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subject:"Oil price"
~isPartOf:"Journal of banking & finance"
~isPartOf:"The energy journal"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Oil price
Volatilität
Commodity derivative
98
Rohstoffderivat
98
Ölpreis
39
Volatility
33
Welt
30
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30
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Journal of banking & finance
The energy journal
Energy economics
222
The journal of futures markets
65
Finance research letters
44
International review of economics & finance : IREF
40
International review of financial analysis
38
Economic modelling
34
Applied economics
33
International Journal of Energy Economics and Policy : IJEEP
32
Applied economics letters
22
Journal of international money and finance
21
American journal of agricultural economics
20
Journal of commodity markets
18
Research in international business and finance
15
OPEC energy review
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The North American journal of economics and finance : a journal of financial economics studies
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International journal of finance & economics : IJFE
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Journal of international financial markets, institutions & money
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
Quantitative finance
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Applied financial economics
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International journal of forecasting
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Journal of applied econometrics
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Cogent economics & finance
7
Economics letters
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Journal of empirical finance
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Pacific-Basin finance journal
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The empirical economics letters : a monthly international journal of economics
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Finance India : the quarterly journal of Indian Institute of Finance
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International journal of theoretical and applied finance
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Journal of risk and financial management : JRFM
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Review of quantitative finance and accounting
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The European journal of finance
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The journal of energy markets
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Theoretical economics letters
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ECONIS (ZBW)
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1
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:
2
Financialization in commodity markets : a passing trend or the new normal?
Adams, Zeno
;
Glück, Thorsten
- In:
Journal of banking & finance
60
(
2015
),
pp. 93-111
Persistent link: https://www.econbiz.de/10011544903
Saved in:
3
A two-factor cointegrated commodity price model with an application to spread option pricing
Farkas, Walter
;
Gourier, Elise
;
Huitema, Robert
; …
- In:
Journal of banking & finance
77
(
2017
),
pp. 249-268
Persistent link: https://www.econbiz.de/10011814773
Saved in:
4
The dynamics of commodity spot and futures markets : a primer
Pindyck, Robert S.
- In:
The energy journal
22
(
2001
)
3
,
pp. 1-29
Persistent link: https://www.econbiz.de/10001594337
Saved in:
5
Commodity derivatives valuation with autoregressive and moving average components in the price dynamics
Paschke, Raphael
;
Prokopczuk, Marcel
- In:
Journal of banking & finance
34
(
2010
)
11
,
pp. 2742-2752
Persistent link: https://www.econbiz.de/10008858840
Saved in:
6
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:
7
Long-run reversal in commodity returns : insights from seven centuries of evidence
Zaremba, Adam
;
Bianchi, Robert
;
Mikutowski, Mateusz
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013256444
Saved in:
8
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:
9
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:
10
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
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