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subject:"Commodity derivative"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of international money and finance"
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Commodity derivative
Rohstoffderivat
73
Commodity price
54
Rohstoffpreis
54
Welt
41
World
41
Commodity market
30
Rohstoffmarkt
30
Estimation
28
Schätzung
28
Volatility
26
Volatilität
26
Theorie
25
Theory
25
Commodity exchange
23
Warenbörse
23
Oil price
17
Ölpreis
16
Capital income
15
Kapitaleinkommen
15
Risikoprämie
15
Risk premium
15
Commodity prices
14
Hedging
14
Commodities
13
Derivat
13
Derivative
13
Forecasting model
13
Prognoseverfahren
13
USA
12
United States
12
Erdöl
10
Option pricing theory
10
Optionspreistheorie
10
Petroleum
10
Commodity futures
9
Exchange rate
9
Portfolio selection
9
Portfolio-Management
9
Wechselkurs
9
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English
73
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Prokopczuk, Marcel
8
Miffre, Joëlle
5
Bianchi, Robert
4
Fan, John Hua
3
Fernandez-Perez, Adrian
3
Fuertes, Ana María
3
Paschke, Raphael
3
Back, Janis
2
Daskalaki, Charoula
2
Jacobs, Kris
2
Marshall, Ben R.
2
Nikitopoulos, Christina Sklibosios
2
Rallis, Georgios
2
Ronn, Ehud I.
2
Rudolf, Markus
2
Skiadopoulos, George
2
Symeonidis, Lazaros
2
Tang, Ke
2
Wese Simen, Chardin
2
Zhang, Tingxi
2
Adams, Zeno
1
Ahmed, Shamim
1
Al-Titi, Omar
1
Alexander, Carol
1
Alizadeh-Masoodian, Amir H.
1
Alzahrani, Mohammed
1
An, Yunbi
1
Arismendi Zambrano, Juan Carlos
1
Balvers, Ronald J.
1
Basu, Devraj
1
Benninga, Simon
1
Benth, Fred Espen
1
Bicchetti, David
1
Bonnier, Jean-Baptiste
1
Buyuksahin, Bahattin
1
Cahan, Jared M.
1
Cahan, Rochester H.
1
Casassus, Jaime
1
Chang, Eric Chieh
1
Charlot, Philippe
1
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Journal of banking & finance
Journal of international money and finance
Energy economics
270
The journal of futures markets
207
International review of financial analysis
62
Finance research letters
60
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
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
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
Pacific-Basin finance journal
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ECONIS (ZBW)
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1
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:
2
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:
3
The role of market expectations in commodity price dynamics : evidence from oil data
Jin, Xin
- In:
Journal of international money and finance
90
(
2019
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012132906
Saved in:
4
Price discovery in commodity futures and cash markets with heterogeneous agents
Van Huellen, Sophie
- In:
Journal of international money and finance
95
(
2019
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012135182
Saved in:
5
Analyzing the impacts of foreign exchange and oil price on biofuel commodity futures
Chiang, Shu-Mei
;
Chen, Chun-Da
;
Huang, Chien-Ming
- In:
Journal of international money and finance
96
(
2019
),
pp. 37-48
Persistent link: https://www.econbiz.de/10012139604
Saved in:
6
Volatility risk premia and future commodity returns
Ornelas, José Renato Haas
;
Mauad, Roberto Baltieri
- In:
Journal of international money and finance
96
(
2019
),
pp. 341-360
Persistent link: https://www.econbiz.de/10012139839
Saved in:
7
The economic drivers of commodity market volatility
Prokopczuk, Marcel
;
Stancu, Andrei
;
Symeonidis, Lazaros
- In:
Journal of international money and finance
98
(
2019
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012140078
Saved in:
8
A two-factor cointegrated commodity price model with an application to spread option pricing
Farkas, Walter
;
Gourier, Elise
;
Huitema, Robert
; …
- In:
Journal of banking & finance
77
(
2017
),
pp. 249-268
Persistent link: https://www.econbiz.de/10011814773
Saved in:
9
The skewness of commodity futures returns
Fernandez-Perez, Adrian
;
Frijns, Bart
;
Fuertes, Ana María
- In:
Journal of banking & finance
86
(
2018
),
pp. 127-142
Persistent link: https://www.econbiz.de/10011962440
Saved in:
10
No-arbitrage conditions for storable commodities and the modeling of futures term structures
Liu, Peng
;
Tang, Ke
- In:
Journal of banking & finance
34
(
2010
)
7
,
pp. 1675-1687
Persistent link: https://www.econbiz.de/10008649412
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