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subject:"United States"
type_genre:"Article in journal"
~isPartOf:"The journal of futures markets"
~subject:"Rohstoffderivat"
~type_genre:"Thesis"
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United States
Rohstoffderivat
Estimation
188
Schätzung
188
USA
82
Volatility
60
Volatilität
60
Theorie
39
Theory
39
Börsenkurs
37
Share price
37
Commodity derivative
34
Index futures
33
Index-Futures
33
Option pricing theory
33
Optionspreistheorie
33
Derivat
25
Derivative
25
Welt
25
World
25
Hedging
24
Forecasting model
23
Prognoseverfahren
23
ARCH model
21
ARCH-Modell
21
Capital income
17
Efficient market hypothesis
17
Effizienzmarkthypothese
17
Kapitaleinkommen
17
Großbritannien
16
Option trading
16
Optionsgeschäft
16
United Kingdom
16
Statistical distribution
12
Statistische Verteilung
12
Stochastic process
12
Stochastischer Prozess
12
Risikoprämie
11
Risk premium
11
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Article
99
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Article in journal
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Aufsatz in Zeitschrift
99
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English
99
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Wang, George H. K.
4
Sarno, Lucio
3
Dhaene, Geert
2
Ederington, Louis H.
2
Lim, Kian-Guan
2
Miffre, Joëlle
2
Ramchander, Sanjay
2
Sercu, Piet
2
Shrestha, Keshab
2
Yau, Jot
2
Aboura, Sofiane
1
Adkins, Lee Chester
1
Ané, Thierry
1
Arisoy, Yakup Eser
1
Bali, Turan G.
1
Benet, Bruce A.
1
Bierwag, Gerald O.
1
Bollen, Nicolas P. B.
1
Boyd, M. E.
1
Byun, Suk Joon
1
Cao, Charles Q.
1
Chao, Wan-Ling
1
Chatrath, Arjun
1
Chen, Haiwei
1
Chen, Sheng-syan
1
Chiarella, Carl
1
Cho, Jang Hyung
1
Christiansen, Charlotte
1
Christie-David, Rohan
1
Corrado, Charles Joseph
1
Câmara, António
1
Daigler, Robert T.
1
Daouk, Hazem
1
Davidson, Angus Brian
1
De Ville de Goyet, Cédric
1
DeBoyrie, Maria Eugenia
1
Denault, Michel
1
Dhanda, Kanwalroop K.
1
Dias, José Carlos
1
Dixon, Bruce L.
1
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The journal of futures markets
Applied economics
265
The review of economics and statistics
169
The American economic review
151
Applied economics letters
149
The journal of finance : the journal of the American Finance Association
147
Applied financial economics
106
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
105
Journal of applied econometrics
99
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
99
The review of financial studies
92
Energy economics
82
Economic modelling
80
Journal of international money and finance
80
Journal of money, credit and banking : JMCB
79
Economics letters
77
Journal of political economy
76
American economic journal : a journal of the American Economic Association
75
Journal of financial and quantitative analysis : JFQA
75
Journal of monetary economics
67
Journal of banking & finance
64
Southern economic journal
64
Journal of labor economics
61
The quarterly journal of economics
57
International review of economics & finance : IREF
55
Journal of econometrics
54
Journal of macroeconomics
54
Economic inquiry : journal of the Western Economic Association International
53
The North American journal of economics and finance : a journal of financial economics studies
52
American journal of agricultural economics
49
Journal of human resources : JHR
49
Journal of public economics
49
Journal of urban economics
48
Journal of financial economics
47
The journal of economics
45
Journal of economic dynamics & control
43
Review of quantitative finance and accounting
43
The journal of business : B
43
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
42
Economics of education review
40
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ECONIS (ZBW)
99
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1
Hedging commodities in times of distress : the case of COVID-19
Magalhães, Luiz Augusto
;
Silva, Thiago Christiano
; …
- In:
The journal of futures markets
42
(
2022
)
10
,
pp. 1941-1959
Persistent link: https://www.econbiz.de/10013465831
Saved in:
2
Performance comparison of alternative stochastic volatility models and its determinants in energy futures : COVID-19 and Russia-Ukraine conflict features
Fernandes, Mário Correia
;
Dias, José Carlos
;
Nunes, …
- In:
The journal of futures markets
44
(
2024
)
3
,
pp. 343-383
Persistent link: https://www.econbiz.de/10014475488
Saved in:
3
Commodity momentum decomposition
Iwanaga, Yasuhiro
;
Sakemoto, Ryuta
- In:
The journal of futures markets
43
(
2023
)
2
,
pp. 198-216
Persistent link: https://www.econbiz.de/10014292998
Saved in:
4
Trading around the clock : revisit volatility spillover between crude oil and equity markets in different trading sessions
Hao, Jing
;
He, Feng
;
Ma, Feng
;
Fu, Tong
- In:
The journal of futures markets
43
(
2023
)
6
,
pp. 771-791
Persistent link: https://www.econbiz.de/10014293226
Saved in:
5
Robust information share measures with an application on the international crude oil markets
Li, Hong
;
Shi, Yanlin
- In:
The journal of futures markets
42
(
2022
)
4
,
pp. 555-579
Persistent link: https://www.econbiz.de/10013187561
Saved in:
6
Volatility spillovers : a sparse multivariate GARCH approach with an application to commodity markets
Dhaene, Geert
;
Sercu, Piet
;
Wu, Jianbin
- In:
The journal of futures markets
42
(
2022
)
5
,
pp. 868-887
Persistent link: https://www.econbiz.de/10013187611
Saved in:
7
Asymmetry in the permanent price impact of block purchases and sales : theory and empirical evidence
Frino, Alex
;
Mollica, Vito
;
Romano, Maria Grazia
;
Zhou, …
- In:
The journal of futures markets
37
(
2017
)
4
,
pp. 359-373
Persistent link: https://www.econbiz.de/10011950679
Saved in:
8
Informed trading in the options market and stock return predictability
Han, Joongho
;
Kim, Da-Hea
;
Byun, Suk Joon
- In:
The journal of futures markets
37
(
2017
)
11
,
pp. 1053-1093
Persistent link: https://www.econbiz.de/10011950947
Saved in:
9
Do futures prices help forecast the spot price?
Jin, Xin
- In:
The journal of futures markets
37
(
2017
)
12
,
pp. 1205-1225
Persistent link: https://www.econbiz.de/10011951030
Saved in:
10
The skewness implied in the Heston model and its application
Zhang, Jin E.
;
Zhen, Fang
;
Sun, Xiaoxia
;
Zhao, Huimin
- In:
The journal of futures markets
37
(
2017
)
3
,
pp. 211-237
Persistent link: https://www.econbiz.de/10011669807
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