one-day price changes
Mazouz, Khelifa
;
Wang, Jian
- In:
Applied financial economics
24
(
2014
)
13/15
,
pp. 939-948
Persistent link: https://www.econbiz.de/10010410296
Saved in:
5
Simple and extended Kalman filters : an application to term structures of commodity prices
Lautier, Delphine
;
Galli, Alain
- In:
Applied financial economics
14
(
2004
)
13
,
pp. 963-973
Persistent link: https://www.econbiz.de/10002195491
Saved in:
6
Price discovery in commodity futures and cash markets with heterogeneous agents
Van Huellen, Sophie
- In:
Journal of international money and finance
95
(
2019
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012135182
Saved in:
7
Analyzing the impacts of foreign exchange and oil price on biofuel commodity futures
Chiang, Shu-Mei
;
Chen, Chun-Da
;
Huang, Chien-Ming
- In:
Journal of international money and finance
96
(
2019
),
pp. 37-48
Persistent link: https://www.econbiz.de/10012139604
Saved in:
8
Volatility risk premia and future commodity returns
Ornelas, José Renato Haas
;
Mauad, Roberto Baltieri
- In:
Journal of international money and finance
96
(
2019
),
pp. 341-360
Persistent link: https://www.econbiz.de/10012139839
Saved in:
9
The economic drivers of commodity market volatility
Prokopczuk, Marcel
;
Stancu, Andrei
;
Symeonidis, Lazaros
- In:
Journal of international money and finance
98
(
2019
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012140078
Saved in:
10
The role of market expectations in commodity price dynamics : evidence from oil data
Jin, Xin
- In:
Journal of international money and finance
90
(
2019
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012132906
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