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Search: subject:"Rohstoffderivat"
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Commodity derivative
80
Rohstoffderivat
80
Volatility
32
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32
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30
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30
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19
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McAleer, Michael
12
Manera, Matteo
8
Chang, Chia-Lin
6
Roengchai Tansuchat
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Bohl, Martin T.
4
Behmiri, Niaz Bashiri
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Białkowski, Je̜drzej
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Hammoudeh, Shawkat
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Hooi Hooi Lean
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Martínez, Beatriz
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Fan, John Hua
2
Gao, Wang
2
Irwin, Scott H.
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Skiadopoulos, George
2
Sulewski, Christoph
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Sévi, Benoît
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Tse, Yiuman
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Valenti, Daniele
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Vignati, Ilaria
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Zhang, Hongwei
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Abakah, Emmanuel Joel Aikins
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Adam, Brian D.
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University of Canterbury / Dept. of Economics and Finance
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Journal of commodity markets
Working paper
Energy economics
270
The journal of futures markets
207
International review of financial analysis
62
Finance research letters
60
Journal of banking & finance
53
Economic modelling
52
Applied economics
46
International review of economics & finance : IREF
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American journal of agricultural economics
41
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39
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The handbook of commodity investing
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Diskussionspapier / Lehrstuhl für Wirtschaftsethik, Martin-Luther-Universität Halle-Wittenberg
28
Applied financial economics
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Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
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Journal of international money and finance
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NBER working paper series
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The North American journal of economics and finance : a journal of financial economics studies
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The journal of alternative investments
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Agricultural finance review
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Econometric Institute research papers
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Journal of empirical finance
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Agricultural economics : the journal of the International Association of Agricultural Economists
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European review of agricultural economics : ERAE
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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The European journal of finance
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
13
The review of financial studies
13
Finance India : the quarterly journal of Indian Institute of Finance
12
Journal of international financial markets, institutions & money
12
Journal of risk and financial management : JRFM
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Pacific-Basin finance journal
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ECONIS (ZBW)
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1
Commodity futures hedge ratios : a meta-analysis
Białkowski, Je̜drzej
;
Bohl, Martin T.
;
Perera, Devmali
-
2022
Persistent link: https://www.econbiz.de/10013545700
Saved in:
2
Explaining intraday crude oil returns with higher order risk-neutral moments
Wong, Patrick
- In:
Journal of commodity markets
31
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014477765
Saved in:
3
The impact of financialization on the efficiency of commodity futures markets
Bohl, Martin T.
;
Irwin, Scott H.
;
Pütz, Alexander
; …
- In:
Journal of commodity markets
31
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014477783
Saved in:
4
Wheat price volatility regimes over 140 years : an analysis of daily price ranges
Haase, Marco
;
Zimmermann, Heinz
;
Huss, Matthias
- In:
Journal of commodity markets
31
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014477785
Saved in:
5
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:
6
Trading time seasonality in electricity futures
Størdal, Ståle
;
Ewald, Christian
;
Lien, Gudbrand
; …
- In:
Journal of commodity markets
31
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014477808
Saved in:
7
Microstructure and high-frequency price discovery in the soybean complex
Zhou, Xinquan
;
Bagnarosa, Guillaume
;
Gohin, Alexandre
; …
- In:
Journal of commodity markets
30
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014426684
Saved in:
8
Dynamic spillovers across precious metals and oil realized volatilities : evidence from quantile extended joint connectedness measures
Cuñado Eizaguirre, Juncal
;
Chatziantoniou, Ioannis
; …
- In:
Journal of commodity markets
30
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014426696
Saved in:
9
Financialization of commodity markets ten years later
Kang, Wenjin
;
Tang, Ke
;
Wang, Ningli
- In:
Journal of commodity markets
30
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014426701
Saved in:
10
A Bayesian perspective on commodity style integration
Fuertes, Ana María
;
Zhao, Nan
- In:
Journal of commodity markets
30
(
2023
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014426739
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