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~isPartOf:"Economics letters"
~isPartOf:"Energy economics"
~subject:"Arbeitsmarktpolitik"
~subject:"Commodity derivative"
~subject:"Kointegration"
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Arbeitsmarktpolitik
Commodity derivative
Kointegration
Volatility
907
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907
Oil price
477
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477
Cointegration
390
Estimation
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Ma, Feng
12
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Economics letters
Energy economics
Applied economics
383
International Journal of Energy Economics and Policy : IJEEP
343
Economic modelling
297
Discussion paper series / IZA
239
Applied economics letters
203
International journal of economics and financial issues : IJEFI
196
Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
174
Journal of econometrics
168
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
166
The empirical economics letters : a monthly international journal of economics
161
International journal of economics and finance
154
IZA Discussion Paper
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CESifo working papers
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Cogent economics & finance
113
Theoretical and applied economics : GAER review
112
International review of economics & finance : IREF
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WSI-Mitteilungen : Zeitschrift des Wirtschafts- und Sozialwissenschaftlichen Instituts der Hans-Böckler-Stiftung
104
The journal of futures markets
88
Finance research letters
84
IZA Discussion Papers
82
International review of financial analysis
80
Wirtschaftsdienst
78
Econometric theory
77
Research in international business and finance
74
Economies : open access journal
72
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Sozialer Fortschritt : unabhängige Zeitschrift für Sozialpolitik
71
IMF working papers
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Journal of international financial markets, institutions & money
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Mitteilungen aus der Arbeitsmarkt- und Berufsforschung
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Discussion paper / Centre for Economic Policy Research
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The North American journal of economics and finance : a journal of financial economics studies
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1
An empirical model comparison for valuing crack spread options
Mahringer, Steffen
;
Prokopczuk, Marcel
- In:
Energy economics
51
(
2015
),
pp. 177-187
Persistent link: https://www.econbiz.de/10011564825
Saved in:
2
Humps in the
volatility
structure of the crude oil futures market : new evidence
Chiarella, Carl
;
Kang, Boda
;
Nikitopoulos, Christina …
- In:
Energy economics
40
(
2013
),
pp. 989-1000
Persistent link: https://www.econbiz.de/10010355994
Saved in:
3
Convenience yield in commodity price modeling : a regime switching approach
Almansour, Abdullah
- In:
Energy economics
53
(
2016
),
pp. 238-247
Persistent link: https://www.econbiz.de/10011660523
Saved in:
4
The market price of risk for delivery periods : pricing swaps and options in electricity markets
Kemper, Annika
;
Schmeck, Maren Diane
;
Kh.Balci, Anna
- In:
Energy economics
113
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013540564
Saved in:
5
Jumps in commodity prices : new approaches for pricing plain vanilla options
Crosby, John
;
Frau, Carme
- In:
Energy economics
114
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013477538
Saved in:
6
Time varying price discovery
Avino, Davide
;
Lazar, Emese
;
Varotto, Simone
- In:
Economics letters
126
(
2015
),
pp. 18-21
Persistent link: https://www.econbiz.de/10011376376
Saved in:
7
The relationship between oil prices and the Nigerian stock market : an analysis based on fractional integration and
cointegration
Gil-Alaña, Luis A.
;
Yaya, OlaOluwa S.
- In:
Energy economics
46
(
2014
),
pp. 328-333
Persistent link: https://www.econbiz.de/10011298580
Saved in:
8
Price and
volatility
dynamics between electricity and fuel costs : some evidence for Spain
Furió, Dolores
;
Chuliá, Helena
- In:
Energy economics
34
(
2012
)
6
,
pp. 2058-2065
Persistent link: https://www.econbiz.de/10009688881
Saved in:
9
Effects of oil price shocks on the stock market performance : do nature of shocks and economies matter?
Thai-Ha Le
;
Youngho, Chang
- In:
Energy economics
51
(
2015
),
pp. 261-274
Persistent link: https://www.econbiz.de/10011564841
Saved in:
10
The relationship between spot and futures oil prices : do structural breaks matter?
Chen, Pei-fen
;
Lee, Chien-chiang
;
Zeng, Jhih-hong
- In:
Energy economics
43
(
2014
),
pp. 206-217
Persistent link: https://www.econbiz.de/10010504823
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