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subject:"Commodity derivative"
~isPartOf:"International review of financial analysis"
~isPartOf:"Journal of international financial markets, institutions & money"
~subject:"Korrelation"
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Commodity derivative
Korrelation
Rohstoffderivat
74
Volatility
43
Volatilität
43
Welt
25
World
25
Commodity exchange
21
Warenbörse
21
Commodity market
17
Rohstoffmarkt
17
ARCH model
16
ARCH-Modell
16
Oil price
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Ölpreis
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Derivat
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Derivative
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Hedging
15
Spillover effect
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Spillover-Effekt
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Estimation
14
Portfolio selection
14
Portfolio-Management
14
Schätzung
14
Forecasting model
11
Prognoseverfahren
11
Theorie
11
Theory
11
Capital income
9
Erdöl
9
Kapitaleinkommen
9
Petroleum
9
Commodities
8
Commodity markets
8
Commodity price
8
Rohstoffpreis
8
Börsenkurs
7
China
7
Correlation
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Fung, Hung-gay
3
Lien, Da-hsiang Donald
3
Bouri, Elie
2
DeBoyrie, Maria Eugenia
2
Ding, Shusheng
2
Fang, Libing
2
Han, Liyan
2
Lau, Chi Keung
2
Lu, Xinjie
2
Ma, Feng
2
Miffre, Joëlle
2
Nguyen, Duc Khuong
2
Pavlova, Ivelina
2
Todorova, Neda
2
Vigne, Samuel A.
2
Wang, Shixuan
2
Wei, Yu
2
Zhang, Yongmin
2
Zhang, Yue-jun
2
Al-Jarrah, Idries Mohammad Wanas
1
Al-Yahyaee, Khamis Hamed
1
Alagidede, Paul
1
Ali, Faek Menla
1
Amar, Amine Ben
1
Andreasson, Pierre
1
Basu, Sankarshan
1
Bekiros, Stelios
1
Bellalah, Makram
1
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1
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1
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1
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1
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1
Bonato, Matteo
1
Brooks, Chris
1
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1
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1
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International review of financial analysis
Journal of international financial markets, institutions & money
Energy economics
271
The journal of futures markets
207
Finance research letters
60
Journal of banking & finance
53
Economic modelling
52
International review of economics & finance : IREF
47
Applied economics
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
The handbook of commodity investing
30
Research in international business and finance
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
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 risk and financial management : JRFM
12
Pacific-Basin finance journal
12
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ECONIS (ZBW)
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1
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:
2
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:
3
Commodity volatility breaks
Vivian, Andrew
;
Wohar, Mark E.
- In:
Journal of international financial markets, …
22
(
2012
)
2
,
pp. 395-422
Persistent link: https://www.econbiz.de/10009581694
Saved in:
4
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
Saved in:
5
Investor structure and the informational efficiency of commodity futures prices
Chen, Yu-Lun
;
Chang, Ya-Kai
- In:
International review of financial analysis
42
(
2015
),
pp. 358-367
Persistent link: https://www.econbiz.de/10011573530
Saved in:
6
Random sources correlations and carbon futures pricing
Feng, Ling
;
Wang, Jieyu
- In:
International review of financial analysis
86
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014248391
Saved in:
7
Commodity market based hedging against stock market risk in times of financial crisis : the case of crude oil and gold
Junttila, Juha
;
Pesonen, Juho
;
Raatikainen, Juhani
- In:
Journal of international financial markets, …
56
(
2018
),
pp. 255-280
Persistent link: https://www.econbiz.de/10011984168
Saved in:
8
Risk spillovers and hedging effectiveness between major commodities, and Islamic and conventional GCC banks
Mensi, Walid
;
Hammoudeh, Shawkat
;
Al-Jarrah, Idries …
- In:
Journal of international financial markets, …
60
(
2019
),
pp. 68-88
Persistent link: https://www.econbiz.de/10012127964
Saved in:
9
Global commodities and African stocks : a "market of one?"
Boako, Gideon
;
Alagidede, Paul
- In:
International review of financial analysis
44
(
2016
),
pp. 226-237
Persistent link: https://www.econbiz.de/10011624002
Saved in:
10
Is idiosyncratic volatility priced in commodity futures markets?
Fernandez-Perez, Adrian
;
Fuertes, Ana María
;
Miffre, …
- In:
International review of financial analysis
46
(
2016
),
pp. 219-226
Persistent link: https://www.econbiz.de/10011581812
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