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isPartOf:"Journal of applied econometrics"
~isPartOf:"Journal of commodity markets"
~subject:"ARCH model"
~type:"article"
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Search: subject_exact:"Commodity derivative"
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ARCH model
Commodity derivative
52
Rohstoffderivat
52
Volatility
19
Volatilität
19
Commodity exchange
18
Warenbörse
18
Estimation
16
Schätzung
16
Commodity price
15
Rohstoffpreis
15
Theorie
14
Theory
14
Welt
11
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11
Commodity market
10
Derivat
10
Derivative
10
Rohstoffmarkt
10
Capital income
9
Kapitaleinkommen
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ARCH-Modell
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Commodity futures
7
Forecasting model
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Hedging
7
Oil price
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Portfolio selection
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Portfolio-Management
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Prognoseverfahren
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7
CAPM
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China
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Risikoprämie
5
Risk premium
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Speculation
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Spekulation
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Spillover effect
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Gao, Wang
2
Zhang, Hongwei
2
Abakah, Emmanuel Joel Aikins
1
Alfeus, Mesias
1
Bouri, Elie
1
Brockman, Paul
1
Chatziantoniou, Ioannis
1
Cuñado Eizaguirre, Juncal
1
Fan, John Hua
1
Gabauer, David
1
Haigh, Michael S.
1
Hammoudeh, Shawkat
1
Hardik, Marfatia
1
Holt, Matthew T.
1
Jena, Sangram Keshari
1
Jin, Chen
1
Mo, Di
1
Nikitopoulos, Christina Sklibosios
1
Niu, Zibo
1
Perez de Gracia, Fernando
1
Phan Hoang Long
1
Tiwari, Aviral Kumar
1
Xu, Yahua
1
Yu, Chia-Feng
1
Zhang, Tingxi
1
Zhao, Xinyi
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Zurbruegg, Ralf
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Journal of applied econometrics
Journal of commodity markets
Energy economics
82
Economic modelling
16
Finance research letters
14
The journal of futures markets
14
Applied economics
11
International Journal of Energy Economics and Policy : IJEEP
10
International review of financial analysis
10
International review of economics & finance : IREF
9
Journal of international financial markets, institutions & money
6
Research in international business and finance
6
The North American journal of economics and finance : a journal of financial economics studies
6
Applied economics letters
5
The energy journal
5
Review of quantitative finance and accounting
4
American journal of agricultural economics
3
International journal of bonds and derivatives
3
International journal of finance & economics : IJFE
3
International journal of forecasting
3
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
3
Journal of banking & finance
3
Journal of empirical finance
3
Journal of forecasting
3
The European journal of finance
3
The empirical economics letters : a monthly international journal of economics
3
Agricultural finance review
2
Applied financial economics
2
Cogent economics & finance
2
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
European review of agricultural economics : ERAE
2
Finance India : the quarterly journal of Indian Institute of Finance
2
Financial innovation : FIN
2
IIMB management review
2
International journal of financial research
2
Journal of agricultural economics
2
Journal of emerging market finance
2
Pacific-Basin finance journal
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The Journal of energy and development
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ECONIS (ZBW)
8
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8
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1
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:
2
Realized higher-order moments spillovers between commodity and stock markets : evidence from China
Zhang, Hongwei
;
Jin, Chen
;
Bouri, Elie
;
Gao, Wang
;
Xu, Yahua
- In:
Journal of commodity markets
30
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014426824
Saved in:
3
The role of higher moments in predicting China's oil futures volatility : evidence from machine learning models
Zhang, Hongwei
;
Zhao, Xinyi
;
Gao, Wang
;
Niu, Zibo
- In:
Journal of commodity markets
32
(
2023
),
pp. 1-27
Persistent link: https://www.econbiz.de/10014495762
Saved in:
4
Forecasting volatility in commodity markets with long-memory models
Alfeus, Mesias
;
Nikitopoulos, Christina Sklibosios
- In:
Journal of commodity markets
28
(
2022
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014335250
Saved in:
5
Time-to-maturity and commodity futures return volatility : the role of time-varying asymmetric information
Phan Hoang Long
;
Zurbruegg, Ralf
;
Brockman, Paul
;
Yu, …
- In:
Journal of commodity markets
26
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013450908
Saved in:
6
The "necessary evil" in Chinese commodity markets
Fan, John Hua
;
Mo, Di
;
Zhang, Tingxi
- In:
Journal of commodity markets
25
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013204452
Saved in:
7
The connectedness in the world petroleum futures markets using a Quantile VAR approach
Jena, Sangram Keshari
;
Tiwari, Aviral Kumar
;
Abakah, …
- In:
Journal of commodity markets
27
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014276628
Saved in:
8
Crack spead hedging : accounting for time-varying volatility spillovers in the energy futures markets
Haigh, Michael S.
;
Holt, Matthew T.
- In:
Journal of applied econometrics
17
(
2002
)
3
,
pp. 269-289
Persistent link: https://www.econbiz.de/10001676815
Saved in:
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