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subject:"Commodity derivative"
~isPartOf:"Applied economics"
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Commodity derivative
Oil price
Rohstoffderivat
46
Commodity price
25
Rohstoffpreis
25
Volatility
25
Volatilität
25
Estimation
20
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Theorie
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García, Philip
5
Irwin, Scott H.
3
Etienne, Xiaoli Liao
2
Fernandez-Perez, Adrian
2
Frijns, Bart
2
Goutte, Stéphane
2
Indriawan, Ivan
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Luo, Jiawen
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Pal, Debdatta
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Zhu, Huiming
2
Abid, Ilyes
1
Aiube, Fernando Antônio Lucena
1
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1
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Alizadeh-Masoodian, Amir H.
1
An, Sufang
1
Anderson, David P.
1
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1
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1
Babalos, Vassilios
1
Boroumand, Raphaël Homayoun
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Chaudhuri, Kausik
1
Chelley-Steeley, Patricia L.
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Chen, Langnan
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Chung, Richard
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1
Gao, Xiangyun
1
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Applied economics
Energy economics
289
The journal of futures markets
208
International review of financial analysis
62
Finance research letters
61
Journal of banking & finance
53
Economic modelling
52
International review of economics & finance : IREF
47
The energy journal
47
Journal of commodity markets
45
American journal of agricultural economics
41
International Journal of Energy Economics and Policy : IJEEP
40
Applied economics letters
39
Working paper
39
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
Journal of international money and finance
22
NBER working paper series
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Working paper / National Bureau of Economic Research, Inc.
22
Journal of agricultural and applied economics
18
NBER Working Paper
18
The North American journal of economics and finance : a journal of financial economics studies
18
Econometric Institute research papers
17
The journal of alternative investments
17
Agricultural finance review
15
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
15
Journal of empirical finance
15
OPEC energy review
15
Quantitative finance
15
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
15
Agricultural economics : the journal of the International Association of Agricultural Economists
14
European review of agricultural economics : ERAE
14
IMF working papers
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The European journal of finance
13
The review of financial studies
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Finance India : the quarterly journal of Indian Institute of Finance
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Journal of international financial markets, institutions & money
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On the comparison of Schwartz and Smith's two- and three-factor models on commodity prices
Aiube, Fernando Antônio Lucena
;
Samanez, Carlos P.
- In:
Applied economics
46
(
2014
)
28/30
,
pp. 3736-3749
Persistent link: https://www.econbiz.de/10010419938
Saved in:
2
Relative scarcity and convenience yield : evidence from non-ferrous metals
Omura, Akihiro
;
Chung, Richard
;
Todorova, Neda
;
Li, Bin
- In:
Applied economics
48
(
2016
)
55/57
,
pp. 5605-5624
Persistent link: https://www.econbiz.de/10011742083
Saved in:
3
A common factor of stochastic volatilities between oil and commodity prices
Lee, Eunhee
;
Han, Doo Bong
;
Nayga, Rodolfo M.
- In:
Applied economics
49
(
2017
)
22
,
pp. 2203-2215
Persistent link: https://www.econbiz.de/10011817276
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4
Precious metals, oil and the exchange rate : contemporaneous spillovers
Fernandez-Perez, Adrian
;
Frijns, Bart
;
Tourani Rad, Alireza
- In:
Applied economics
49
(
2017
)
38
,
pp. 3863-3879
Persistent link: https://www.econbiz.de/10011819949
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5
Long-run prices of primary commodities and oil prices
Chaudhuri, Kausik
- In:
Applied economics
33
(
2001
)
4
,
pp. 531-538
Persistent link: https://www.econbiz.de/10001573261
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6
Speculation and corn prices
Etienne, Xiaoli Liao
;
Irwin, Scott H.
;
García, Philip
- In:
Applied economics
50
(
2018
)
44
,
pp. 4724-4744
Persistent link: https://www.econbiz.de/10012061614
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7
Estimating multi-period value at risk of oil futures prices
Zhou, Chunyang
;
Qin, Xiao
;
Diao, Xundi
;
He, Yingchen
- In:
Applied economics
48
(
2016
)
31/33
,
pp. 2994-3004
Persistent link: https://www.econbiz.de/10011615344
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8
Testing for weak-form efficiency of crude palm oil spot and future markets : new evidence from a GARCH unit root test with multiple structural breaks
Hooi Hooi Lean
;
Smyth, Russell
- In:
Applied economics
47
(
2015
)
16/18
,
pp. 1710-1721
Persistent link: https://www.econbiz.de/10010511983
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9
Testing the efficiency of the futures market for crude oil in the presence of a structural break
Stevens, Jason
;
Lamirande, P. de
- In:
Applied economics
46
(
2014
)
31/33
,
pp. 4053-4059
Persistent link: https://www.econbiz.de/10010421854
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10
Forecasting realized volatility of crude oil futures with equity market uncertainty
Wen, Fenghua
;
Zhao, Yupei
;
Zhang, Minzhi
;
Hu, Chunyang
- In:
Applied economics
51
(
2019
)
59
,
pp. 6411-6427
Persistent link: https://www.econbiz.de/10012197349
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