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~subject:"Forecasting model"
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Search: subject:"Rohstoffderivat"
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Forecasting model
Commodity derivative
1,168
Rohstoffderivat
1,168
Volatility
507
Volatilität
507
Oil price
359
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359
Welt
339
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339
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Ma, Feng
24
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9
Zhang, Yaojie
9
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7
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6
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6
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6
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5
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5
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4
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4
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4
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4
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4
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4
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3
Filis, George
3
Gong, Xu
3
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3
Jiang, Ying
3
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3
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3
Tian, Fengping
3
Wahab, M. I. M.
3
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3
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3
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3
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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Energy economics
41
Finance research letters
10
Economic modelling
9
International journal of forecasting
9
The journal of futures markets
8
International review of financial analysis
7
Journal of commodity markets
7
Journal of forecasting
7
International review of economics & finance : IREF
6
Journal of banking & finance
6
The energy journal
6
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4
International journal of finance & economics : IJFE
4
Research in international business and finance
4
The North American journal of economics and finance : a journal of financial economics studies
4
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3
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2
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2
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2
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2
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1
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1
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1
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1
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1
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1
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1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
European journal of operational research : EJOR
1
European review of agricultural economics : ERAE
1
Financial markets and portfolio management
1
Handbook of Economic Forecasting : volume 2, part A
1
Handbook of agricultural economics : volume 1, part B, Marketing, distribution and consumers
1
IMA journal of management mathematics
1
International Journal of Financial Markets and Derivatives : IJFMD
1
International finance : the only journal bridging the gap between theory and policy in macroeconomics and microfinance
1
International journal of trade and global markets
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ECONIS (ZBW)
182
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1
Air pollution, weather factors, and realized volatility forecasts of agricultural commodity futures
Luo, Jiawen
;
Zhang, Qun
- In:
The journal of futures markets
44
(
2024
)
2
,
pp. 151-217
Persistent link: https://www.econbiz.de/10014475455
Saved in:
2
Predictability of commodity futures returns with machine learning models
Wang, Shirui
;
Zhang, Tianyang
- In:
The journal of futures markets
44
(
2024
)
2
,
pp. 302-322
Persistent link: https://www.econbiz.de/10014475477
Saved in:
3
Exploring the impact of oil security attention on oil volatility : a new perspective
Wang, Lu
;
Li, Shan
;
Liang, Chao
- In:
International finance : the only journal bridging the …
27
(
2024
)
1
,
pp. 61-80
Persistent link: https://www.econbiz.de/10014532201
Saved in:
4
Global economic policy uncertainty and oil futures volatility prediction
Zhao, Ling
- In:
Finance research letters
54
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014472626
Saved in:
5
Predicting natural gas futures' volatility using climate risks
Guo, Kun
;
Liu, Fengqi
;
Sun, Xiaolei
;
Zhang, Dayong
;
Ji, …
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014473296
Saved in:
6
The Chinese oil futures volatility : evidence from high-low estimator information
Huang, Xiaozhou
;
Wang, Yubao
;
Song, Juan
- In:
Finance research letters
56
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014473684
Saved in:
7
Time series momentum and reversal : intraday information from realized semivariance
Liu, Zhenya
;
Lu, Shanglin
;
Li, Bo
;
Wang, Shixuan
- In:
Journal of empirical finance
72
(
2023
),
pp. 54-77
Persistent link: https://www.econbiz.de/10014476799
Saved in:
8
The commodity risk premium and neural networks
Rad, Hossein
;
Low, Rand Kwong Yew
;
Miffre, Joëlle
; …
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014477111
Saved in:
9
Commodity futures return predictability and intertemporal asset pricing
Cotter, John
;
Eyiah-Donkor, Emmanuel
;
Potì, Valerio
- In:
Journal of commodity markets
31
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014477804
Saved in:
10
Predicting crude oil future price using traditional and artificial intelligence-based model : comparative analysis
Kadam, Sanjeev
;
Agrawal, Anshul
;
Bajaj, Aryan
;
Agarwal, …
- In:
Journal of international commerce, economics and policy
14
(
2023
)
3
,
pp. 1-15
Persistent link: https://www.econbiz.de/10014437433
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