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subject:"Commodity derivative"
~isPartOf:"Finance research letters"
~subject:"Volatility"
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Commodity derivative
Volatility
Rohstoffderivat
60
Volatilität
29
Oil price
26
Ölpreis
26
Welt
24
World
24
Commodity market
19
Rohstoffmarkt
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Erdöl
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Rohstoffpreis
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Derivat
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Derivative
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Coronavirus
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Hedging
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Kapitaleinkommen
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Theorie
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Ji, Qiang
4
Goodell, John W.
3
Zhang, Dayong
3
Corbet, Shaen
2
Luo, Xingguo
2
Six, Pierre
2
Sun, Xiaolei
2
Todorova, Neda
2
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2
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2
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2
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1
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1
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1
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1
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1
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1
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1
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1
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1
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Cuñado Eizaguirre, Juncal
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Finance research letters
Energy economics
282
The journal of futures markets
208
International review of financial analysis
63
Applied economics
53
Economic modelling
53
Journal of banking & finance
53
International review of economics & finance : IREF
52
American journal of agricultural economics
50
Journal of commodity markets
44
The energy journal
44
Applied economics letters
42
Working paper
41
International Journal of Energy Economics and Policy : IJEEP
39
Research in international business and finance
29
The handbook of commodity investing
29
Applied financial economics
28
Diskussionspapier / Lehrstuhl für Wirtschaftsethik, Martin-Luther-Universität Halle-Wittenberg
28
Working paper / National Bureau of Economic Research, Inc.
27
Journal of international money and finance
26
NBER working paper series
25
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
23
NBER Working Paper
22
The journal of alternative investments
20
The North American journal of economics and finance : a journal of financial economics studies
19
IMF working papers
18
Journal of agricultural and applied economics
18
Discussion paper / Centre for Economic Policy Research
17
Econometric Institute research papers
17
Agricultural economics : the journal of the International Association of Agricultural Economists
16
Journal of empirical finance
16
Agricultural finance review
15
Quantitative finance
15
The European journal of finance
15
European review of agricultural economics : ERAE
14
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
13
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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
Applied economic perspectives and policy
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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
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:
3
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:
4
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:
5
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:
6
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
Saved in:
7
Does Bitcoin hedge crude oil implied volatility and structural shocks? : a comparison with gold, commodity and the US Dollar
Das, Debojyoti
;
Le Roux, Corlise L.
;
Jana, R. K.
; …
- In:
Finance research letters
36
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012483345
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8
Commodity market exposure to energy-firm distress : evidence from the Colonial Pipeline ransomware attack
Goodell, John W.
;
Corbet, Shaen
- In:
Finance research letters
51
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014304854
Saved in:
9
Fear in commodity return prediction
Cao, Zhen
;
Han, Liyan
;
Wei, Xinbei
;
Zhang, Qunzi
- In:
Finance research letters
46
(
2022
)
2
,
pp. 1-13
Persistent link: https://www.econbiz.de/10013342809
Saved in:
10
A comparison of the convenience yield and interest-adjusted basis
Fouquau, Julien
;
Six, Pierre
- In:
Finance research letters
14
(
2015
),
pp. 142-149
Persistent link: https://www.econbiz.de/10011552697
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