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Volatility
Preis
14,976
Derivat
13,990
Derivative
13,953
Oil price
10,264
Ölpreis
10,195
Price
9,724
Theorie
8,434
Theory
8,351
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5,874
World
5,762
Volatilität
5,056
USA
4,967
Ölmarkt
4,926
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4,839
United States
4,759
Rohstoffderivat
4,379
Commodity derivative
4,357
Schätzung
3,267
Estimation
3,206
Hedging
2,750
Börsenkurs
2,727
Share price
2,701
Optionspreistheorie
2,629
Option pricing theory
2,599
Deutschland
1,864
Erdöl
1,793
Warenbörse
1,714
Commodity exchange
1,681
Schock
1,586
Pricing strategy
1,576
Preismanagement
1,575
Shock
1,567
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1,562
Risikomanagement
1,561
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1,560
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McAleer, Michael
82
Chang, Chia-Lin
65
Gupta, Rangan
62
Ma, Feng
46
Hammoudeh, Shawkat
43
Ji, Qiang
35
Manera, Matteo
33
Bouri, Elie
31
Tiwari, Aviral Kumar
29
Filis, George
28
Wei, Yu
27
Wang, Yudong
26
Mensi, Walid
25
Serletis, Apostolos
23
Caporale, Guglielmo Maria
19
Degiannakis, Stavros
19
Prokopczuk, Marcel
19
Salisu, Afees A.
19
Chevallier, Julien
18
Nguyen, Duc Khuong
18
Kang, Sang Hoon
17
Zhang, Yaojie
17
Benth, Fred Espen
16
Elder, John
16
Guesmi, Khaled
16
Shahzad, Syed Jawad Hussain
16
Wohar, Mark E.
16
Yin, Libo
16
Lucey, Brian M.
15
Spagnolo, Nicola
15
Wen, Fenghua
15
Zhu, Huiming
15
Balcilar, Mehmet
14
Gannon, Gerard L.
14
Lin, Boqiang
14
Pierdzioch, Christian
14
Ratti, Ronald A.
14
Roubaud, David
14
Yoon, Seong-min
14
Baumeister, Christiane
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National Bureau of Economic Research
17
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4
University of Canterbury / Dept. of Economics and Finance
4
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
4
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2
USA / General Accounting Office
2
Österreichisches Institut für Wirtschaftsforschung
2
Agricultural and Applied Economics Association - AAEA
1
Bundesanstalt für Geowissenschaften und Rohstoffe
1
Centre for International Economic Studies
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Columbia University / Center on Global Energy Policy
1
Cornell University / Cornell Food and Nutrition Policy Program
1
Cornell University / Department of Agricultural Economics
1
Departamento de Estadistica, Universidad Carlos III de Madrid
1
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1
East Asia Seminar on Economics <20, 2008, Hongkong>
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Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
1
Federal Reserve Bank of St. Louis
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Fondazione ENI Enrico Mattei (FEEM)
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Frankreich / Délégation à l'Aménagement du Territoire et à l'Action Régionale
1
Goethe-Universität Frankfurt am Main
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Gottfried Wilhelm Leibniz Universität Hannover
1
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1
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1
Laboratory for Economics Management and Auctions (LEMA), Smeal College of Business Administration
1
NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management
1
New Trends in Asset Management: Exploring the Implications <Veranstaltung> <2008, München>
1
Queen Mary and Westfield College
1
School of Finance and Business Economics <Perth, Western Australia>
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Springer Fachmedien Wiesbaden
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Energy economics
485
International Journal of Energy Economics and Policy : IJEEP
138
The journal of futures markets
115
Finance research letters
100
International review of financial analysis
85
International review of economics & finance : IREF
84
Economic modelling
67
Applied economics
65
Research in international business and finance
61
The North American journal of economics and finance : a journal of financial economics studies
51
Journal of banking & finance
50
The energy journal
47
Working paper
46
Applied economics letters
42
International journal of theoretical and applied finance
41
OPEC energy review
35
Econometric Institute research papers
28
International journal of finance & economics : IJFE
28
Journal of international financial markets, institutions & money
28
Quantitative finance
28
CESifo working papers
26
Applied mathematical finance
25
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
25
Applied financial economics
22
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
22
Journal of empirical finance
22
Journal of risk and financial management : JRFM
22
Review of derivatives research
22
American journal of agricultural economics
21
Cogent economics & finance
21
Journal of commodity markets
21
Journal of international money and finance
21
The European journal of finance
20
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
18
Working paper / National Bureau of Economic Research, Inc.
18
Discussion paper / Tinbergen Institute
17
Finance India : the quarterly journal of Indian Institute of Finance
17
Economics letters
16
International journal of forecasting
16
NBER working paper series
16
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ECONIS (ZBW)
5,013
RePEc
28
EconStor
10
Other ZBW resources
2
BASE
1
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1
Volatility and the hedging effectiveness of China fuel oil futures
Chen, Wei
;
Ford, James L.
-
2010
Persistent link: https://www.econbiz.de/10009374212
Saved in:
2
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
Saved in:
3
The asymmetric spillover effect of the Markov switching mechanism from the futures market to the spot market
Chang, Kuang-Liang
;
Lee, Chingnun
- In:
International review of economics & finance : IREF
69
(
2020
),
pp. 374-388
Persistent link: https://www.econbiz.de/10012486979
Saved in:
4
The convenience yield and the informational content of the oil futures
price
Bernard, Jean-Thomas
;
Khalaf, Lynda
;
Kichian, Maral
; …
- In:
The energy journal
36
(
2015
)
2
,
pp. 29-46
Persistent link: https://www.econbiz.de/10010528362
Saved in:
5
When Pep comes calling, the oil market answers : the effect of football player transfer movements on abnormal fluctuations in oil
price
futures
Do, Hung Xuan
;
Nguyen, Quan M. P.
;
Nepal, Rabindra
; …
- In:
Energy economics
100
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012990255
Saved in:
6
What do market-calibrated stochastic processes indicate about the long-term
price
of crude oil?
Hahn, Warren J.
;
DiLellio, James A.
;
Dyer, James S.
- In:
Energy economics
44
(
2014
),
pp. 212-221
Persistent link: https://www.econbiz.de/10010457221
Saved in:
7
Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models
Arouri, Mohamed
;
Lahiani, Amine
;
Lévy, Aldo
;
Nguyen, …
- In:
Energy economics
34
(
2012
)
1
,
pp. 283-293
Persistent link: https://www.econbiz.de/10009618848
Saved in:
8
The time-varying and asymmetric dependence between crude oil spot and futures markets : evidence from the mixture copula-based ARJI-GARCH model
Chang, Kuang-liang
- In:
Economic modelling
29
(
2012
)
6
,
pp. 2298-2309
Persistent link: https://www.econbiz.de/10009673749
Saved in:
9
Testing for adjustment costs and regime shifts in BRENT crude futures market
Mamatzakis, Emmanuel C.
;
Remoundos, P.
- In:
Economic modelling
28
(
2011
)
3
,
pp. 1000-1008
Persistent link: https://www.econbiz.de/10009271301
Saved in:
10
Impact of COVID-19 on the dependence structure of
WTI
crude oil spot and future
price
Lee, Wo-Chiang
;
Lee, Jhuo-Ying
- In:
The empirical economics letters : a monthly …
19
(
2020
)
11
,
pp. 1299-1312
Persistent link: https://www.econbiz.de/10012599720
Saved in:
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