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subject:"Commodity derivative"
~isPartOf:"Economic modelling"
~subject:"Börsenkurs"
~subject:"Commodity market"
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Commodity derivative
Börsenkurs
Commodity market
Rohstoffderivat
52
Volatility
31
Volatilität
31
Commodity price
20
Estimation
20
Rohstoffpreis
20
Schätzung
20
ARCH model
17
ARCH-Modell
17
Oil price
17
Ölpreis
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Commodity exchange
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Warenbörse
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Welt
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World
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Forecasting model
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Prognoseverfahren
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Theorie
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Theory
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China
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Derivat
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Derivative
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Erdöl
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Oil market
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Petroleum
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Capital income
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Hedging
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Kapitaleinkommen
9
Time series analysis
9
Zeitreihenanalyse
9
Spot market
8
Spotmarkt
8
Commodity futures
7
Spillover effect
7
Spillover-Effekt
7
Cointegration
6
Commodity prices
6
Kointegration
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1
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English
54
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Wang, Yudong
3
Beckmann, Joscha
2
Czudaj, Robert
2
Li, Bin
2
Liu, Li
2
Ma, Feng
2
Park, Sung Y.
2
Wan, Jieqiu
2
Wen, Xiaoqian
2
Zhang, Yaojie
2
Ahmad, Wasim
1
Andrieş, Alin Marius
1
Aït-Youcef, Camille
1
Bei, Shuhua
1
Beljid, Makram
1
Belke, Ansgar
1
Bhar, Ramaprasad
1
Boubaker, Adel
1
Bouri, Elie
1
Brooks, Chris
1
Chang, Kuang-liang
1
Chen, Ching-cheng
1
Chen, Chuang
1
Chen, Jilong
1
Chen, Qiang
1
Chen, Wang
1
Chevallier, Julien
1
Chung, Richard
1
Coutinho, Leonor
1
Deschamps, Bruno
1
Ding, Haoyuan
1
Ding, Shusheng
1
Dong, Minyi
1
Dong, Yizhe
1
Eaves, James
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Feil, Jan-Henning
1
Georgiou, Dimitrios
1
Ghorbel, Ahmed
1
Gong, Xu
1
Guo, Ranran
1
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Economic modelling
Energy economics
284
The journal of futures markets
209
Finance research letters
65
International review of financial analysis
64
Journal of banking & finance
56
Applied economics
54
Journal of commodity markets
51
International review of economics & finance : IREF
50
The energy journal
45
Applied economics letters
43
American journal of agricultural economics
42
Working paper
40
International Journal of Energy Economics and Policy : IJEEP
39
Journal of international money and finance
31
Research in international business and finance
30
The handbook of commodity investing
30
Applied financial economics
28
Diskussionspapier / Lehrstuhl für Wirtschaftsethik, Martin-Luther-Universität Halle-Wittenberg
28
Working paper / National Bureau of Economic Research, Inc.
27
Intereconomics : review of European economic policy
26
NBER working paper series
26
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
23
NBER Working Paper
23
IMF working papers
18
Journal of agricultural and applied economics
18
The North American journal of economics and finance : a journal of financial economics studies
18
The journal of alternative investments
18
Journal of empirical finance
17
Agricultural finance review
15
Econometric Institute research papers
15
European review of agricultural economics : ERAE
15
Journal of risk and financial management : JRFM
15
Quantitative finance
15
Agricultural economics : the journal of the International Association of Agricultural Economists
14
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
14
The European journal of finance
14
CESifo working papers
13
Pacific-Basin finance journal
13
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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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
Saved in:
2
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
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3
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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4
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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5
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
Saved in:
6
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
Saved in:
7
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
Saved in:
8
Commodity prices and fiscal policy in a commodity exporting economy
Medina, Juan Pablo
;
Soto, Claudio
- In:
Economic modelling
59
(
2016
),
pp. 335-351
Persistent link: https://www.econbiz.de/10011647853
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9
Limiting fiscal procyclicality : evidence from resource-dependent countries
Coutinho, Leonor
;
Georgiou, Dimitrios
;
Heracleous, Maria
; …
- In:
Economic modelling
106
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013347608
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10
Speculative behaviour and oil price predictability
Panopulu, Aikaterinē
;
Pantelidis, Theologos
- In:
Economic modelling
47
(
2015
),
pp. 128-136
Persistent link: https://www.econbiz.de/10011438977
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