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subject:"Commodity derivative"
~isPartOf:"Energy economics"
~subject:"Petroleum"
~subject:"Rohstoffderivat"
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Commodity derivative
Petroleum
Rohstoffderivat
Oil price
168
Ölpreis
168
Volatility
157
Volatilität
157
Welt
120
World
120
ARCH model
85
ARCH-Modell
85
Erdöl
83
Commodity price
79
Rohstoffpreis
79
Oil market
62
Ölmarkt
62
Estimation
57
Forecasting model
57
Prognoseverfahren
57
Schätzung
57
Commodity exchange
47
Warenbörse
47
Theorie
46
Theory
46
Derivat
42
Derivative
42
Commodity market
39
Spillover effect
39
Spillover-Effekt
39
Rohstoffmarkt
38
Crude oil
33
USA
31
United States
30
Forecast
29
Prognose
29
Time series analysis
29
Zeitreihenanalyse
29
Energiemarkt
28
Energy market
28
Hedging
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Undetermined
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English
271
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Ma, Feng
11
Uddin, Mohammed Gazi Salah
7
Kang, Sang Hoon
6
Chevallier, Julien
5
Hammoudeh, Shawkat
5
Lee, Chien-chiang
5
McAleer, Michael
5
Nguyen, Duc Khuong
5
Wei, Yu
5
Chang, Chia-Lin
4
Cortazar, Gonzalo
4
Gong, Xu
4
Irwin, Scott H.
4
Ji, Qiang
4
Kaufmann, Robert Kurt
4
Miao, Hong
4
Sadorsky, Perry A.
4
Sanders, Dwight R.
4
Tiwari, Aviral Kumar
4
Yoon, Seong-min
4
Bouri, Elie
3
Chang, Chun Ping
3
Demirer, Rıza
3
Hou, Yang
3
Hu, Yang
3
Klein, Tony
3
Luo, Jiawen
3
Manera, Matteo
3
Naeem, Muhammad Abubakr
3
Ramchander, Sanjay
3
Roubaud, David
3
Shahzad, Syed Jawad Hussain
3
Wang, Yudong
3
Weron, Rafał
3
Zhang, Yaojie
3
Alizadeh-Masoodian, Amir H.
2
Benth, Fred Espen
2
Chatrath, Arjun
2
Corbet, Shaen
2
Das, Debojyoti
2
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Energy economics
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
19
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
16
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
12
Journal of risk and financial management : JRFM
12
Pacific-Basin finance journal
12
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ECONIS (ZBW)
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Causality between market liquidity and depth for energy and grains
Sari, Ramazan
;
Hammoudeh, Shawkat
;
Chang, Chia-Lin
; …
- In:
Energy economics
34
(
2012
)
5
,
pp. 1683-1692
Persistent link: https://www.econbiz.de/10009687959
Saved in:
2
The stochastic seasonal behavior of energy commodity convenience yields
García Mirantes, Andrés
;
Población, Javier
;
Serna, …
- In:
Energy economics
40
(
2013
),
pp. 155-166
Persistent link: https://www.econbiz.de/10010349595
Saved in:
3
The asymmetric return-volatility relationship of commodity prices
Baur, Dirk G.
;
Dimpfl, Thomas
- In:
Energy economics
76
(
2018
),
pp. 378-387
Persistent link: https://www.econbiz.de/10011976677
Saved in:
4
Analyzing the time-frequency lead-lag relationship between oil and agricultural commodities
Tiwari, Aviral Kumar
;
Khalfaoui, Rabeh
;
Solarin Sakiru …
- In:
Energy economics
76
(
2018
),
pp. 470-494
Persistent link: https://www.econbiz.de/10011976711
Saved in:
5
Pricing of forwards and other derivatives in cointegrated commodity markets
Benth, Fred Espen
;
Koekebakker, Steen
- In:
Energy economics
52
(
2015
)
1
,
pp. 104-117
Persistent link: https://www.econbiz.de/10011568135
Saved in:
6
Introduction to the special issue on recent developments in energy commodities markets
D'Ecclesia, Rita L.
- In:
Energy economics
53
(
2016
),
pp. 1-4
Persistent link: https://www.econbiz.de/10011660418
Saved in:
7
On the dynamic dependence between equity markets, commodity futures and economic uncertainty indexes
Berger, Theo
;
Uddin, Mohammed Gazi Salah
- In:
Energy economics
56
(
2016
),
pp. 374-383
Persistent link: https://www.econbiz.de/10011664267
Saved in:
8
Expected commodity returns and pricing models
Cortazar, Gonzalo
;
Kovacevic, Ivo
;
Schwartz, Eduardo S.
- In:
Energy economics
49
(
2015
),
pp. 60-71
Persistent link: https://www.econbiz.de/10011536656
Saved in:
9
Dynamic spillovers among major energy and cereal commodity prices
Mensi, Walid
;
Hammoudeh, Shawkat
;
Nguyen, Duc Khuong
; …
- In:
Energy economics
43
(
2014
),
pp. 225-243
Persistent link: https://www.econbiz.de/10010504821
Saved in:
10
Tail events : a new approach to understanding extreme energy commodity prices
Koch, Nikolas
- In:
Energy economics
43
(
2014
),
pp. 195-205
Persistent link: https://www.econbiz.de/10010504824
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