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subject:"Oil price"
~isPartOf:"Journal of banking & finance"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Oil price
Volatilität
Commodity derivative
53
Rohstoffderivat
53
Commodity exchange
18
Warenbörse
18
Commodity price
17
Rohstoffpreis
17
Welt
15
World
15
Theorie
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Theory
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Capital income
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Commodity market
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Estimation
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Kapitaleinkommen
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Rohstoffmarkt
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Schätzung
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Volatility
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Derivat
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Derivative
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Hedging
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Risikoprämie
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Risk premium
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Option pricing theory
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Optionspreistheorie
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Commodities
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Portfolio selection
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Portfolio-Management
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Yield curve
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Zinsstruktur
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Ölpreis
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Commodity futures
7
Erdöl
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Forecasting model
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Petroleum
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Prognoseverfahren
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Momentum
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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
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Chng, Michael T.
1
Doran, James S.
1
Farkas, Walter
1
Fernandez-Perez, Adrian
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Frino, Alex
1
Glück, Thorsten
1
Gourier, Elise
1
Hilliard, Jimmy E.
1
Hilliard, Jitka
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Hughen, W. Keener
1
Huitema, Robert
1
Huu Nhan Duong
1
Ibikunle, Gbenga
1
Indriawan, Ivan
1
Kalev, Petko S.
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Mikutowski, Mateusz
1
Mollica, Vito
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Necula, Ciprian
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Paraschiv, Florentina
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Ronn, Ehud I.
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Steffen, Tom
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Symeonidis, Lazaros
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Tavin, Bertrand
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Thorp, Susan
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Tse, Yiuman
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Journal of banking & finance
Energy economics
218
The journal of futures markets
59
Finance research letters
40
The energy journal
37
International review of economics & finance : IREF
35
Economic modelling
34
International review of financial analysis
34
Applied economics
33
International Journal of Energy Economics and Policy : IJEEP
31
Applied economics letters
22
American journal of agricultural economics
20
Journal of international money and finance
19
Journal of commodity markets
18
Research in international business and finance
15
OPEC energy review
12
The North American journal of economics and finance : a journal of financial economics studies
12
Journal of international financial markets, institutions & money
10
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
Quantitative finance
9
Applied financial economics
8
International journal of finance & economics : IJFE
8
Journal of applied econometrics
8
Cogent economics & finance
7
Economics letters
7
International journal of forecasting
7
Journal of empirical finance
7
Journal of forecasting
7
Pacific-Basin finance journal
7
The empirical economics letters : a monthly international journal of economics
7
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
6
Finance India : the quarterly journal of Indian Institute of Finance
6
International journal of theoretical and applied finance
6
Journal of risk and financial management : JRFM
6
Review of quantitative finance and accounting
6
The European journal of finance
6
The journal of energy markets
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
Theoretical economics letters
6
Agricultural finance review
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ECONIS (ZBW)
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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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