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subject:"Commodity derivative"
~isPartOf:"Applied economics"
~subject:"Börsenkurs"
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Commodity derivative
Börsenkurs
Rohstoffderivat
46
Commodity price
25
Rohstoffpreis
25
Volatility
25
Volatilität
25
Estimation
20
Schätzung
20
Theorie
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Theory
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Welt
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World
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Commodity exchange
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Warenbörse
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Oil price
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Ölpreis
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Commodity market
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Rohstoffmarkt
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ARCH model
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ARCH-Modell
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Erdöl
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Petroleum
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Hedging
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Derivat
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Derivative
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Agrarprodukt
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Agricultural product
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Efficient market hypothesis
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Effizienzmarkthypothese
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Exchange rate
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Spillover effect
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García, Philip
5
Irwin, Scott H.
3
Etienne, Xiaoli Liao
2
Goutte, Stéphane
2
Indriawan, Ivan
2
Luo, Jiawen
2
Pal, Debdatta
2
Todorova, Neda
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Zhu, Huiming
2
Abid, Ilyes
1
Aiube, Fernando Antônio Lucena
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Alam, Md Rafayet
1
Alfano, Simon
1
Alizadeh-Masoodian, Amir H.
1
An, Sufang
1
Anderson, David P.
1
Arreola Hernandez, Jose
1
Aulerich, Nicole M.
1
Babalos, Vassilios
1
Boroumand, Raphaël Homayoun
1
Bouri, Elie
1
Chelley-Steeley, Patricia L.
1
Chen, Langnan
1
Chung, Richard
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Deng, Jun
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Dhaoui, Abderrazak
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1
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Garcia, P.
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Applied economics
Energy economics
272
The journal of futures markets
208
International review of financial analysis
62
Finance research letters
60
Journal of banking & finance
54
Economic modelling
52
International review of economics & finance : IREF
46
The energy journal
44
Journal of commodity markets
43
American journal of agricultural economics
41
Applied economics letters
39
International Journal of Energy Economics and Policy : IJEEP
38
Working paper
38
Research in international business and finance
29
The handbook of commodity investing
29
Applied financial economics
28
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.
23
Journal of international money and finance
20
NBER working paper series
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Journal of agricultural and applied economics
18
The North American journal of economics and finance : a journal of financial economics studies
18
Journal of empirical finance
17
NBER Working Paper
17
The journal of alternative investments
17
Agricultural finance review
15
Econometric Institute research papers
15
Quantitative finance
15
Agricultural economics : the journal of the International Association of Agricultural Economists
14
European review of agricultural economics : ERAE
14
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
13
The European journal of finance
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
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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Minimum-variance hedging of Bitcoin inverse futures
Deng, Jun
;
Pan, Huifeng
;
Zhang, Shuyu
;
Zou, Bin
- In:
Applied economics
52
(
2020
)
58
,
pp. 6320-6337
Persistent link: https://www.econbiz.de/10012415993
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32
Are oil and gas futures markets efficient? : a multifractal analysis
Ftiti, Zied
;
Jawadi, Fredj
;
Louhichi, Wael
;
Madani, …
- In:
Applied economics
53
(
2021
)
2
,
pp. 164-184
Persistent link: https://www.econbiz.de/10012416030
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33
Risk contagions between global oil markets and China's agricultural commodity markets under structural breaks
Luo, Jiawen
;
Zhang, Qun
- In:
Applied economics
53
(
2021
)
5
,
pp. 628-649
Persistent link: https://www.econbiz.de/10012416078
Saved in:
34
Is the corn futures market noisier? : the impact of high frequency quoting
Wang, Xiaoyang
;
García, Philip
;
Irwin, Scott H.
- In:
Applied economics
52
(
2020
)
25
,
pp. 2730-2750
Persistent link: https://www.econbiz.de/10012211091
Saved in:
35
Speculation and food-grain prices
Lawson, Joshua
;
Alam, Md Rafayet
;
Etienne, Xiaoli Liao
- In:
Applied economics
53
(
2021
)
20
,
pp. 2305-2321
Persistent link: https://www.econbiz.de/10012501199
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36
Pairs trading of Chinese and international commodities
Fernandez-Perez, Adrian
;
Frijns, Bart
;
Indriawan, Ivan
; …
- In:
Applied economics
52
(
2020
)
48
,
pp. 5203-5217
Persistent link: https://www.econbiz.de/10012307208
Saved in:
37
Language sentiment in fundamental and noise trading : evidence from crude oil
Alfano, Simon
;
Feuerriegel, Stefan
;
Neumann, Dirk
- In:
Applied economics
52
(
2020
)
49
,
pp. 5343-5363
Persistent link: https://www.econbiz.de/10012307686
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38
Time-frequency dynamics of return spillover from crude oil to agricultural commodities
Pal, Debdatta
;
Mitra, Subrata Kumar
- In:
Applied economics
52
(
2020
)
49
,
pp. 5426-5445
Persistent link: https://www.econbiz.de/10012307706
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39
Spillover effects in the global copper futures markets: asymmetric multivariate GARCH approaches
Lee, Hyun-Bock
;
Park, Cheol-Ho
- In:
Applied economics
52
(
2020
)
54
,
pp. 5909-5920
Persistent link: https://www.econbiz.de/10012308379
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40
The heterogeneous dependence between global crude oil and Chinese commodity futures markets : evidence from quantile regression
Zhu, Huiming
;
Duan, Rong
;
Peng, Cheng
;
Jia, Xianghua
- In:
Applied economics
51
(
2019
)
28
,
pp. 3031-3048
Persistent link: https://www.econbiz.de/10012196782
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