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isPartOf:"Journal of applied econometrics"
~isPartOf:"Econometric Institute research papers"
~isPartOf:"Journal of commodity markets"
~isPartOf:"The European journal of finance"
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Search: subject_exact:"Commodity derivative"
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Commodity derivative
80
Rohstoffderivat
80
Volatility
34
Volatilität
34
Estimation
24
Schätzung
24
Commodity exchange
21
Warenbörse
21
ARCH model
20
ARCH-Modell
20
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19
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19
Commodity price
18
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18
Derivat
16
Derivative
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14
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English
80
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McAleer, Michael
15
Chang, Chia-Lin
10
Tansuchat, Roengchai
6
Bohl, Martin T.
3
Hooi Hooi Lean
3
Wong, Wing Keung
3
Cotter, John
2
Fan, John Hua
2
Fong, Wai-mun
2
Gao, Wang
2
Hammoudeh, Shawkat
2
Holt, Matthew T.
2
Irwin, Scott H.
2
McKenzie, Andrew M.
2
Prokopczuk, Marcel
2
Pütz, Alexander
2
Rathgeber, Andreas W.
2
Roengchai Tansuchat
2
Schmid, Florian
2
See, Kim Hock
2
Sulewski, Christoph
2
Tse, Yiuman
2
Zhang, Hongwei
2
Abakah, Emmanuel Joel Aikins
1
Adam, Brian D.
1
Adjemian, Michael K.
1
Alfeus, Mesias
1
Alquist, Ron
1
Bagnarosa, Guillaume
1
Batista Soares, David
1
Benth, Fred Espen
1
Bhardwaj, Geetesh
1
Białkowski, Je̜drzej
1
Bina, Justin D.
1
Borocco, Etienne
1
Borovkova, Svetlana
1
Bouri, Elie
1
Brio, Esther B. del
1
Brockman, Paul
1
Byers, John W.
1
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Journal of applied econometrics
Econometric Institute research papers
Journal of commodity markets
The European journal of finance
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
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
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 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)
80
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1
Explaining intraday crude oil returns with higher order risk-neutral moments
Wong, Patrick
- In:
Journal of commodity markets
31
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014477765
Saved in:
2
The impact of financialization on the efficiency of commodity futures markets
Bohl, Martin T.
;
Irwin, Scott H.
;
Pütz, Alexander
; …
- In:
Journal of commodity markets
31
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014477783
Saved in:
3
Wheat price volatility regimes over 140 years : an analysis of daily price ranges
Haase, Marco
;
Zimmermann, Heinz
;
Huss, Matthias
- In:
Journal of commodity markets
31
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014477785
Saved in:
4
Commodity futures return predictability and intertemporal asset pricing
Cotter, John
;
Eyiah-Donkor, Emmanuel
;
Potì, Valerio
- In:
Journal of commodity markets
31
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014477804
Saved in:
5
Trading time seasonality in electricity futures
Størdal, Ståle
;
Ewald, Christian
;
Lien, Gudbrand
; …
- In:
Journal of commodity markets
31
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014477808
Saved in:
6
Microstructure and high-frequency price discovery in the soybean complex
Zhou, Xinquan
;
Bagnarosa, Guillaume
;
Gohin, Alexandre
; …
- In:
Journal of commodity markets
30
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014426684
Saved in:
7
Dynamic spillovers across precious metals and oil realized volatilities : evidence from quantile extended joint connectedness measures
Cuñado Eizaguirre, Juncal
;
Chatziantoniou, Ioannis
; …
- In:
Journal of commodity markets
30
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014426696
Saved in:
8
Financialization of commodity markets ten years later
Kang, Wenjin
;
Tang, Ke
;
Wang, Ningli
- In:
Journal of commodity markets
30
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014426701
Saved in:
9
A Bayesian perspective on commodity style integration
Fuertes, Ana María
;
Zhao, Nan
- In:
Journal of commodity markets
30
(
2023
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014426739
Saved in:
10
Forecasting the U.S. season-average farm price of corn : derivation of an alternative futures-based forecasting model
Etienne, Xiaoli Liao
;
Farhangdoost, Sara
;
Hoffman, …
- In:
Journal of commodity markets
30
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014426745
Saved in:
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