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subject:"Commodity derivative"
~isPartOf:"International review of financial analysis"
~isPartOf:"Journal of banking & finance"
~subject:"Commodity exchange"
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Commodity derivative
Commodity exchange
Rohstoffderivat
115
Volatility
45
Volatilität
45
Warenbörse
36
Welt
36
World
36
Commodity market
25
Derivat
25
Derivative
25
Rohstoffmarkt
25
Commodity price
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Hedging
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Theorie
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Oil price
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Kapitaleinkommen
18
Commodities
16
Forecasting model
16
Prognoseverfahren
16
Erdöl
15
Petroleum
15
Risikoprämie
15
Risk premium
15
ARCH model
13
ARCH-Modell
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Commodity futures
13
Option pricing theory
12
Optionspreistheorie
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Börsenkurs
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115
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Miffre, Joëlle
7
Prokopczuk, Marcel
7
Bianchi, Robert
5
Fan, John Hua
4
Fernandez-Perez, Adrian
4
Fuertes, Ana María
4
Lien, Da-hsiang Donald
4
Paschke, Raphael
3
Back, Janis
2
Bouri, Elie
2
Daskalaki, Charoula
2
DeBoyrie, Maria Eugenia
2
Ding, Shusheng
2
Fang, Libing
2
Han, Liyan
2
Jacobs, Kris
2
Lu, Xinjie
2
Ma, Feng
2
Marshall, Ben R.
2
Narayan, Paresh Kumar
2
Nguyen, Duc Khuong
2
Nikitopoulos, Christina Sklibosios
2
Pavlova, Ivelina
2
Rallis, Georgios
2
Ronn, Ehud I.
2
Rudolf, Markus
2
Sharma, Susan Sunila
2
Skiadopoulos, George
2
Tang, Ke
2
Tse, Yiuman
2
Wang, Shixuan
2
Wese Simen, Chardin
2
Zhang, Tingxi
2
Zhang, Yongmin
2
Zhang, Yue-jun
2
Adams, Zeno
1
Ahmed, Shamim
1
Alagidede, Paul
1
Ali, Faek Menla
1
Alizadeh-Masoodian, Amir H.
1
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International review of financial analysis
Journal of banking & finance
Energy economics
270
The journal of futures markets
207
Finance research letters
60
Economic modelling
52
Applied economics
46
International review of economics & finance : IREF
46
Journal of commodity markets
44
The energy journal
44
American journal of agricultural economics
41
Applied economics letters
39
International Journal of Energy Economics and Policy : IJEEP
38
Working paper
37
The handbook of commodity investing
30
Research in international business and finance
29
Applied financial economics
28
Diskussionspapier / Lehrstuhl für Wirtschaftsethik, Martin-Luther-Universität Halle-Wittenberg
28
Working paper / National Bureau of Economic Research, Inc.
24
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
23
NBER working paper series
23
Journal of international money and finance
20
NBER Working Paper
20
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
Agricultural finance review
15
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
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ECONIS (ZBW)
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1
Equilibrium commodity prices with irreversible investment and non-linear technologies
Casassus, Jaime
;
Collin-Dufresne, Pierre
;
Routledge, …
- In:
Journal of banking & finance
95
(
2018
),
pp. 128-147
Persistent link: https://www.econbiz.de/10011966725
Saved in:
2
Financialization in commodity markets : a passing trend or the new normal?
Adams, Zeno
;
Glück, Thorsten
- In:
Journal of banking & finance
60
(
2015
),
pp. 93-111
Persistent link: https://www.econbiz.de/10011544903
Saved in:
3
Impact of speculation and economic uncertainty on commodity markets
Andreasson, Pierre
;
Bekiros, Stelios
;
Nguyen, Duc Khuong
; …
- In:
International review of financial analysis
43
(
2016
),
pp. 115-127
Persistent link: https://www.econbiz.de/10011623721
Saved in:
4
Do long-short speculators destabilize commodity futures markets?
Miffre, Joëlle
;
Brooks, Chris
- In:
International review of financial analysis
30
(
2013
),
pp. 230-240
Persistent link: https://www.econbiz.de/10010460310
Saved in:
5
A two-factor cointegrated commodity price model with an application to spread option pricing
Farkas, Walter
;
Gourier, Elise
;
Huitema, Robert
; …
- In:
Journal of banking & finance
77
(
2017
),
pp. 249-268
Persistent link: https://www.econbiz.de/10011814773
Saved in:
6
The skewness of commodity futures returns
Fernandez-Perez, Adrian
;
Frijns, Bart
;
Fuertes, Ana María
- In:
Journal of banking & finance
86
(
2018
),
pp. 127-142
Persistent link: https://www.econbiz.de/10011962440
Saved in:
7
No-arbitrage conditions for storable commodities and the modeling of futures term structures
Liu, Peng
;
Tang, Ke
- In:
Journal of banking & finance
34
(
2010
)
7
,
pp. 1675-1687
Persistent link: https://www.econbiz.de/10008649412
Saved in:
8
Commodity derivatives valuation with autoregressive and moving average components in the price dynamics
Paschke, Raphael
;
Prokopczuk, Marcel
- In:
Journal of banking & finance
34
(
2010
)
11
,
pp. 2742-2752
Persistent link: https://www.econbiz.de/10008858840
Saved in:
9
An analysis of commodity markets : what gain for investors?
Narayan, Paresh Kumar
;
Narayan, Seema
;
Sharma, Susan Sunila
- In:
Journal of banking & finance
37
(
2013
)
10
,
pp. 3878-3889
Persistent link: https://www.econbiz.de/10010127429
Saved in:
10
Co-movement between commodity and equity markets revisited - an application of the Thick Pen method
Wadud, Sania
;
Gronwald, Marc
;
Durand, Robert B.
;
Lee, …
- In:
International review of financial analysis
87
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014456370
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