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subject:"Commodity derivative"
~isPartOf:"Agricultural finance review"
~isPartOf:"Economic modelling"
~subject:"Theorie"
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Commodity derivative
Theorie
Rohstoffderivat
68
Volatility
36
Volatilität
36
Commodity price
22
Rohstoffpreis
22
Commodity exchange
20
Estimation
20
Schätzung
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Time series analysis
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Zeitreihenanalyse
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Commodity futures
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Commodity prices
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7
Spillover-Effekt
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70
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Wang, Yudong
3
Beckmann, Joscha
2
Czudaj, Robert
2
Eaves, James
2
Li, Bin
2
Liu, Li
2
Ma, Feng
2
Park, Sung Y.
2
Power, Gabriel J.
2
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2
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2
Wen, Xiaoqian
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
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1
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1
Boubaker, Adel
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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Agricultural finance review
Economic modelling
Energy economics
283
The journal of futures markets
208
International review of financial analysis
63
Finance research letters
60
Journal of banking & finance
55
International review of economics & finance : IREF
53
American journal of agricultural economics
52
Applied economics
52
Working paper
48
Journal of commodity markets
45
The energy journal
45
Applied economics letters
41
International Journal of Energy Economics and Policy : IJEEP
39
Working paper / National Bureau of Economic Research, Inc.
34
NBER working paper series
32
Journal of environmental economics and management : JEEM ; the official journal of the Association of Environmental and Resource Economists
30
Research in international business and finance
30
Journal of international money and finance
29
NBER Working Paper
29
The handbook of commodity investing
29
Diskussionspapier / Lehrstuhl für Wirtschaftsethik, Martin-Luther-Universität Halle-Wittenberg
28
Applied financial economics
27
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
23
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
22
Journal of economic dynamics & control
22
CESifo working papers
19
The North American journal of economics and finance : a journal of financial economics studies
19
Journal of agricultural and applied economics
18
Agricultural economics : the journal of the International Association of Agricultural Economists
17
Journal of empirical finance
17
The journal of alternative investments
17
Discussion paper / Tinbergen Institute
16
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
16
European review of agricultural economics : ERAE
16
Econometric Institute research papers
15
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
15
Quantitative finance
15
The European journal of finance
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ECONIS (ZBW)
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1
Futures basis, inventory and commodity price volatility : an empirical analysis
Symeonidis, Lazaros
;
Prokopczuk, Marcel
;
Brooks, Chris
; …
- In:
Economic modelling
29
(
2012
)
6
,
pp. 2651-2663
Persistent link: https://www.econbiz.de/10009673627
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2
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
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3
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:
4
Correlations and volatility spillovers across commodity and stock markets : linking energies, food, and gold
Mensi, Walid
;
Beljid, Makram
;
Boubaker, Adel
;
Managi, …
- In:
Economic modelling
32
(
2013
),
pp. 15-22
Persistent link: https://www.econbiz.de/10009760820
Saved in:
5
Can futures price be a powerful predictor? : frequency domain analysis on Chinese commodity market
Yang, Linghubo
;
Zhang, Dongxiang
- In:
Economic modelling
35
(
2013
),
pp. 264-271
Persistent link: https://www.econbiz.de/10010259451
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6
Information content of commodity futures prices for monetary policy
Bhar, Ramaprasad
;
Hamori, Shigeyuki
- In:
Economic modelling
25
(
2008
)
2
,
pp. 274-283
Persistent link: https://www.econbiz.de/10003724834
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7
Cross market predictions for commodity prices
Ding, Shusheng
;
Zhang, Yongmin
- In:
Economic modelling
91
(
2020
),
pp. 455-462
Persistent link: https://www.econbiz.de/10012429115
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8
Convenience yield, realised volatility and jumps : evidence from non-ferrous metals
Omura, Akihiro
;
Li, Bin
;
Chung, Richard
;
Todorova, Neda
- In:
Economic modelling
70
(
2018
),
pp. 496-510
Persistent link: https://www.econbiz.de/10012027980
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9
Explaining the convenience yield in the WTI crude oil market using realized volatility and jumps
Sévi, Benoît
- In:
Economic modelling
44
(
2015
),
pp. 243-251
Persistent link: https://www.econbiz.de/10011326237
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10
Research and development and sustainable growth over alternative types of natural resources
Lê, Thanh N.
;
Le Van, Cuong
- In:
Economic modelling
70
(
2018
),
pp. 215-229
Persistent link: https://www.econbiz.de/10012027903
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