//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Discussion paper / Tinbergen Institute"
~isPartOf:"Journal of banking & finance"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Economic linkages across commo...
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Volatility
812
Volatilität
810
Theorie
302
Theory
302
Estimation
212
Schätzung
211
Börsenkurs
190
Share price
190
Capital income
174
Kapitaleinkommen
174
USA
153
United States
153
ARCH model
115
ARCH-Modell
115
Time series analysis
108
Zeitreihenanalyse
108
Welt
107
World
107
Option pricing theory
98
Optionspreistheorie
98
Stochastic process
98
Stochastischer Prozess
98
Forecasting model
93
Prognoseverfahren
93
Aktienmarkt
81
Stock market
81
Exchange rate
75
Wechselkurs
75
Portfolio selection
71
Portfolio-Management
71
Risikoprämie
71
Risk premium
71
Commodity derivative
68
Rohstoffderivat
68
Option trading
51
Optionsgeschäft
51
Risk
51
Risiko
50
Business cycle
48
Konjunktur
48
more ...
less ...
Online availability
All
Undetermined
434
Free
189
Type of publication
All
Book / Working Paper
502
Article
430
Type of publication (narrower categories)
All
Arbeitspapier
502
Working Paper
502
Graue Literatur
480
Non-commercial literature
480
Article in journal
430
Aufsatz in Zeitschrift
430
Bibliografie
3
Conference paper
1
Konferenzbeitrag
1
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
932
Author
All
McAleer, Michael
58
Koopman, Siem Jan
41
Chang, Chia-Lin
25
Lucas, André
21
Bos, Charles S.
20
Dijk, Dick van
18
Allen, David E.
10
Wijnbergen, Sweder van
10
Blasques, Francisco
9
Prokopczuk, Marcel
9
Sluis, Pieter J. van der
9
Asai, Manabu
8
Hommes, Cars H.
8
Skiadopoulos, George
8
Boswijk, Herman Peter
7
Opschoor, Anne
7
Hol Uspensky, Eugenie
6
Jiang, George J.
6
Lettau, Martin
6
Rose, Andrew
6
Sarno, Lucio
6
Scharth, Marcel
6
Vries, Casper G. de
6
Wel, Michel van der
6
Wong, Wing Keung
6
Beetsma, Roel
5
Daníelsson, Jón
5
Dijk, Herman K. van
5
Fernández-Villaverde, Jesús
5
Hale, Galina
5
Kilian, Lutz
5
Ludvigson, Sydney C.
5
Mahieu, Ronald J.
5
Martens, Martin
5
Miffre, Joëlle
5
Moraleda Novo, Juan Manuel
5
Ploeg, Frederick van der
5
Razin, Asaf
5
Rubio-Ramírez, Juan Francisco
5
Taylor, Stephen
5
more ...
less ...
Institution
All
Centre for Economic Policy Research
1
Published in...
All
Discussion paper / Centre for Economic Policy Research
Discussion paper / Tinbergen Institute
Journal of banking & finance
Energy economics
802
Finance research letters
674
NBER working paper series
555
Working paper / National Bureau of Economic Research, Inc.
528
The journal of futures markets
525
NBER Working Paper
474
International review of financial analysis
472
Applied economics
449
International review of economics & finance : IREF
409
Economic modelling
392
MPRA Paper
366
The North American journal of economics and finance : a journal of financial economics studies
349
Journal of econometrics
338
Working paper
337
Research in international business and finance
334
Applied economics letters
312
Economics letters
292
Applied financial economics
291
Journal of empirical finance
279
Journal of international money and finance
257
International journal of theoretical and applied finance
251
Journal of international financial markets, institutions & money
248
European journal of operational research : EJOR
244
CESifo working papers
237
IMF working papers
236
Journal of risk and financial management : JRFM
222
International Journal of Energy Economics and Policy : IJEEP
212
Quantitative finance
207
Journal of financial economics
201
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
196
Pacific-Basin finance journal
184
The European journal of finance
178
Journal of economic dynamics & control
167
International journal of forecasting
161
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
161
International journal of finance & economics : IJFE
160
International journal of economics and financial issues : IJEFI
144
more ...
less ...
Source
All
ECONIS (ZBW)
932
Showing
1
-
10
of
932
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Liquidity, credit quality, and the relation between
volatility
and trading activity : evidence from the corporate bond market
Wang, Junbo
;
Wu, Chunchi
- In:
Journal of banking & finance
50
(
2015
),
pp. 183-203
Persistent link: https://www.econbiz.de/10010509587
Saved in:
3
Economic linkages across commodity futures : hedging and trading implications
Chng, Michael T.
- In:
Journal of banking & finance
33
(
2009
)
5
,
pp. 958-970
Persistent link: https://www.econbiz.de/10003836460
Saved in:
4
Computing the market price of
volatility
risk in the energy commodity markets
Doran, James S.
;
Ronn, Ehud I.
- In:
Journal of banking & finance
32
(
2008
)
12
,
pp. 2541-2552
Persistent link: https://www.econbiz.de/10003795774
Saved in:
5
Macro-hedging for commodity exporters
Borensztein, Eduardo
;
Jeanne, Olivier
;
Sandri, Damiano
-
2009
Persistent link: https://www.econbiz.de/10003912031
Saved in:
6
What do we learn from the price of crude oil futures
Alquist, Ron
;
Kilian, Lutz
-
2007
Persistent link: https://www.econbiz.de/10003593232
Saved in:
7
The Samuelson hypothesis in futures markets : an analysis using intraday data
Huu Nhan Duong
;
Kalev, Petko S.
- In:
Journal of banking & finance
32
(
2008
)
4
,
pp. 489-500
Persistent link: https://www.econbiz.de/10003707624
Saved in:
8
A model of financialization of commodities
Başak, Suleyman
;
Pavlova, Anna
-
2015
Persistent link: https://www.econbiz.de/10011299571
Saved in:
9
Herding, information cascades and
volatility
spillovers in futures markets
McAleer, Michael
;
Radalj, Kim
-
2013
Persistent link: https://www.econbiz.de/10009784945
Saved in:
10
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:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->