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subject:"Commodity derivative"
~isPartOf:"Applied economics letters"
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~subject:"Efficient market hypothesis"
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Commodity derivative
Efficient market hypothesis
Rohstoffderivat
85
Commodity price
47
Rohstoffpreis
47
Volatility
42
Volatilität
42
Welt
37
World
37
Estimation
34
Schätzung
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Commodity exchange
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Warenbörse
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Rohstoffmarkt
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commodities
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commodity prices
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García, Philip
5
Chevallier, Julien
3
Ielpo, Florian
3
Irwin, Scott H.
3
Power, Gabriel J.
3
Stevens, Jason
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Baldi, Lucia
2
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2
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2
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2
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Turvey, Calum Greig
2
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2
Zhu, Huiming
2
Abid, Ilyes
1
Acharya, Ram N.
1
Aiube, Fernando Antônio Lucena
1
Alam, Md Rafayet
1
Alfano, Simon
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Applied economics letters
Applied economics
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
International review of economics & finance : IREF
46
The energy journal
44
Journal of commodity markets
43
American journal of agricultural economics
41
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
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
Working paper / National Bureau of Economic Research, Inc.
22
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
NBER Working Paper
17
The journal of alternative investments
17
Agricultural finance review
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Econometric Institute research papers
15
Journal of empirical finance
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
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Journal of risk and financial management : JRFM
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Pacific-Basin finance journal
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1
Does speculation Granger cause return in Chinese commodity markets?
Hu, Weigang
;
Feng, Yun
- In:
Applied economics letters
23
(
2016
)
4/6
,
pp. 294-297
Persistent link: https://www.econbiz.de/10011430469
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2
On the comparison of Schwartz and Smith's two- and three-factor models on commodity prices
Aiube, Fernando Antônio Lucena
;
Samanez, Carlos P.
- In:
Applied economics
46
(
2014
)
28/30
,
pp. 3736-3749
Persistent link: https://www.econbiz.de/10010419938
Saved in:
3
Preliminary evidence on relationships between agricultural commodities futures prices, spot prices and oil prices using reverse regressions
Cartwright, Phillip A.
;
Riabko, Natalija
- In:
Applied economics letters
22
(
2015
)
10/12
,
pp. 777-782
Persistent link: https://www.econbiz.de/10011285361
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4
Price discovery and volatility spillover in spot and futures markets : evidences from steel-related commodities in China
Kim, Kyoungsu
;
Lim, Seok
- In:
Applied economics letters
26
(
2019
)
5
,
pp. 351-357
Persistent link: https://www.econbiz.de/10012204211
Saved in:
5
Economic cycles and downside commodities risk
Powell, Robert
;
Duc Hong Vo
;
Thach Ngoc Pham
- In:
Applied economics letters
25
(
2018
)
4
,
pp. 258-263
Persistent link: https://www.econbiz.de/10011854446
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6
Pricing European commodity swaptions
Järvinen, Sami
;
Toivonen, Harri
- In:
Applied economics letters
11
(
2004
)
15
,
pp. 925-929
Persistent link: https://www.econbiz.de/10002507442
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7
Volatility spillovers in commodity markets
Chevallier, Julien
;
Ielpo, Florian
- In:
Applied economics letters
20
(
2013
)
13/15
,
pp. 1211-1227
Persistent link: https://www.econbiz.de/10010198563
Saved in:
8
Understanding momentum in commodity markets
Chevallier, Julien
;
Gatumel, Mathieu
;
Ielpo, Florian
- In:
Applied economics letters
20
(
2013
)
13/15
,
pp. 1383-1402
Persistent link: https://www.econbiz.de/10010203400
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9
Price discovery in commodity markets
Peri, Massimo
;
Baldi, Lucia
;
Vandone, Daniela
- In:
Applied economics letters
20
(
2013
)
4/6
,
pp. 397-403
Persistent link: https://www.econbiz.de/10009708694
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10
Chinese superstition in US commodity trading
Chung, Richard
;
Darrat, Ali F.
;
Li, Bin
- In:
Applied economics letters
21
(
2014
)
1/3
,
pp. 171-175
Persistent link: https://www.econbiz.de/10010239479
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