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subject:"Oil price"
~isPartOf:"Journal of banking & finance"
~subject:"Erneuerbare Ressourcen"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Oil price
Erneuerbare Ressourcen
Volatilität
Commodity derivative
53
Rohstoffderivat
53
Commodity exchange
18
Warenbörse
18
Commodity price
17
Rohstoffpreis
17
Welt
15
World
15
Theorie
13
Theory
13
Capital income
12
Commodity market
12
Estimation
12
Kapitaleinkommen
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Rohstoffmarkt
12
Schätzung
12
Volatility
12
Derivat
11
Derivative
11
Hedging
11
Risikoprämie
11
Risk premium
11
Option pricing theory
10
Optionspreistheorie
10
Commodities
9
Portfolio selection
8
Portfolio-Management
8
Yield curve
8
Zinsstruktur
8
Ölpreis
8
Commodity futures
7
Erdöl
7
Forecasting model
7
Petroleum
7
Prognoseverfahren
7
Momentum
6
USA
5
United States
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English
17
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Prokopczuk, Marcel
3
Nikitopoulos, Christina Sklibosios
2
Paschke, Raphael
2
Adams, Zeno
1
Arismendi Zambrano, Juan Carlos
1
Back, Janis
1
Benth, Fred Espen
1
Bianchi, Robert
1
Cheng, Benjamin
1
Chiang, I-Hsuan Ethan
1
Chng, Michael T.
1
Doran, James S.
1
Farkas, Walter
1
Fernandez-Perez, Adrian
1
Frino, Alex
1
Glück, Thorsten
1
Gourier, Elise
1
Hilliard, Jimmy E.
1
Hilliard, Jitka
1
Hughen, W. Keener
1
Huitema, Robert
1
Huu Nhan Duong
1
Ibikunle, Gbenga
1
Indriawan, Ivan
1
Kalev, Petko S.
1
Mikutowski, Mateusz
1
Mollica, Vito
1
Necula, Ciprian
1
Paraschiv, Florentina
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Ronn, Ehud I.
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Rudolf, Markus
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Schlögl, Erik
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Schneider, Lorenz
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Squires, Matthew
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Steffen, Tom
1
Symeonidis, Lazaros
1
Tavin, Bertrand
1
Thorp, Susan
1
Tse, Yiuman
1
Wese Simen, Chardin
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Journal of banking & finance
Energy economics
229
The journal of futures markets
65
Finance research letters
44
International Journal of Energy Economics and Policy : IJEEP
42
Journal of environmental economics and management : JEEM ; the official journal of the Association of Environmental and Resource Economists
42
International review of economics & finance : IREF
41
The energy journal
40
International review of financial analysis
38
Economic modelling
37
Applied economics
35
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
30
American journal of agricultural economics
27
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
24
Journal of economic dynamics & control
24
Applied economics letters
22
Journal of international money and finance
21
Resource and energy economics
19
Journal of commodity markets
18
Natural resource modeling : the official journal of the Resource Modeling Association
15
Research in international business and finance
15
Economics letters
12
Marine resource economics
12
OPEC energy review
12
The North American journal of economics and finance : a journal of financial economics studies
12
International journal of finance & economics : IJFE
11
Energy policy
10
Journal of international financial markets, institutions & money
10
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
Journal of economic behavior & organization : JEBO
9
Quantitative finance
9
Applied financial economics
8
International journal of forecasting
8
Journal of applied econometrics
8
The empirical economics letters : a monthly international journal of economics
8
Cogent economics & finance
7
Environment and development economics
7
Journal of empirical finance
7
Journal of forecasting
7
Macroeconomic dynamics
7
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ECONIS (ZBW)
17
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1
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:
2
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:
3
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:
4
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:
5
A jump-diffusion model for pricing and hedging with margined options : an application to Brent crude oil contracts
Hilliard, Jimmy E.
;
Hilliard, Jitka
- In:
Journal of banking & finance
98
(
2019
),
pp. 137-155
Persistent link: https://www.econbiz.de/10012162247
Saved in:
6
Do oil futures prices predict stock returns?
Chiang, I-Hsuan Ethan
;
Hughen, W. Keener
- In:
Journal of banking & finance
79
(
2017
),
pp. 129-141
Persistent link: https://www.econbiz.de/10011815141
Saved in:
7
Variance risk in commodity markets
Prokopczuk, Marcel
;
Symeonidis, Lazaros
;
Wese Simen, Chardin
- In:
Journal of banking & finance
81
(
2017
),
pp. 136-149
Persistent link: https://www.econbiz.de/10011816431
Saved in:
8
Determinants of the crude oil futures curve : inventory, consumption and volatility
Nikitopoulos, Christina Sklibosios
;
Squires, Matthew
; …
- In:
Journal of banking & finance
84
(
2017
),
pp. 53-67
Persistent link: https://www.econbiz.de/10011816836
Saved in:
9
The impact of commodity benchmarks on derivatives markets : the case of the dated Brent assessment and Brent futures
Frino, Alex
;
Ibikunle, Gbenga
;
Mollica, Vito
;
Steffen, Tom
- In:
Journal of banking & finance
95
(
2018
),
pp. 27-43
Persistent link: https://www.econbiz.de/10011966695
Saved in:
10
Pricing of long-dated commodity derivatives : do stochastic interest rates matter?
Cheng, Benjamin
;
Nikitopoulos, Christina Sklibosios
; …
- In:
Journal of banking & finance
95
(
2018
),
pp. 148-166
Persistent link: https://www.econbiz.de/10011966734
Saved in:
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