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subject:"Commodity derivative"
~isPartOf:"Finance research letters"
~isPartOf:"Finance India : the quarterly journal of Indian Institute of Finance"
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Commodity derivative
Rohstoffderivat
72
Volatility
34
Volatilität
34
Oil price
28
Ölpreis
28
Commodity market
25
Rohstoffmarkt
25
Welt
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World
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Commodity exchange
21
Warenbörse
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Erdöl
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Petroleum
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Commodity price
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Rohstoffpreis
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ARCH model
16
ARCH-Modell
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Estimation
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Schätzung
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China
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Derivative
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Theory
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Oil market
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Ölmarkt
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Coronavirus
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India
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Ji, Qiang
4
Goodell, John W.
3
Zhang, Dayong
3
Corbet, Shaen
2
Luo, Xingguo
2
Six, Pierre
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Sun, Xiaolei
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1
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1
Bagnarosa, Guillaume
1
Balcilar, Mehmet
1
Banerjee, Ameet Kumar
1
Bassène, Théophile
1
Bouri, Elie
1
Cao, Zhen
1
Chang, Tsangyao
1
Chang, Yung Ting
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Chatnani, Niti Nandini
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Cuñado Eizaguirre, Juncal
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1
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Finance research letters
Finance India : the quarterly journal of Indian Institute of Finance
Energy economics
270
The journal of futures markets
207
International review of financial analysis
62
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
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
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
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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1
The relationship between commodity markets and commodity mutual funds : a wavelet-based analysis
Antonakakis, Nikolaos
;
Chang, Tsangyao
;
Cuñado …
- In:
Finance research letters
24
(
2018
),
pp. 1-9
Persistent link: https://www.econbiz.de/10011982439
Saved in:
2
Impact of Indian commodity futures on price discovery, volatility spill-over, systematic risk and wholesale price index
Kakati, Rinalini P.
- In:
Finance India : the quarterly journal of Indian …
28
(
2014
)
4
,
pp. 1313-1334
Persistent link: https://www.econbiz.de/10010495217
Saved in:
3
Volatility in commodity market
Kumar, Narender
;
Arora, Sunita
- In:
Finance India : the quarterly journal of Indian …
28
(
2014
)
4
,
pp. 1213-1228
Persistent link: https://www.econbiz.de/10010495235
Saved in:
4
Commodity price volatility & time varying hedge ratios : evidence from notional commodity futures indices of India
Kumar, Santhosh
;
Lagesh, M. A.
- In:
Finance India : the quarterly journal of Indian …
28
(
2014
)
2
,
pp. 515-528
Persistent link: https://www.econbiz.de/10010421800
Saved in:
5
Does institutional trading drive commodities prices away from their fundamentals : evidence from a nonparametric causality-in-quantiles test
Babalos, Vassilios
;
Balcilar, Mehmet
- In:
Finance research letters
21
(
2017
),
pp. 126-131
Persistent link: https://www.econbiz.de/10011807522
Saved in:
6
How do bond, equity and commodity cycles interact?
Narayan, Paresh Kumar
;
Thuraisamy, Kannan Sivananthan
; …
- In:
Finance research letters
21
(
2017
),
pp. 151-156
Persistent link: https://www.econbiz.de/10011807742
Saved in:
7
Marginal speculation and hedging in commodity markets
Ulusoy, Veysel
;
Onbirler, Özgür Ünal
- In:
Finance research letters
23
(
2017
),
pp. 269-282
Persistent link: https://www.econbiz.de/10011808416
Saved in:
8
Price volatility spillovers in commodities market : an analytical study of selected commodities
Pillai, Raji
;
Lokanadha Reddy M
- In:
Finance India : the quarterly journal of Indian …
36
(
2022
)
3
,
pp. 971-982
Persistent link: https://www.econbiz.de/10013477560
Saved in:
9
Dynamic co-movement in major commodity markets during crisis periods : a wavelet local multiple correlation analysis
Bouri, Elie
;
Nekhili, Ramzi
;
Todorova, Neda
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-10
Persistent link: https://www.econbiz.de/10014473528
Saved in:
10
Commodity financialisation and price co-movement : lessons from two centuries of evidence
Zaremba, Adam
;
Umar, Zaghum
;
Mikutowski, Mateusz
- In:
Finance research letters
38
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012490185
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