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subject:"Oil price"
~subject:"Derivat"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Remodeling the Working-Kaldor...
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Oil price
Derivat
Volatilität
Commodity derivative
2,471
Rohstoffderivat
2,471
Commodity price
1,315
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1,312
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Ma, Feng
30
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16
Chevallier, Julien
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Irwin, Scott H.
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Zhang, Yaojie
13
Bouri, Elie
12
García, Philip
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Ji, Qiang
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Prokopczuk, Marcel
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Benth, Fred Espen
11
Gupta, Rangan
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Hammoudeh, Shawkat
11
Manera, Matteo
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McAleer, Michael
10
Power, Gabriel J.
10
Karali, Berna
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Luo, Jiawen
9
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8
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8
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7
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7
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7
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7
Aiube, Fernando Antônio Lucena
6
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6
Etienne, Xiaoli Liao
6
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6
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Energy economics
258
The journal of futures markets
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Finance research letters
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International review of economics & finance : IREF
48
International review of financial analysis
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The energy journal
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International Journal of Energy Economics and Policy : IJEEP
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American journal of agricultural economics
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Journal of banking & finance
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Journal of international money and finance
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Research in international business and finance
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International journal of finance & economics : IJFE
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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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Applied financial economics
11
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
11
Journal of empirical finance
11
Journal of international financial markets, institutions & money
10
Quantitative finance
10
The European journal of finance
10
Cogent economics & finance
9
International journal of forecasting
9
Journal of risk and financial management : JRFM
9
Economics letters
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Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
8
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Applied economic perspectives and policy
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Global business review
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International journal of theoretical and applied finance
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ECONIS (ZBW)
1,671
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1
The stochastic behavior of commodity prices with heteroskedasticity in the convenience yield
Liu, Peng
;
Tang, Ke
- In:
Journal of empirical finance
18
(
2011
)
2
,
pp. 211-224
Persistent link: https://www.econbiz.de/10009301130
Saved in:
2
Comparison of commodity future pricing approaches with cointegration techniques
Stepanek, Christian
- In:
Journal of financial engineering
2
(
2015
)
1
,
pp. 1-31
Persistent link: https://www.econbiz.de/10010528391
Saved in:
3
Commodity price dynamics and derivative valuation : a review
Back, Janis
;
Prokopczuk, Marcel
- In:
International journal of theoretical and applied finance
16
(
2013
)
6
,
pp. 1-30
Persistent link: https://www.econbiz.de/10010197182
Saved in:
4
Dynamic speculation and hedging in commodity futures markets with a stochastic convenience yield
Mellios, Constantin
;
Six, Pierre
;
Anh Ngoc Lai
- In:
European journal of operational research : EJOR
250
(
2016
)
2
,
pp. 493-504
Persistent link: https://www.econbiz.de/10011441684
Saved in:
5
Futures basis, inventory and commodity price volatility : an empirical analysis
Symeonidis, Lazaros
;
Prokopczuk, Marcel
;
Brooks, Chris
; …
- In:
Economic modelling
29
(
2012
)
6
,
pp. 2651-2663
Persistent link: https://www.econbiz.de/10009673627
Saved in:
6
Commodity spot and futures prices under supply, demand, and financial trading : single input-output model
Nakajima, Katsushi
- In:
Asia Pacific financial markets
27
(
2020
)
1
,
pp. 35-59
Persistent link: https://www.econbiz.de/10012222371
Saved in:
7
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:
8
The convenience yield under commodity financialization
Milonas, Nikolaos T.
;
Photina, Evangelia K.
- In:
The journal of futures markets
44
(
2024
)
4
,
pp. 631-652
Persistent link: https://www.econbiz.de/10014536663
Saved in:
9
International market information and agricultural commodity price dynamics
Jeong, Sei
;
Gopinath, Munisamy
- In:
Journal of agribusiness in developing and emerging …
14
(
2024
)
2
,
pp. 376-392
Persistent link: https://www.econbiz.de/10014525295
Saved in:
10
Portfolio speculation and commodity price volatility in a stochastic storage model
Vercammen, James Alfred
;
Doroudian, Ali
- In:
American journal of agricultural economics
96
(
2014
)
2
,
pp. 517-532
Persistent link: https://www.econbiz.de/10010411908
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