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subject:"Commodity derivative"
~isPartOf:"Agricultural finance review"
~isPartOf:"Applied financial economics"
~subject:"Option pricing theory"
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Commodity derivative
Option pricing theory
Rohstoffderivat
43
USA
15
United States
15
Volatility
11
Volatilität
11
Estimation
10
Schätzung
10
Commodity price
8
Rohstoffpreis
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Commodity exchange
7
Theorie
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1989-2011
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McAleer, Michael
3
Lien, Da-hsiang Donald
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Adrangi, Bahram
1
Ali, Jabir
1
Andersson, Henrik
1
Aruga, Kentaka
1
Brorsen, B. Wade
1
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1
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1
Chang, Chiao-yi
1
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1
Dickens, Ross N.
1
Dinesh Kumar Sharma
1
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1
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1
Etienne, Xiaoli Liao
1
Evans, Ben
1
Feuz, Dillon M.
1
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1
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Goswami, Kishor
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1
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Agricultural finance review
Applied financial economics
Energy economics
289
The journal of futures markets
218
Finance research letters
80
International review of financial analysis
68
International review of economics & finance : IREF
53
Journal of banking & finance
53
Economic modelling
52
Applied economics
47
The energy journal
45
Journal of commodity markets
43
American journal of agricultural economics
41
Applied economics letters
41
International Journal of Energy Economics and Policy : IJEEP
39
Working paper
37
Research in international business and finance
36
The handbook of commodity investing
29
Diskussionspapier / Lehrstuhl für Wirtschaftsethik, Martin-Luther-Universität Halle-Wittenberg
28
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
23
Working paper / National Bureau of Economic Research, Inc.
22
Journal of international money and finance
21
NBER working paper series
21
Journal of agricultural and applied economics
18
The North American journal of economics and finance : a journal of financial economics studies
18
NBER Working Paper
17
The journal of alternative investments
17
Agricultural economics : the journal of the International Association of Agricultural Economists
15
Econometric Institute research papers
15
Journal of empirical finance
15
Quantitative finance
15
The European journal of finance
15
European review of agricultural economics : ERAE
14
International journal of finance & economics : IJFE
14
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
13
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
Applied economic perspectives and policy
12
Finance India : the quarterly journal of Indian Institute of Finance
12
Journal of international financial markets, institutions & money
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Are commodity prices mean reverting?
Andersson, Henrik
- In:
Applied financial economics
17
(
2007
)
10/12
,
pp. 769-783
Persistent link: https://www.econbiz.de/10003537543
Saved in:
2
Commodity futures price behaviour following large one-day price changes
Mazouz, Khelifa
;
Wang, Jian
- In:
Applied financial economics
24
(
2014
)
13/15
,
pp. 939-948
Persistent link: https://www.econbiz.de/10010410296
Saved in:
3
Simple and extended Kalman filters : an application to term structures of commodity prices
Lautier, Delphine
;
Galli, Alain
- In:
Applied financial economics
14
(
2004
)
13
,
pp. 963-973
Persistent link: https://www.econbiz.de/10002195491
Saved in:
4
An autoregressive approach to modeling commodity prices as a quasi-fractional Brownian motion
Turvey, Calum Greig
;
Wongsasutthikul, Paitoon
- In:
Agricultural finance review
76
(
2016
)
1
,
pp. 54-75
Persistent link: https://www.econbiz.de/10011695541
Saved in:
5
Agricultural price volatility and speculation by commodity index funds : a theoretical analysis
Gohin, Alexandre
;
Cordier, Jean
- In:
Agricultural finance review
77
(
2017
)
3
,
pp. 429-444
Persistent link: https://www.econbiz.de/10011799235
Saved in:
6
Modelling time-vaying conditionl correlations in the volatility of Tapus oil spot and forward returns
Manera, Matteo
;
McAleer, Michael
;
Grasso, Margherita
- In:
Applied financial economics
16
(
2006
)
7
,
pp. 525-533
Persistent link: https://www.econbiz.de/10003320406
Saved in:
7
A systematic modelling strategy for futures markets volatility
Carvalho, Ana Filipa
;
Costa, José Sá da
;
Lopes, José …
- In:
Applied financial economics
16
(
2006
)
11
,
pp. 819-833
Persistent link: https://www.econbiz.de/10003351005
Saved in:
8
Differences in opinions and the volatility-volume relationship on the Tokyo Grain Exchange
Eaves, James
;
Valero, Magali
- In:
Agricultural finance review
69
(
2009
)
2
,
pp. 180-195
Persistent link: https://www.econbiz.de/10003893912
Saved in:
9
How do you straddle hogs and pigs? : ask the Greeks!
McKenzie, Andrew M.
;
Thomsen, Michael
;
Phelan, Josh
- In:
Applied financial economics
17
(
2007
)
7/9
,
pp. 511-520
Persistent link: https://www.econbiz.de/10003491159
Saved in:
10
Hedging effectiveness and futures contract maturity : the case of NYMEX crude oil futures
Ripple, Ronald D.
;
Moosa, Imad A.
- In:
Applied financial economics
17
(
2007
)
7/9
,
pp. 683-689
Persistent link: https://www.econbiz.de/10003491216
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