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subject:"Commodity derivative"
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Commodity derivative
Rohstoffderivat
1,163
Commodity price
664
Rohstoffpreis
660
Volatility
610
Volatilität
609
Welt
565
World
565
Oil price
412
Ölpreis
411
Commodity exchange
343
Warenbörse
343
Rohstoffmarkt
339
Commodity market
335
Theorie
335
Theory
335
Estimation
324
Schätzung
323
Derivat
240
Derivative
240
Erdöl
217
Petroleum
217
Renewable resources
208
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205
Prognoseverfahren
205
ARCH model
203
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203
Hedging
172
Erneuerbare Ressourcen
164
Oil market
140
Ölmarkt
140
China
139
Börsenkurs
133
Share price
133
Spillover effect
131
Spillover-Effekt
130
Capital income
120
Kapitaleinkommen
120
Portfolio selection
118
Portfolio-Management
118
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1,262
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57
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Ma, Feng
27
Irwin, Scott H.
14
Ji, Qiang
14
Kang, Sang Hoon
14
Bouri, Elie
13
Todorova, Neda
12
Wei, Yu
12
Prokopczuk, Marcel
11
Uddin, Mohammed Gazi Salah
10
Zhang, Yaojie
10
Miffre, Joëlle
9
Fernandez-Perez, Adrian
8
Gong, Xu
8
Luo, Jiawen
8
Sanders, Dwight R.
8
Xiong, Wei
8
Bohl, Martin T.
7
Chevallier, Julien
7
Fan, John Hua
7
Fuertes, Ana María
7
García, Philip
7
Gupta, Rangan
7
Han, Liyan
7
Lu, Xinjie
7
Tiwari, Aviral Kumar
7
Wang, Yudong
7
Xiong, Tao
7
Zaremba, Adam
7
Zhang, Yue-jun
7
Benth, Fred Espen
6
Cortazar, Gonzalo
6
Etienne, Xiaoli Liao
6
Liang, Chao
6
Liu, Jing
6
Liu, Zhenya
6
Mensi, Walid
6
Mikutowski, Mateusz
6
Power, Gabriel J.
6
Roubaud, David
6
Xu, Xiaojie
6
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OECD
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Energy economics
191
The journal of futures markets
57
Finance research letters
56
International review of financial analysis
54
Journal of commodity markets
43
International review of economics & finance : IREF
34
Applied economics
32
Economic modelling
30
Journal of banking & finance
28
Research in international business and finance
26
The energy journal
20
Applied economics letters
17
The North American journal of economics and finance : a journal of financial economics studies
16
Quantitative finance
13
Journal of empirical finance
12
Working paper / National Bureau of Economic Research, Inc.
12
American journal of agricultural economics
10
Discussion paper / Centre for Economic Policy Research
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
International journal of forecasting
9
Journal of international money and finance
9
The journal of energy markets
9
Theoretical economics letters
9
International journal of finance & economics : IJFE
8
Journal of international financial markets, institutions & money
8
Pacific-Basin finance journal
8
Financial modeling and risk management of energy and environmental instruments and derivates
7
Journal of forecasting
7
Annals of finance
6
Economics letters
6
Global finance journal
6
IIMB management review
6
Review of quantitative finance and accounting
6
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
6
The review of financial studies
6
Agricultural finance review
5
Applied economic perspectives and policy
5
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
5
Emerging markets, finance and trade : EMFT
5
Global business review
5
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ECONIS (ZBW)
1,163
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1
Approximation for convenience yield with mean-reverting commodity price
Zhao, Qiang
;
Gu, Guiding
- In:
Journal of mathematical finance
5
(
2015
)
3
,
pp. 233-242
Persistent link: https://www.econbiz.de/10011438485
Saved in:
2
Dynamic speculation and hedging in commodity futures markets with a stochastic convenience yield
Mellios, Constantin
;
Six, Pierre
;
Anh Ngoc Lai
- In:
European journal of operational research : EJOR
250
(
2016
)
2
,
pp. 493-504
Persistent link: https://www.econbiz.de/10011441684
Saved in:
3
Commodity spot and futures prices under supply, demand, and financial trading : single input-output model
Nakajima, Katsushi
- In:
Asia Pacific financial markets
27
(
2020
)
1
,
pp. 35-59
Persistent link: https://www.econbiz.de/10012222371
Saved in:
4
Speculation in commodity futures markets, inventories and the price of crude oil
Byun, Sung Je
- In:
The energy journal
38
(
2017
)
5
,
pp. 93-113
Persistent link: https://www.econbiz.de/10011791800
Saved in:
5
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:
6
Financial investments and commodity prices
Liu, Peng
;
Qiu, Zhigang
;
Xu, David Xiaoyu
- In:
International review of finance : the official journal …
22
(
2022
)
4
,
pp. 637-661
Persistent link: https://www.econbiz.de/10013472702
Saved in:
7
Impact of macroeconomic indicators on commodity futures
Kirithiga, S.
;
Thiyagarajan, S.
;
Naresh, G.
- In:
International journal of business innovation and research
18
(
2019
)
3
,
pp. 279-292
Persistent link: https://www.econbiz.de/10012024742
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8
Does speculation Granger cause return in Chinese commodity markets?
Hu, Weigang
;
Feng, Yun
- In:
Applied economics letters
23
(
2016
)
4/6
,
pp. 294-297
Persistent link: https://www.econbiz.de/10011430469
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9
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:
10
Commodity derivative valuation under a factor model with time-varying market prices of risk
García Mirantes, Andrés
;
Población, Javier
;
Serna, …
- In:
Review of derivatives research
18
(
2015
)
1
,
pp. 75-93
Persistent link: https://www.econbiz.de/10011414114
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