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isPartOf:"Journal of applied econometrics"
~isPartOf:"Applied economics letters"
~isPartOf:"Econometric Institute research papers"
~isPartOf:"The handbook of commodity investing"
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Search: subject_exact:"Commodity derivative"
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Commodity derivative
92
Rohstoffderivat
92
Volatility
33
Volatilität
33
Estimation
22
Schätzung
22
Commodity price
19
Rohstoffpreis
19
Oil price
18
Welt
18
World
18
Ölpreis
18
ARCH model
15
ARCH-Modell
15
Commodity exchange
14
Theorie
14
Theory
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Warenbörse
14
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Commodity market
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13
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United States
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Anlageverhalten
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Börsenkurs
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Index futures
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Index-Futures
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Derivat
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Derivative
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Spillover effect
8
Spillover-Effekt
8
Spot market
8
Spotmarkt
8
Time series analysis
8
Zeitreihenanalyse
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92
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McAleer, Michael
15
Chang, Chia-Lin
10
Tansuchat, Roengchai
6
Chevallier, Julien
3
Füss, Roland
3
Hooi Hooi Lean
3
Ielpo, Florian
3
Kaiser, Dieter G.
3
Wong, Wing Keung
3
Baldi, Lucia
2
Hamori, Shigeyuki
2
Holt, Matthew T.
2
Peri, Massimo
2
Power, Gabriel J.
2
Roengchai Tansuchat
2
Stevens, Jason
2
Acharya, Ram N.
1
Adams, Zeno
1
Alexander, Carol
1
Ali, Paul U.
1
Alquist, Ron
1
Anson, Mark J. P.
1
Awokuse, Titus O.
1
Balli, Faruk
1
Bhar, Ramaprasad
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Boroumand, Raphaël Homayoun
1
Bowman, Chakriya
1
Cai, Charlie X.
1
Caputo, Rodrigo
1
Cartwright, Phillip A.
1
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1
Chou, Ke-Hsin
1
Christian, Jeffrey M.
1
Chung, Richard
1
Clacher, Iain
1
Coronado, Semei
1
Cotter, John
1
Cui, Hao
1
Darrat, Ali F.
1
Delle Chiaie, Simona
1
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Journal of applied econometrics
Applied economics letters
Econometric Institute research papers
The handbook of commodity investing
Energy economics
270
The journal of futures markets
207
International review of financial analysis
62
Finance research letters
60
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
International Journal of Energy Economics and Policy : IJEEP
38
Working paper
37
Research in international business and finance
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
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
12
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ECONIS (ZBW)
92
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1
Wars, cartels and COVID-19 : regime switching in commodity prices
Caputo, Rodrigo
;
Ordóñez, Félix
- In:
Applied economics letters
31
(
2024
)
4
,
pp. 338-345
Persistent link: https://www.econbiz.de/10014468840
Saved in:
2
Linkage relationship between China and US futures market during trade friction : the case of soybean, soybean oil and soybean meal
Guo, Jialin
;
Wu, Desheng Dash
;
Zhang, Kaiming
;
Luo, Cuicui
- In:
Applied economics letters
30
(
2023
)
18
,
pp. 2647-2651
Persistent link: https://www.econbiz.de/10014368358
Saved in:
3
Oil prices in the real economy
Shu, Haicheng
;
Spencer, Peter D.
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 878-897
Persistent link: https://www.econbiz.de/10014432198
Saved in:
4
Newspaper-based equity uncertainty or implied volatility index : new evidence from oil market volatility predictability
Lu, Xinjie
;
Ma, Feng
;
Li, Pan
;
Li, Tao
- In:
Applied economics letters
30
(
2023
)
7
,
pp. 960-964
Persistent link: https://www.econbiz.de/10014303607
Saved in:
5
Forecasting oil futures price volatility with economic policy uncertainty : a CARR-MIDAS model
Wu, Xinyu
;
Cui, Hao
;
Wang, Lu
- In:
Applied economics letters
30
(
2023
)
2
,
pp. 120-125
Persistent link: https://www.econbiz.de/10013553019
Saved in:
6
The soft commodities multiple bubbles tests : evidence from the New York futures markets
Chiu, Chien-Liang
;
Chou, Ke-Hsin
- In:
Applied economics letters
29
(
2022
)
3
,
pp. 206-211
Persistent link: https://www.econbiz.de/10012803484
Saved in:
7
Seven centuries of commodity co-movement : a wavelet analysis approach
Umar, Zaghum
;
Zaremba, Adam
;
Olson, Dennis
- In:
Applied economics letters
29
(
2022
)
4
,
pp. 355-359
Persistent link: https://www.econbiz.de/10012803546
Saved in:
8
Commodity prices and inflation risk
Garratt, Anthony
;
Petrella, Ivan
- In:
Journal of applied econometrics
37
(
2022
)
2
,
pp. 392-414
Persistent link: https://www.econbiz.de/10013165243
Saved in:
9
Common factors of commodity prices
Delle Chiaie, Simona
;
Ferrara, Laurent
;
Giannone, Domenico
- In:
Journal of applied econometrics
37
(
2022
)
3
,
pp. 461-476
Persistent link: https://www.econbiz.de/10013186690
Saved in:
10
Latent volatility granger causality and spillovers in renewable energy and crude oil ETFs
Chang, Chia-Lin
;
McAleer, Michael
;
Wang, Yu-Ann
-
2018
Persistent link: https://www.econbiz.de/10011863536
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