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
~subject:"Commodity price"
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
Information-based model with n...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Commodity price
CAPM
19,032
Theorie
17,042
Theory
16,845
Optionspreistheorie
14,815
Option pricing theory
14,356
Markov chain
7,877
Markov-Kette
7,584
Volatilität
6,672
Volatility
6,598
Kapitaleinkommen
5,950
Capital income
5,936
Schätzung
5,440
Estimation
5,387
Portfolio-Management
5,106
Portfolio selection
5,082
Börsenkurs
4,675
Share price
4,644
Stochastischer Prozess
4,356
Stochastic process
4,302
Risikoprämie
3,546
Risk premium
3,530
Rohstoffpreis
3,463
USA
3,059
United States
3,007
Optionsgeschäft
2,944
Option trading
2,925
Derivat
2,910
Derivative
2,908
Risk
2,865
Risiko
2,855
Welt
2,444
World
2,386
Aktienmarkt
2,128
Stock market
2,087
Prognoseverfahren
1,876
Forecasting model
1,860
Zinsstruktur
1,761
Yield curve
1,747
Hedging
1,664
more ...
less ...
Online availability
All
Free
1,367
Undetermined
699
Type of publication
All
Book / Working Paper
1,788
Article
1,496
Journal
9
Database
1
Type of publication (narrower categories)
All
Article in journal
1,325
Aufsatz in Zeitschrift
1,325
Graue Literatur
822
Non-commercial literature
822
Arbeitspapier
787
Working Paper
787
Aufsatz im Buch
156
Book section
156
Hochschulschrift
47
Thesis
34
Collection of articles of several authors
30
Sammelwerk
30
Konferenzschrift
17
Aufsatzsammlung
15
Amtsdruckschrift
13
Government document
13
Conference paper
10
Konferenzbeitrag
10
Collection of articles written by one author
8
Sammlung
8
Statistik
8
Statistics
7
Systematic review
6
Übersichtsarbeit
6
Case study
4
Conference proceedings
4
Fallstudie
4
Lehrbuch
4
Textbook
4
Amtliche Publikation
3
Bibliografie enthalten
3
Bibliography included
3
Forschungsbericht
2
Interview
2
Market information
2
Marktinformation
2
No longer published / No longer aquired
2
Rezension
2
Advisory report
1
Article
1
more ...
less ...
Language
All
English
3,124
German
118
Spanish
25
French
17
Undetermined
6
Italian
2
Polish
2
Portuguese
2
Russian
2
Slovak
1
more ...
less ...
Author
All
Matthies, Klaus
40
Arezki, Rabah
37
Frankel, Jeffrey A.
28
Baffes, John
27
Prokopczuk, Marcel
24
Bloch, Harry
21
Vespignani, Joaquin
21
Sapsford, David
19
Collier, Paul
18
Goderis, Benedikt
17
Cashin, Paul A.
16
Crucini, Mario J.
16
Jacks, David S.
16
Williamson, Jeffrey G.
16
Brückner, Markus
15
McDermott, C. John
15
Belke, Ansgar
14
Carpantier, Jean-François
14
Labys, Walter C.
14
Ratti, Ronald A.
14
Wright, Brian D.
14
Xiong, Wei
14
Bordon, Ingo G.
13
Chen, Yu-chin
13
Lederman, Daniel
13
Peersman, Gert
13
Triantafyllou, Athanasios
13
Ghoshray, Atanu
12
Liang, Hong
12
Ploeg, Frederick van der
12
Roache, Shaun K.
12
Sauerbeck, A.
12
Tang, Ke
12
Brooks, Chris
11
Cuddington, John T.
11
Céspedes, Luis Felipe
11
Ferrara, Laurent
11
Leschus, Leon
11
Lombardi, Marco
11
Petrella, Ivan
11
more ...
less ...
Institution
All
National Bureau of Economic Research
44
Association of European Conjuncture Institutes / Working Group on Commodity Prices
15
International Monetary Fund
7
UNCTAD
5
World Bank
5
Weltbank
3
World Bank Group
3
Foreign Investment Advisory Service
2
HAL
2
Institut für Weltwirtschaft
2
Internationaler Währungsfonds
2
Organization of American States
2
Overseas Development Institute
2
UNCTAD / Secretariat
2
University of British Columbia / Department of Economics
2
Asian Development Bank
1
Association of European Conjuncture Institutes
1
Australien / Bureau of Resources and Energy Economics
1
Australien / Department of Industry, Science, Energy and Resources / Office of the Chief Economist
1
Bank für Internationalen Zahlungsausgleich / Committee on Payments and Market Infrastructures
1
Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
1
Basel Committee on Banking Supervision
1
Bayerische Landesbank
1
Brookings Institution
1
Canada / Foreign Affairs and International Trade Canada
1
Canada / Office of the Chief Economist
1
Center for International Development
1
Centre d'Observation Economique
1
Centre pour la Recherche Économique et ses Applications (CEPREMAP)
1
Centro Studi Luca d'Agliano <Turin>
1
Christian-Albrechts-Universität zu Kiel
1
Committee on Governmental Affairs, United States Senate
1
Commodity Research Bureau
1
Common Fund for Commodities
1
Conference on Trade and Development <2, 1968, Delhi>
1
East Asia Seminar on Economics <20, 2008, Hongkong>
1
Electric Power Research Institute
1
Elinkeinoelämän Tutkimuslaitos
1
European University Institute / Department of Economics
1
F.A.Z.-Institut für Management-, Markt- und Medieninformationen
1
more ...
less ...
