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Local volatility models in com...
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Volatility
650
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650
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446
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446
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287
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287
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287
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Tiwari, Aviral Kumar
23
Hammoudeh, Shawkat
20
Ma, Feng
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Bouri, Elie
16
Wang, Yudong
16
Ji, Qiang
14
Uddin, Mohammed Gazi Salah
14
Gupta, Rangan
13
Demirer, Rıza
11
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11
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11
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10
Wei, Yu
10
Yoon, Seong-min
10
Sadorsky, Perry A.
9
Wen, Fenghua
9
Do, Hung Xuan
8
Gong, Xu
8
Naeem, Muhammad Abubakr
8
Chevallier, Julien
7
Dai, Zhifeng
7
Lee, Chien-chiang
7
Lin, Boqiang
7
Lucey, Brian M.
7
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7
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6
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6
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6
Batten, Jonathan A.
5
Benth, Fred Espen
5
Chang, Chia-Lin
5
Cortazar, Gonzalo
5
Dutta, Anupam
5
Elder, John
5
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Energy economics
Finance research letters
742
The journal of futures markets
705
NBER working paper series
627
Working paper / National Bureau of Economic Research, Inc.
580
International journal of theoretical and applied finance
565
Journal of banking & finance
555
NBER Working Paper
521
International review of financial analysis
486
Journal of econometrics
473
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472
Economic modelling
431
International review of economics & finance : IREF
426
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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274
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270
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257
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250
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241
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232
CESifo working papers
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210
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European journal of operational research : EJOR
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ECONIS (ZBW)
847
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1
What drives the commodity price beta of oil industry stocks?
Talbot, Edward
;
Artiach, Tracy
;
Faff, Robert W.
- In:
Energy economics
37
(
2013
),
pp. 1-15
Persistent link: https://www.econbiz.de/10009759405
Saved in:
2
Volatility
forecasting and risk management for commodity markets in the presence of asymmetry and long memory
Chkili, Walid
;
Hammoudeh, Shawkat
;
Nguyen, Duc Khuong
- In:
Energy economics
41
(
2014
),
pp. 1-18
Persistent link: https://www.econbiz.de/10010374635
Saved in:
3
Commodities price cycles and their interdependence with equity markets
Boako, Gideon
;
Alagidede, Imhotep Paul
;
Sjo, Bo
;
Uddin, …
- In:
Energy economics
91
(
2020
),
pp. 1-26
Persistent link: https://www.econbiz.de/10012518586
Saved in:
4
Volatility
spillovers in commodity markets : a large t-vector autoregressive approach
Barbaglia, Luca
;
Croux, Christophe
;
Wilms, Ines
- In:
Energy economics
85
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012509561
Saved in:
5
How is
volatility
in commodity markets linked to oil price shocks?
Ahmadi, Maryam
;
Behmiri, Niaz Bashiri
;
Manera, Matteo
- In:
Energy economics
59
(
2016
),
pp. 11-23
Persistent link: https://www.econbiz.de/10011699432
Saved in:
6
On the dynamic dependence between equity markets, commodity futures and economic uncertainty indexes
Berger, Theo
;
Uddin, Mohammed Gazi Salah
- In:
Energy economics
56
(
2016
),
pp. 374-383
Persistent link: https://www.econbiz.de/10011664267
Saved in:
7
"De-financialization" of commodities? : evidence from stock, crude oil and natural gas markets
Zhang, Yue-jun
;
Chevallier, Julien
;
Guesmi, Khaled
- In:
Energy economics
68
(
2017
),
pp. 228-239
Persistent link: https://www.econbiz.de/10011905697
Saved in:
8
Distributional predictability between commodity spot and futures : evidence from nonparametric causality-in-quantiles tests
Jena, Sangram Keshari
;
Tiwari, Aviral Kumar
;
Hammoudeh, …
- In:
Energy economics
78
(
2019
),
pp. 615-628
Persistent link: https://www.econbiz.de/10012160046
Saved in:
9
The asymmetric return-
volatility
relationship of commodity prices
Baur, Dirk G.
;
Dimpfl, Thomas
- In:
Energy economics
76
(
2018
),
pp. 378-387
Persistent link: https://www.econbiz.de/10011976677
Saved in:
10
High-frequency
volatility
connectedness between the US crude oil market and China's agricultural commodity markets
Luo, Jiawen
;
Ji, Qiang
- In:
Energy economics
76
(
2018
),
pp. 424-438
Persistent link: https://www.econbiz.de/10011976696
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