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isPartOf:"Canadian journal of agricultural economics : CJAE"
~isPartOf:"Energy economics"
~isPartOf:"Journal of financial markets"
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Search: subject_exact:"Index derivative"
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Index derivative
16
Indexderivat
16
Capital income
6
Kapitaleinkommen
6
Volatility
6
Volatilität
6
Investment Fund
5
Investmentfonds
5
Portfolio selection
5
Portfolio-Management
5
Commodity derivative
4
Rohstoffderivat
4
Spillover effect
4
Spillover-Effekt
4
USA
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United States
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ETF
3
Exchange-traded funds
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Hedging
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Welt
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World
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ARCH model
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ARCH-Modell
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Börsenkurs
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Coronavirus
2
Erdölindustrie
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Exchange-traded fund
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Liquidity
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Liquidität
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Oil industry
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Oil price
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Risikomanagement
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Risk management
2
Share price
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Ölpreis
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2004-2008
1
Agrarmarkt
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Agricultural market
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English
16
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Bouri, Elie
2
Agapova, Anna
1
Alexopoulos, Thomas A.
1
Broman, Markus S.
1
Chang, Chia-Lin
1
Chincarini, Ludwig Boris
1
Cummins, Mark
1
El Kalak, Izidin
1
Hernandez, Jose Arreola
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Irwin, Scott H.
1
Ivanov, Ivan T.
1
Kang, Sang Hoon
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Kearney, Fearghal
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Lachance, Marie-Eve
1
Lenkey, Stephen L.
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Leung, Woon Sau
1
Liu, Chia-Ping
1
Lucey, Brian M.
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Mason, Joseph R.
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McAleer, Michael
1
McIver, Ron
1
Moneta, Fabio
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Murphy, Finbarr
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Naeem, Muhammad Abubakr
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Nekhili, Ramzi
1
Rhodes, Meredith E.
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Sadorsky, Perry A.
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Sanders, Dwight R.
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Sherrill, D. Eli
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Sitara Karim
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Stark, Jeffrey R.
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Xu, Yahua
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Canadian journal of agricultural economics : CJAE
Energy economics
Journal of financial markets
Diskussionspapier / Lehrstuhl für Wirtschaftsethik, Martin-Luther-Universität Halle-Wittenberg
20
The journal of investing
20
International review of financial analysis
19
The journal of trading
18
The review of financial studies
16
Financial services review : the journal of individual financial management
15
Finance research letters
14
The journal of futures markets
14
Applied economics
13
Journal of banking & finance
13
The journal of asset management
13
Applied economics letters
12
NBER working paper series
12
Journal of risk and financial management : JRFM
11
The North American journal of economics and finance : a journal of financial economics studies
11
Global finance journal
10
Journal of investment management : JOIM
10
Managerial finance
10
The journal of alternative investments
10
Working paper / National Bureau of Economic Research, Inc.
10
International review of economics & finance : IREF
9
NBER Working Paper
9
Pacific-Basin finance journal
9
Investment management and financial innovations
8
Research paper series / Swiss Finance Institute
8
The journal of portfolio management : a publication of Institutional Investor
8
Corporate finance : Finanzierung, Kapitalmarkt, Bewertung, Mergers & Acquisitions
7
Econometric Institute research papers
7
Journal of financial economics
7
The financial review : the official publication of the Eastern Finance Association
7
Applied financial economics
6
Bloomberg financial series
6
Discussion paper / Centre for Economic Policy Research
6
European financial management : the journal of the European Financial Management Association
6
Journal of financial and quantitative analysis : JFQA
6
Journal of international financial markets, institutions & money
6
Review of Pacific Basin financial markets and policies
6
Schriftenreihe Finanzmanagement
6
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ECONIS (ZBW)
16
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1
COVID-induced sentiment and the intraday volatility spillovers between energy and other ETFs
Naeem, Muhammad Abubakr
;
Sitara Karim
;
Yarovaya, Larisa
; …
- In:
Energy economics
122
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014440746
Saved in:
2
Higher-order moments and co-moments' contribution to spillover analysis and portfolio risk management
Nekhili, Ramzi
;
Bouri, Elie
- In:
Energy economics
119
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014285019
Saved in:
3
The Bank of Japan's equity purchases and stock illiquidity
El Kalak, Izidin
;
Leung, Woon Sau
;
Takahashi, Hidenori
; …
- In:
Journal of financial markets
63
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014278627
Saved in:
4
ETF ownership and firm-specific information in corporate bond returns
Rhodes, Meredith E.
;
Mason, Joseph R.
- In:
Journal of financial markets
63
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014278631
Saved in:
5
The asymmetric relationship between returns and implied higher moments : evidence from the crude oil market
Zhang, Xinxin
;
Bouri, Elie
;
Xu, Yahua
;
Zhang, Gongqiu
- In:
Energy economics
109
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013283886
Saved in:
6
Frequency spillovers, connectedness, and the hedging effectiveness of oil and gold for US sector ETFs
Kang, Sang Hoon
;
Hernandez, Jose Arreola
;
Sadorsky, Perry A.
- In:
Energy economics
99
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012939407
Saved in:
7
ETFs' high overnight returns : the early liquidity provider gets the worm
Lachance, Marie-Eve
- In:
Journal of financial markets
52
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013266269
Saved in:
8
The challenges of oil investing : contango and the financialization of commodities
Chincarini, Ludwig Boris
;
Moneta, Fabio
- In:
Energy economics
102
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013162184
Saved in:
9
ETF use among actively managed mutual fund portfolios
Sherrill, D. Eli
;
Shirley, Sara E.
;
Stark, Jeffrey R.
- In:
Journal of financial markets
51
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013536290
Saved in:
10
Volatility spillovers for spot, futures, and ETF prices in agriculture and energy
Chang, Chia-Lin
;
Liu, Chia-Ping
;
McAleer, Michael
- In:
Energy economics
81
(
2019
),
pp. 779-792
Persistent link: https://www.econbiz.de/10012172983
Saved in:
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