Published in...
All
IMF working papers
85
Energy economics
81
Intereconomics : review of European economic policy
45
NBER working paper series
43
NBER Working Paper
41
Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
41
Journal of international money and finance
39
Working paper / National Bureau of Economic Research, Inc.
39
IMF working paper
31
CAMA working paper series
29
Policy research working paper : WPS
28
Applied economics
25
IMF Working Paper
25
Working paper
24
International review of economics & finance : IREF
23
Journal of commodity markets
23
Applied economics letters
22
Discussion paper / Centre for Economic Policy Research
22
American journal of agricultural economics
20
Economic modelling
20
Finance research letters
20
The journal of futures markets
19
CESifo working papers
18
Journal of banking & finance
17
CAMA Working Paper
16
OxCarre research paper / Oxford Centre for the Analysis of Resource Rich Economies, Department of Economics, University of Oxford
16
World Bank Policy Research Working Paper
16
World development : the multi-disciplinary international journal devoted to the study and promotion of world development
14
Journal of development economics
13
Documentos de trabajo Banco Central de Chile
11
Economics letters
11
IMF Working Papers
11
Journal of policy modeling : JPMOD ; a social science forum of world issues
11
Journal of the Royal Statistical Society
11
Research in international business and finance
11
Resources policy
11
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
10
Mineral economics : raw materials report
10
BIS Working Paper
9
Discussion paper / The University of Western Australia, Business School, Economics
9
more ...
less ...
Source
All
ECONIS (ZBW)
3,282
RePEc
8
BASE
2
EconStor
1
Other ZBW resources
1
Showing
1
-
10
of
3,294
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Pricing commodity index options
Manzano-Herrero, Alberto Pedro
;
Nastasi, Emanuele
; …
- In:
Quantitative finance
23
(
2023
)
2
,
pp. 297-308
Persistent link: https://www.econbiz.de/10014232638
Saved in:
2
Equilibrium commodity prices with irreversible investment and non-linear technologies
Casassus, Jaime
;
Collin-Dufresne, Pierre
;
Routledge, …
- In:
Journal of banking & finance
95
(
2018
),
pp. 128-147
Persistent link: https://www.econbiz.de/10011966725
Saved in:
3
How regular are directional movements in commodity and asset prices? : a Wald test
Oglend, Atle
;
Kleppe, Tore Selland
- In:
Journal of empirical finance
38
(
2016
),
pp. 290-306
Persistent link: https://www.econbiz.de/10011664705
Saved in:
4
The stochastic behavior of commodity prices with heteroskedasticity in the convenience yield
Liu, Peng
;
Tang, Ke
- In:
Journal of empirical finance
18
(
2011
)
2
,
pp. 211-224
Persistent link: https://www.econbiz.de/10009301130
Saved in:
5
Commodity price dynamics and derivative valuation : a review
Back, Janis
;
Prokopczuk, Marcel
- In:
International journal of theoretical and applied finance
16
(
2013
)
6
,
pp. 1-30
Persistent link: https://www.econbiz.de/10010197182
Saved in:
6
Approximation for convenience yield with mean-reverting commodity price
Zhao, Qiang
;
Gu, Guiding
- In:
Journal of mathematical finance
5
(
2015
)
3
,
pp. 233-242
Persistent link: https://www.econbiz.de/10011438485
Saved in:
7
Dynamic speculation and hedging in commodity futures markets with a stochastic convenience yield
Mellios, Constantin
;
Six, Pierre
;
Anh Ngoc Lai
- In:
European journal of operational research : EJOR
250
(
2016
)
2
,
pp. 493-504
Persistent link: https://www.econbiz.de/10011441684
Saved in:
8
A Bayesian nonparametric investigation of the predictive effect of exchange rates on commodity prices
Jin, Xin
- In:
Frontiers of economics in China : selected publications …
15
(
2020
)
2
,
pp. 179-210
Persistent link: https://www.econbiz.de/10012670623
Saved in:
9
Modelling and estimating the forward price curve in the energy market
Chiarella, Carl
;
Chewlow, Les
;
King, Boda
-
2009
Persistent link: https://www.econbiz.de/10008662359
Saved in:
10
Imperfect information and saving in a small open economy
Daude, Christian
;
Roitman, Agustin
-
2011
Persistent link: https://www.econbiz.de/10009486211
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...
