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isPartOf:"Journal of applied econometrics"
~isPartOf:"Energy economics"
~isPartOf:"Quantitative finance"
~language:"eng"
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Search: subject_exact:"Commodity derivative"
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Commodity derivative
294
Rohstoffderivat
294
Volatility
160
Volatilität
160
Oil price
154
Ölpreis
154
Welt
106
World
106
Erdöl
85
Petroleum
85
ARCH model
84
ARCH-Modell
84
Oil market
64
Ölmarkt
64
Estimation
55
Schätzung
55
Commodity exchange
53
Warenbörse
53
Forecasting model
51
Prognoseverfahren
51
Derivat
46
Derivative
46
Commodity price
39
Rohstoffpreis
39
Spillover effect
39
Spillover-Effekt
39
Theorie
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Theory
39
Crude oil
33
Commodity market
31
Hedging
31
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30
USA
29
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28
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26
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25
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25
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Ma, Feng
12
Uddin, Mohammed Gazi Salah
7
Kang, Sang Hoon
6
Chevallier, Julien
5
Hammoudeh, Shawkat
5
Lee, Chien-chiang
5
McAleer, Michael
5
Nguyen, Duc Khuong
5
Wei, Yu
5
Chang, Chia-Lin
4
Cortazar, Gonzalo
4
Gong, Xu
4
Irwin, Scott H.
4
Ji, Qiang
4
Kaufmann, Robert Kurt
4
Miao, Hong
4
Sadorsky, Perry A.
4
Sanders, Dwight R.
4
Tiwari, Aviral Kumar
4
Yoon, Seong-min
4
Bouri, Elie
3
Chang, Chun Ping
3
Demirer, Rıza
3
Hou, Yang
3
Hu, Yang
3
Klein, Tony
3
Liu, Qingfu
3
Luo, Jiawen
3
Manera, Matteo
3
Naeem, Muhammad Abubakr
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Ramchander, Sanjay
3
Roubaud, David
3
Shahzad, Syed Jawad Hussain
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Todorova, Neda
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Wang, Yudong
3
Weron, Rafał
3
Zhang, Yaojie
3
Alizadeh-Masoodian, Amir H.
2
Benth, Fred Espen
2
Chatrath, Arjun
2
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Journal of applied econometrics
Energy economics
Quantitative finance
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
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
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
Econometric Institute research papers
15
Journal of empirical 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
Diskussionspapier / Lehrstuhl für Wirtschaftsethik, Martin-Luther-Universität Halle-Wittenberg
12
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)
294
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294
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1
Pricing electricity day-ahead cap futures with multifactor skew-t densities
Matsumoto, Takuji
;
Bunn, Derek W.
;
Yamada, Yuji
- In:
Quantitative finance
22
(
2022
)
5
,
pp. 835-860
Persistent link: https://www.econbiz.de/10013367864
Saved in:
2
Bitcoin : jumps, convenience yields, and option prices
Hilliard, Jimmy E.
;
Ngo, Julie T. D.
- In:
Quantitative finance
22
(
2022
)
11
,
pp. 2079-2091
Persistent link: https://www.econbiz.de/10013490923
Saved in:
3
Co-volatility and asymmetric transmission of risks between the global oil and China's futures markets
Luo, Jiawen
;
Marfatia, Hardik A.
;
Ji, Qiang
;
Klein, Tony
- In:
Energy economics
117
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014437127
Saved in:
4
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:
5
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:
6
The forecast ability of a belief-based momentum indicator in full-day, daytime, and nighttime volatilities of Chinese oil futures
Li, Yan
;
Luu Duc Toan Huynh
;
Xu, Yongan
;
Liang, Hao
- In:
Energy economics
127
(
2023
)
2
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014490332
Saved in:
7
Asymmetric effects of market uncertainties on agricultural commodities
Bossman, Ahmed
;
Gubareva, Mariya
;
Teplova, Tamara V.
- In:
Energy economics
127
(
2023
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014490336
Saved in:
8
Time-frequency connectedness and spillover among carbon, climate, and energy futures : determinants and portfolio risk management implications
Mohammad Enamul Hoque
;
Low, Soo Wah
;
Syed Mabruk Billah
- In:
Energy economics
127
(
2023
)
2
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014490834
Saved in:
9
Evidence of the internationalization of China's crude oil futures : asymmetric linkages to global financial risks
Zhang, Jiaming
;
Guo, Songlin
;
Dou, Bin
;
Xie, Bingyuan
- In:
Energy economics
127
(
2023
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10014487405
Saved in:
10
Combination forecasts of China's oil futures returns based on multiple uncertainties and their connectedness with oil
Shi, Chunpei
;
Wei, Yu
;
Li, Xiafei
;
Liu, Yuntong
- In:
Energy economics
126
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014487439
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