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subject:"Commodity derivative"
~isPartOf:"Journal of agricultural and applied economics"
~isPartOf:"Journal of banking & finance"
~subject:"Hedging"
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Commodity derivative
Hedging
Rohstoffderivat
71
USA
21
United States
21
Commodity price
20
Rohstoffpreis
20
Commodity exchange
19
Warenbörse
19
Theorie
17
Theory
17
Welt
16
World
16
Commodity market
15
Rohstoffmarkt
15
Estimation
14
Schätzung
14
Volatility
14
Volatilität
14
Capital income
12
Kapitaleinkommen
12
Risikoprämie
12
Risk premium
12
Derivat
11
Derivative
11
Option pricing theory
10
Optionspreistheorie
10
Commodities
9
Forecasting model
9
Prognoseverfahren
9
Erdöl
8
Oil price
8
Petroleum
8
Portfolio selection
8
Portfolio-Management
8
Yield curve
8
Zinsstruktur
8
Ölpreis
8
Commodity futures
7
Börsenkurs
6
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English
71
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Prokopczuk, Marcel
7
Miffre, Joëlle
5
Bianchi, Robert
4
Irwin, Scott H.
4
Fan, John Hua
3
Fernandez-Perez, Adrian
3
Fuertes, Ana María
3
Paschke, Raphael
3
Back, Janis
2
Brorsen, B. Wade
2
Daskalaki, Charoula
2
Jacobs, Kris
2
Marshall, Ben R.
2
McKenzie, Andrew M.
2
Nikitopoulos, Christina Sklibosios
2
Rallis, Georgios
2
Ronn, Ehud I.
2
Rudolf, Markus
2
Sanders, Dwight R.
2
Skiadopoulos, George
2
Tang, Ke
2
Wese Simen, Chardin
2
Yang, Jian
2
Zhang, Tingxi
2
Adams, Zeno
1
Ahmed, Shamim
1
Alizadeh-Masoodian, Amir H.
1
Arismendi Zambrano, Juan Carlos
1
Balvers, Ronald J.
1
Baquet, Alan E.
1
Basu, Devraj
1
Benth, Fred Espen
1
Bohl, Martin T.
1
Cahan, Jared M.
1
Cahan, Rochester H.
1
Casassus, Jaime
1
Chang, Eric Chieh
1
Cheng, Benjamin
1
Chiang, I-Hsuan Ethan
1
Chng, Michael T.
1
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Journal of agricultural and applied economics
Journal of banking & finance
Energy economics
270
The journal of futures markets
210
International review of financial analysis
62
Finance research letters
60
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
21
NBER working paper series
20
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
Econometric Institute research papers
16
Agricultural finance review
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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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
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:
4
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:
5
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:
6
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:
7
Does futures speculation destabilize spot prices? : new evidence for commodity markets
Bohl, Martin T.
;
Stephan, Patrick Maurice
- In:
Journal of agricultural and applied economics
45
(
2013
)
4
,
pp. 595-616
Persistent link: https://www.econbiz.de/10010207641
Saved in:
8
Extension's role in commodity marketing education : past, present, and future
Riley, John M.
- In:
Journal of agricultural and applied economics
45
(
2013
)
3
,
pp. 537-555
Persistent link: https://www.econbiz.de/10010208612
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
Factor based commodity investing
Sakkas, Athanasios
;
Tessaromatis, Nikolaos P.
- In:
Journal of banking & finance
115
(
2020
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012489156
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