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subject:"Commodity derivative"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Pacific-Basin finance journal"
~isPartOf:"Quantitative finance"
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Commodity derivative
Rohstoffderivat
40
Volatility
22
Volatilität
22
Commodity price
14
Rohstoffpreis
14
Commodity exchange
13
Theorie
13
Theory
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Derivat
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Derivative
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Commodity futures
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Hedging
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Portfolio selection
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Portfolio-Management
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ARCH model
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ARCH-Modell
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Anlageverhalten
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Behavioural finance
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Cointegration
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Commodity prices
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Erdöl
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Forecasting model
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Kointegration
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Petroleum
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Prognoseverfahren
5
Capital income
4
Kapitaleinkommen
4
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English
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Liu, Qingfu
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An, Yunbi
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Ma, Feng
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Xu, Xiaojie
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Ahmed, Shamim
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Al-Yahyaee, Khamis Hamed
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Babula, Ronald Alexander
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Bayraci, Selcuk
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Bjursell, Johan
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Bouchouev, Ilia
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1
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1
Cheung, Keith C. K.
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Chou, Robin K.
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Ciner, Cetin
1
Cromwell, Jeff B.
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Davison, Matt
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Demiralay, Sercan
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Dempster, Michael A. H.
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Ding, Shusheng
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Dokumentov, Alexander
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Escobar, Marcos
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Fang, Zheng
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Haase, Marco
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Hilliard, Jimmy E.
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Hua, Renhai
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Huang, Jialiang
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Pacific-Basin finance journal
Quantitative finance
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
Applied economics
46
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
37
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
20
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
15
Econometric Institute research papers
15
Journal of empirical finance
15
Agricultural economics : the journal of the International Association of Agricultural Economists
14
European review of agricultural economics : ERAE
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The European journal of finance
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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The review of financial studies
13
Finance India : the quarterly journal of Indian Institute of Finance
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Journal of international financial markets, institutions & money
12
Journal of risk and financial management : JRFM
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1
Permanent and transitory price shocks in commodity futures markets and their relation to speculation
Haase, Marco
;
Seiler Zimmermann, Yvonne
;
Zimmermann, Heinz
- In:
Empirical economics : a journal of the Institute for …
56
(
2019
)
4
,
pp. 1359-1382
Persistent link: https://www.econbiz.de/10012052196
Saved in:
2
Do hedging and speculative pressures drive commodity prices, or the other way round?
Lehecka, Georg V.
- In:
Empirical economics : a journal of the Institute for …
49
(
2015
)
2
,
pp. 575-603
Persistent link: https://www.econbiz.de/10011333378
Saved in:
3
Co-movements in commodity markets andimplications in diversification benefits
Cai, Xiao Jing
;
Fang, Zheng
;
Youngho, Chang
;
Tian, Shuairu
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
2
,
pp. 393-425
Persistent link: https://www.econbiz.de/10012219019
Saved in:
4
Return and volatility co-movement in commodity futures markets : the effects of liquidity risk
Zhang, Yongmin
;
Ding, Shusheng
- In:
Quantitative finance
18
(
2018
)
9
,
pp. 1471-1486
Persistent link: https://www.econbiz.de/10011913167
Saved in:
5
What color are commodity prices? : A fractal analysis
Cromwell, Jeff B.
;
Labys, Walter C.
;
Kouassi, Eugène
- In:
Empirical economics : a journal of the Institute for …
25
(
2000
)
4
,
pp. 563-580
Persistent link: https://www.econbiz.de/10001541671
Saved in:
6
Pricing commodity index options
Manzano-Herrero, Alberto Pedro
;
Nastasi, Emanuele
; …
- In:
Quantitative finance
23
(
2023
)
2
,
pp. 297-308
Persistent link: https://www.econbiz.de/10014232638
Saved in:
7
Time-varying monetary policy shocks and the dynamics of Chinese commodity prices
Lyu, Yongjian
;
Yi, Heling
;
Cao, Jin
;
Yang, Mo
- In:
Pacific-Basin finance journal
75
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013552469
Saved in:
8
Effects of the agricultural commodity and the food price volatility on economic integration : an empirical assessment
Gozgor, Giray
- In:
Empirical economics : a journal of the Institute for …
56
(
2019
)
1
,
pp. 173-202
Persistent link: https://www.econbiz.de/10012040739
Saved in:
9
Assessing the role of futures position substitutability in a monthly model of factor demand for softwood lumber
Babula, Ronald Alexander
;
Zhang, Daowei
- In:
Empirical economics : a journal of the Institute for …
56
(
2019
)
3
,
pp. 1097-1116
Persistent link: https://www.econbiz.de/10012041698
Saved in:
10
Time-varying diversification benefits of commodity futures
Demiralay, Sercan
;
Bayraci, Selcuk
;
Gaye Gencer, H.
- In:
Empirical economics : a journal of the Institute for …
56
(
2019
)
6
,
pp. 1823-1853
Persistent link: https://www.econbiz.de/10012052224
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