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isPartOf:"Journal of applied econometrics"
~isPartOf:"Energy economics"
~isPartOf:"Journal of international money and finance"
~subject:"Rohstoffmarkt"
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Search: subject_exact:"Commodity derivative"
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Rohstoffmarkt
Commodity derivative
299
Rohstoffderivat
299
Volatility
159
Volatilität
159
Oil price
158
Ölpreis
158
Welt
110
World
110
Erdöl
86
Petroleum
86
ARCH model
84
ARCH-Modell
84
Oil market
65
Ölmarkt
65
Estimation
59
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59
Commodity exchange
52
Forecasting model
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Prognoseverfahren
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Warenbörse
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Commodity price
44
Derivat
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Derivative
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Rohstoffpreis
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Theorie
39
Theory
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Spillover effect
37
Spillover-Effekt
37
Commodity market
34
Crude oil
33
Hedging
31
USA
31
United States
30
Energiemarkt
25
Energy market
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Spotmarkt
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Uddin, Mohammed Gazi Salah
4
Hammoudeh, Shawkat
2
Ahmadi, Maryam
1
Akyildirim, Erdinc
1
Alagidede, Imhotep Paul
1
Artiach, Tracy
1
Bakas, Dimitrios
1
Bannigidadmath, Deepa
1
Barbaglia, Luca
1
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1
Behmiri, Niaz Bashiri
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
Chkili, Walid
1
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1
Croux, Christophe
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1
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1
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Journal of applied econometrics
Energy economics
Journal of international money and finance
Finance research letters
14
Applied economics letters
11
International review of financial analysis
11
Journal of the Royal Statistical Society
11
Journal of banking & finance
10
Journal of commodity markets
9
International review of economics & finance : IREF
7
Research in international business and finance
7
The journal of futures markets
7
Applied economics
6
Finance India : the quarterly journal of Indian Institute of Finance
6
Special memorandum / London & Cambridge Economic Service
6
Stocks of staple commodities
6
American journal of agricultural economics
5
NBER Working Paper
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NBER working paper series
5
Journal of international financial markets, institutions & money
4
Quantitative finance
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Working paper
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Economic modelling
3
Intereconomics : review of European economic policy
3
International journal of economics and financial issues : IJEFI
3
International journal of finance & economics : IJFE
3
International review of applied economics
3
Journal of agricultural and applied economics
3
Risks : open access journal
3
The North American journal of economics and finance : a journal of financial economics studies
3
The energy journal
3
Wiley finance
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Wiley finance series
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Working paper / National Bureau of Economic Research, Inc.
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Working papers / Österreichische Forschungsstiftung für Internationale Entwicklung
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A Ronald Press Publication
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AGDI working paper
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Applied financial economics
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Asia-Pacific financial markets
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Banque de France Working Paper
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ECONIS (ZBW)
33
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1
Stochastic ordering of systemic risk in commodity markets
Morelli, Giacomo
- In:
Energy economics
117
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014437140
Saved in:
2
Extreme risk dependence and time-varying spillover between crude oil, commodity market and inflation in China
Li, Houjian
;
Huang, Xinya
;
Guo, Lili
- In:
Energy economics
127
(
2023
)
2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10014490005
Saved in:
3
Nonlinear and asymmetric interconnectedness of crude oil with financial and commodity markets
Okhrin, Yarema
;
Uddin, Mohammed Gazi Salah
;
Yahya, Muhammad
- In:
Energy economics
125
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014485235
Saved in:
4
Time-frequency connectedness and cross-quantile dependence between crude oil, Chinese commodity market, stock market and investor sentiment
Dai, Zhifeng
;
Zhu, Junxin
;
Zhang, Xinhua
- In:
Energy economics
114
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013477411
Saved in:
5
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:
6
Economic importance of correlations for energy and other commodities
Bannigidadmath, Deepa
;
Narayan, Paresh Kumar
- In:
Energy economics
107
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013202421
Saved in:
7
How connected is the agricultural commodity market to the news-based investor sentiment?
Akyildirim, Erdinc
;
Cepni, Oguzhan
;
Pham, Linh
;
Uddin, …
- In:
Energy economics
113
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013540333
Saved in:
8
Marionettes behind co-movement of commodity prices : roles of speculative and hedging activities
Wu, Nan
;
Wen, Fenghua
;
Gong, Xu
- In:
Energy economics
115
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013541835
Saved in:
9
The alpha momentum effect in commodity markets
Zaremba, Adam
;
Mikutowski, Mateusz
;
Szczygielski, Jan Jakub
- In:
Energy economics
93
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012643310
Saved in:
10
Volatility spillovers in commodity markets : a large t-vector autoregressive approach
Barbaglia, Luca
;
Croux, Christophe
;
Wilms, Ines
- In:
Energy economics
85
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012509561
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