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type_genre:"Collection of articles of several authors"
~subject:"Cointegration"
~subject:"Petroleum"
~type_genre:"Article in journal"
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Cointegration
Petroleum
Commodity derivative
2,463
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2,463
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1,326
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1,322
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Dinesh Kumar Sharma
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Faseli, Omid
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Irwin, Scott H.
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Karali, Berna
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Luo, Jiawen
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Malhotra, Meenakshi
3
Manera, Matteo
3
McAleer, Michael
3
Moosa, Imad A.
3
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3
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Energy economics
101
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27
Finance research letters
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International Journal of Energy Economics and Policy : IJEEP
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19
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15
Applied economics
14
International review of economics & finance : IREF
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International review of financial analysis
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9
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Research in international business and finance
8
Applied economics letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
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International journal of finance & economics : IJFE
6
Journal of international money and finance
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OPEC energy review
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Theoretical economics letters
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Global business review
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The North American journal of economics and finance : a journal of financial economics studies
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Finance India : the quarterly journal of Indian Institute of Finance
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International journal of forecasting
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The European journal of finance
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The empirical economics letters : a monthly international journal of economics
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Energy strategy reviews
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International journal of banking, accounting and finance
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International journal of economics and finance
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International journal of economics and financial issues : IJEFI
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International journal of trade and global markets
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3
Journal of derivatives & hedge funds
3
Journal of energy finance & development
3
Metamorphosis : a journal of management research
3
Review of quantitative finance and accounting
3
Borsa Istanbul Review
2
Economics letters
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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ECONIS (ZBW)
567
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1
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:
2
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:
3
The stochastic behavior of commodity prices : implications for valuation and hedging
Schwartz, Eduardo S.
- In:
The journal of finance : the journal of the American …
52
(
1997
)
3
,
pp. 923-973
Persistent link: https://www.econbiz.de/10001225632
Saved in:
4
Financialization and commodity prices : an empirical analysis for coffee, cotton, wheat and oil
Ederer, Stefan
;
Heumesser, Christine
;
Staritz, Cornelia
- In:
International review of applied economics
30
(
2016
)
4
,
pp. 462-487
Persistent link: https://www.econbiz.de/10011472537
Saved in:
5
Permanent and transitory price shocks in commodity futures markets and their relation to speculation
Haase, Marco
;
Seiler Zimmermann, Yvonne
;
Zimmermann, Heinz
- In:
Empirical economics : a journal of the Institute for …
56
(
2019
)
4
,
pp. 1359-1382
Persistent link: https://www.econbiz.de/10012052196
Saved in:
6
Interdependence among agricultural commodity markets, macroeconomic factors, crude oil and commodity index
Fernandez-Diaz, Jose M.
;
Morley, Bruce
- In:
Research in international business and finance
47
(
2019
),
pp. 174-194
Persistent link: https://www.econbiz.de/10012135526
Saved in:
7
Analyzing the time-frequency lead-lag relationship between oil and agricultural commodities
Tiwari, Aviral Kumar
;
Khalfaoui, Rabeh
;
Solarin Sakiru …
- In:
Energy economics
76
(
2018
),
pp. 470-494
Persistent link: https://www.econbiz.de/10011976711
Saved in:
8
Commodity spread option with cointegration
Nakajima, Katsushi
;
Ōhashi, Kazuhiko
- In:
Asia-Pacific financial markets
23
(
2016
)
1
,
pp. 1-44
Persistent link: https://www.econbiz.de/10011619864
Saved in:
9
Pricing of forwards and other derivatives in cointegrated commodity markets
Benth, Fred Espen
;
Koekebakker, Steen
- In:
Energy economics
52
(
2015
)
1
,
pp. 104-117
Persistent link: https://www.econbiz.de/10011568135
Saved in:
10
Crude oil : commodity or financial asset?
Kolodziej, Marek
;
Kaufmann, Robert Kurt
;
Kulatilaka, Nalin
- In:
Energy economics
46
(
2014
),
pp. 216-223
Persistent link: https://www.econbiz.de/10011298597
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