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type_genre:"Collection of articles of several authors"
~isPartOf:"Applied economics"
~subject:"Petroleum"
~subject:"Ölmarkt"
~type_genre:"Article in journal"
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Commodity derivative
47
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Collection of articles of several authors
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Luo, Jiawen
2
Alfano, Simon
1
Alizadeh-Masoodian, Amir H.
1
Chen, Langnan
1
Diao, Xundi
1
Duan, Rong
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Menachof, David A.
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Mitra, Subrata Kumar
1
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1
Pal, Debdatta
1
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1
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1
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Applied economics
Energy economics
122
Finance research letters
27
The journal of futures markets
26
The energy journal
24
Economic modelling
17
International Journal of Energy Economics and Policy : IJEEP
17
International review of economics & finance : IREF
17
International review of financial analysis
13
Research in international business and finance
10
The review of financial studies
8
Applied financial economics
7
Journal of banking & finance
7
OPEC energy review
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International journal of finance & economics : IJFE
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International journal of forecasting
4
Journal of commodity markets
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The empirical economics letters : a monthly international journal of economics
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The journal of energy markets
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Finance India : the quarterly journal of Indian Institute of Finance
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International journal of trade and global markets
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1
Estimating multi-period value at risk of oil futures prices
Zhou, Chunyang
;
Qin, Xiao
;
Diao, Xundi
;
He, Yingchen
- In:
Applied economics
48
(
2016
)
31/33
,
pp. 2994-3004
Persistent link: https://www.econbiz.de/10011615344
Saved in:
2
Testing the efficiency of the futures market for crude oil in the presence of a structural break
Stevens, Jason
;
Lamirande, P. de
- In:
Applied economics
46
(
2014
)
31/33
,
pp. 4053-4059
Persistent link: https://www.econbiz.de/10010421854
Saved in:
3
Forecasting realized volatility of crude oil futures with equity market uncertainty
Wen, Fenghua
;
Zhao, Yupei
;
Zhang, Minzhi
;
Hu, Chunyang
- In:
Applied economics
51
(
2019
)
59
,
pp. 6411-6427
Persistent link: https://www.econbiz.de/10012197349
Saved in:
4
Covariance breakdowns and connectedness of crude oil futures markets with non-synchronous data
Luo, Jiawen
;
Chen, Langnan
;
Zhang, Weiguo
- In:
Applied economics
51
(
2019
)
5
,
pp. 422-443
Persistent link: https://www.econbiz.de/10012160576
Saved in:
5
Is economic policy uncertainty important to forecast the realized volatility of crude oil futures?
Ma, Feng
;
Wahab, M. I. M.
;
Liu, Jing
;
Liu, Li
- In:
Applied economics
50
(
2018
)
18
,
pp. 2087-2101
Persistent link: https://www.econbiz.de/10011849647
Saved in:
6
Hedging against bunker price fluctuations using petroleum futures contracts : constant versus time-varying hedge ratios
Alizadeh-Masoodian, Amir H.
;
Kavussanos, Manolis G.
; …
- In:
Applied economics
36
(
2004
)
12
,
pp. 1337-1353
Persistent link: https://www.econbiz.de/10002127881
Saved in:
7
Risk contagions between global oil markets and China's agricultural commodity markets under structural breaks
Luo, Jiawen
;
Zhang, Qun
- In:
Applied economics
53
(
2021
)
5
,
pp. 628-649
Persistent link: https://www.econbiz.de/10012416078
Saved in:
8
Language sentiment in fundamental and noise trading : evidence from crude oil
Alfano, Simon
;
Feuerriegel, Stefan
;
Neumann, Dirk
- In:
Applied economics
52
(
2020
)
49
,
pp. 5343-5363
Persistent link: https://www.econbiz.de/10012307686
Saved in:
9
Time-frequency dynamics of return spillover from crude oil to agricultural commodities
Pal, Debdatta
;
Mitra, Subrata Kumar
- In:
Applied economics
52
(
2020
)
49
,
pp. 5426-5445
Persistent link: https://www.econbiz.de/10012307706
Saved in:
10
The heterogeneous dependence between global crude oil and Chinese commodity futures markets : evidence from quantile regression
Zhu, Huiming
;
Duan, Rong
;
Peng, Cheng
;
Jia, Xianghua
- In:
Applied economics
51
(
2019
)
28
,
pp. 3031-3048
Persistent link: https://www.econbiz.de/10012196782
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