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subject:"Oil price"
~isPartOf:"Applied financial economics"
~subject:"Rohstoffderivat"
~subject:"Volatilität"
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Oil price
Rohstoffderivat
Volatilität
Commodity derivative
27
USA
11
United States
11
Estimation
10
Schätzung
10
Commodity price
6
Erdöl
6
Petroleum
6
Rohstoffpreis
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Volatility
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Börsenkurs
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Efficient market hypothesis
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McAleer, Michael
3
Lien, Da-hsiang Donald
2
Adrangi, Bahram
1
Andersson, Henrik
1
Bryant, Henry L.
1
Carvalho, Ana Filipa
1
Chang, Chiao-yi
1
Chatrath, Arjun
1
Costa, José Sá da
1
Dickens, Ross N.
1
Dunis, C. L.
1
Evans, Ben
1
Galli, Alain
1
Gjolberg, Ole
1
Grasso, Margherita
1
Hadsell, Lester
1
Haigh, Michael S.
1
Hamori, Shigeyuki
1
Henker, Thomas
1
Hunsader, Kenneth J.
1
Jumah, Adusei
1
Karbuz, Sohbet
1
Kliakhandler, Igor L.
1
Kocagil, Ahmet Enis
1
Lautier, Delphine
1
Laws, Jason
1
Lee, Hsiang-tai
1
Lopes, José Assis
1
Lucey, Brian M.
1
Manera, Matteo
1
Mazaheri, A.
1
Mazouz, Khelifa
1
McKenzie, Andrew M.
1
Milonas, Nikolaos T.
1
Moosa, Imad A.
1
Nakajima, Tadahiro
1
Pederzoli, C.
1
Phelan, Josh
1
Ripple, Ronald D.
1
Root, T. H.
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Applied financial economics
Energy economics
313
The journal of futures markets
219
Finance research letters
81
International review of financial analysis
69
International review of economics & finance : IREF
60
Applied economics
55
Economic modelling
53
Journal of banking & finance
53
American journal of agricultural economics
50
The energy journal
48
Journal of commodity markets
46
Applied economics letters
44
International Journal of Energy Economics and Policy : IJEEP
42
Working paper
42
Research in international business and finance
37
Journal of international money and finance
30
The handbook of commodity investing
29
Diskussionspapier / Lehrstuhl für Wirtschaftsethik, Martin-Luther-Universität Halle-Wittenberg
28
NBER working paper series
28
Working paper / National Bureau of Economic Research, Inc.
27
IMF working papers
26
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
23
NBER Working Paper
23
The journal of alternative investments
20
The North American journal of economics and finance : a journal of financial economics studies
19
Journal of agricultural and applied economics
18
Agricultural economics : the journal of the International Association of Agricultural Economists
17
Discussion paper / Centre for Economic Policy Research
17
Econometric Institute research papers
17
The European journal of finance
17
Agricultural finance review
16
Journal of empirical finance
16
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
15
International journal of finance & economics : IJFE
15
OPEC energy review
15
Quantitative finance
15
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
15
CAMA working paper series
14
CESifo working papers
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ECONIS (ZBW)
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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
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:
3
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:
4
Execution edge of pit traders and intraday price ranges of soft commodities
Kliakhandler, Igor L.
- In:
Applied financial economics
17
(
2007
)
4/6
,
pp. 343-350
Persistent link: https://www.econbiz.de/10003446026
Saved in:
5
Modelling time-vaying conditionl correlations in the volatility of Tapus oil spot and forward returns
Manera, Matteo
;
McAleer, Michael
;
Grasso, Margherita
- In:
Applied financial economics
16
(
2006
)
7
,
pp. 525-533
Persistent link: https://www.econbiz.de/10003320406
Saved in:
6
A systematic modelling strategy for futures markets volatility
Carvalho, Ana Filipa
;
Costa, José Sá da
;
Lopes, José …
- In:
Applied financial economics
16
(
2006
)
11
,
pp. 819-833
Persistent link: https://www.econbiz.de/10003351005
Saved in:
7
How do you straddle hogs and pigs? : ask the Greeks!
McKenzie, Andrew M.
;
Thomsen, Michael
;
Phelan, Josh
- In:
Applied financial economics
17
(
2007
)
7/9
,
pp. 511-520
Persistent link: https://www.econbiz.de/10003491159
Saved in:
8
Hedging effectiveness and futures contract maturity : the case of NYMEX crude oil futures
Ripple, Ronald D.
;
Moosa, Imad A.
- In:
Applied financial economics
17
(
2007
)
7/9
,
pp. 683-689
Persistent link: https://www.econbiz.de/10003491216
Saved in:
9
Pricing of non-ferrous metals futures on the London metal exchange
Watkins, Clinton
;
McAleer, Michael
- In:
Applied financial economics
16
(
2006
)
12
,
pp. 853-880
Persistent link: https://www.econbiz.de/10003377835
Saved in:
10
A TARCH examination of the return volatility-volume relationship in electricity futures
Hadsell, Lester
- In:
Applied financial economics
16
(
2006
)
12
,
pp. 893-901
Persistent link: https://www.econbiz.de/10003377843
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