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subject:"Commodity derivative"
~isPartOf:"Pacific-Basin finance journal"
~source:"econis"
~type_genre:"Article in journal"
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Commodity derivative
Rohstoffderivat
12
Volatility
7
Volatilität
7
China
5
Anlageverhalten
4
Behavioural finance
4
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4
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An, Yunbi
3
Liu, Qingfu
3
Al-Yahyaee, Khamis Hamed
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Chou, Robin K.
1
Ciner, Cetin
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1
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1
Shao, Lili
1
Sun, Zheng
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1
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Pacific-Basin finance journal
Energy economics
270
The journal of futures markets
206
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
Research in international business and finance
29
Applied financial economics
26
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
23
Journal of international money and finance
19
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
17
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
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
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
12
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
Applied economic perspectives and policy
11
Journal of the Royal Statistical Society
11
OPEC energy review
11
The IUP journal of financial risk management : IJFRM
11
Theoretical economics letters
11
Cogent economics & finance
10
International journal of finance & economics : IJFE
10
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ECONIS (ZBW)
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1
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:
2
Risk contributions of trading and non-trading hours : evidence from Chinese commodity futures markets
Liu, Qingfu
;
An, Yunbi
- In:
Pacific-Basin finance journal
30
(
2014
),
pp. 17-29
Persistent link: https://www.econbiz.de/10010495690
Saved in:
3
Asymmetric information and volatility forecasting in commodity futures markets
Liu, Qingfu
;
Wong, Ieokhou
;
An, Yunbi
;
Zhang, Jinqing
- In:
Pacific-Basin finance journal
26
(
2014
),
pp. 79-97
Persistent link: https://www.econbiz.de/10010498758
Saved in:
4
Measuring tail risk with GAS time varying copula, fat tailed GARCH model and hedging for crude oil futures
Gong, Xiao-Li
;
Liu, Xi-Hua
;
Xiong, Xiong
- In:
Pacific-Basin finance journal
55
(
2019
),
pp. 95-109
Persistent link: https://www.econbiz.de/10012169513
Saved in:
5
Energy, precious metals, and GCC stock markets : is there any risk spillover?
Al-Yahyaee, Khamis Hamed
;
Mensi, Walid
;
Sensoy, Ahmet
; …
- In:
Pacific-Basin finance journal
56
(
2019
),
pp. 45-70
Persistent link: https://www.econbiz.de/10012169554
Saved in:
6
Hedging, speculation, and risk management effect of commodity futures : Evidence from firm voluntary disclosures
Shao, Lili
;
Shao, Jun
;
Sun, Zheng
;
Xu, Huaxin
- In:
Pacific-Basin finance journal
57
(
2019
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012170566
Saved in:
7
News sentiment and jumps in energy spot and futures markets
Maslyuk-Escobedo, Svetlana
;
Rotaru, Kristian
; …
- In:
Pacific-Basin finance journal
45
(
2017
),
pp. 186-210
Persistent link: https://www.econbiz.de/10011800887
Saved in:
8
Information content of volume : an investigation of Tokyo commodity futures markets
Ciner, Cetin
- In:
Pacific-Basin finance journal
10
(
2002
)
2
,
pp. 201-215
Persistent link: https://www.econbiz.de/10001658867
Saved in:
9
The impacts of large trades by trader types on intraday futures prices : evidence from the Taiwan futures exchange
Chou, Robin K.
;
Wang, George H. K.
;
Wang, Yun-Yi
; …
- In:
Pacific-Basin finance journal
19
(
2011
)
1
,
pp. 41-70
Persistent link: https://www.econbiz.de/10009271751
Saved in:
10
An anatomy of commodity futures returns in China
Zhang, Xuan
;
Jun, Xiao
;
Zhang, Zhekai
- In:
Pacific-Basin finance journal
62
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012491768
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