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~isPartOf:"Finance research letters"
~subject:"Volatility"
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Volatility
Portfolio selection
472
Portfolio-Management
472
Theorie
195
Theory
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Capital income
138
Kapitaleinkommen
138
Volatilität
132
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Bouri, Elie
3
Chen, Jun-Home
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Ji, Qiang
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Finance research letters
Energy economics
201
International journal of theoretical and applied finance
169
The journal of futures markets
140
Quantitative finance
125
Journal of banking & finance
121
International review of financial analysis
82
Applied mathematical finance
81
The North American journal of economics and finance : a journal of financial economics studies
76
International review of economics & finance : IREF
72
Mathematical finance : an international journal of mathematics, statistics and financial theory
68
The journal of computational finance
66
Economic modelling
63
Applied economics
58
Journal of econometrics
54
European journal of operational research : EJOR
53
Journal of empirical finance
53
Journal of financial economics
51
International journal of financial engineering
50
Computational economics
49
Review of derivatives research
49
Journal of economic dynamics & control
47
Risks : open access journal
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Research paper series / Swiss Finance Institute
46
Finance and stochastics
45
Journal of risk and financial management : JRFM
44
Journal of mathematical finance
42
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42
The journal of derivatives : the official publication of the International Association of Financial Engineers
41
The European journal of finance
40
Research in international business and finance
38
Review of quantitative finance and accounting
37
NBER working paper series
36
Journal of international financial markets, institutions & money
35
Applied economics letters
34
Insurance / Mathematics & economics
34
Annals of finance
32
Swiss Finance Institute Research Paper
31
Working paper / National Bureau of Economic Research, Inc.
31
International Journal of Energy Economics and Policy : IJEEP
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ECONIS (ZBW)
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1
Does Bitcoin hedge crude oil implied volatility and structural shocks? : a comparison with gold, commodity and the US Dollar
Das, Debojyoti
;
Le Roux, Corlise L.
;
Jana, R. K.
; …
- In:
Finance research letters
36
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012483345
Saved in:
2
Does institutional trading drive commodities prices away from their fundamentals : evidence from a nonparametric causality-in-quantiles test
Babalos, Vassilios
;
Balcilar, Mehmet
- In:
Finance research letters
21
(
2017
),
pp. 126-131
Persistent link: https://www.econbiz.de/10011807522
Saved in:
3
How do bond, equity and commodity cycles interact?
Narayan, Paresh Kumar
;
Thuraisamy, Kannan Sivananthan
; …
- In:
Finance research letters
21
(
2017
),
pp. 151-156
Persistent link: https://www.econbiz.de/10011807742
Saved in:
4
Volatility contagion and connectedness between WTI and commodity markets
Boroumand, Raphaël Homayoun
;
Porcher, Thomas
- In:
Finance research letters
58
(
2023
)
1
,
pp. 1-11
Persistent link: https://www.econbiz.de/10014582223
Saved in:
5
Predicting gold volatility : exploring the impact of extreme risk in the international commodity market
Tang, Yusui
;
Zhong, Juandan
- In:
Finance research letters
58
(
2023
)
2
,
pp. 1-6
Persistent link: https://www.econbiz.de/10014631292
Saved in:
6
COVID-19 impact on commodity futures volatilities
Zhang, Yongmin
;
Wang, Ruizhi
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10013457716
Saved in:
7
The impact of global uncertainties on the spillover among the European carbon market, the Chinese oil futures market, and the international oil futures market
Liu, Hong
;
Zhu, Yulin
;
Cui, Na
;
Zheng, Yan
- In:
Finance research letters
67
(
2024
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10015062461
Saved in:
8
Merton's portfolio problem under Volterra Heston model
Han, Bingyan
;
Wong, Hoi Ying
- In:
Finance research letters
39
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012805194
Saved in:
9
Ex-ante risk factors and required structures of the implied correlation matrix
Schadner, Wolfgang
- In:
Finance research letters
41
(
2021
),
pp. 1-8
Persistent link: https://www.econbiz.de/10013336218
Saved in:
10
Can CBOE gold and silver implied volatility help to forecast gold futures volatility in China? : evidence based on HAR and Ridge regression models
Wei, Yu
;
Liang, Chao
;
Li, Yan
;
Zhang, Xunhui
;
Wei, Guiwu
- In:
Finance research letters
35
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012438364
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