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isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Research in international business and finance"
~source:"econis"
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Search: subject_exact:"Warenterminbörse"
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Commodity derivative
92
Rohstoffderivat
92
Welt
28
World
28
Volatility
26
Volatilität
26
Commodity exchange
25
Warenbörse
25
Derivat
23
Derivative
23
Oil price
22
Ölpreis
22
Estimation
21
Schätzung
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Capital income
17
Commodity market
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Kapitaleinkommen
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Rohstoffmarkt
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Commodity price
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Hedging
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Option pricing theory
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Optionspreistheorie
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Rohstoffpreis
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Theorie
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Theory
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Erdöl
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Petroleum
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Risikoprämie
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Risk premium
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Commodities
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ARCH model
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92
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Prokopczuk, Marcel
7
Nikitopoulos, Christina Sklibosios
6
Schlögl, Erik
6
Miffre, Joëlle
5
Bianchi, Robert
4
Cheng, Benjamin
4
Chiarella, Carl
4
Fan, John Hua
3
Fernandez-Perez, Adrian
3
Fuertes, Ana María
3
Kang, Boda
3
Paschke, Raphael
3
Aboura, Sofiane
2
Back, Janis
2
Chevallier, Julien
2
Daskalaki, Charoula
2
Jacobs, Kris
2
Marshall, Ben R.
2
Rallis, Georgios
2
Ronn, Ehud I.
2
Rudolf, Markus
2
Skiadopoulos, George
2
Tang, Ke
2
Thorp, Susan
2
Wese Simen, Chardin
2
Zhang, Tingxi
2
Abedin, Mohammad Zoynul
1
Adams, Zeno
1
Ahmed, Shamim
1
Aiube, Fernando Antônio Lucena
1
Alijani, Sharam
1
Alizadeh-Masoodian, Amir H.
1
Arismendi Zambrano, Juan Carlos
1
Atukeren, Erdal
1
Bahloul, Walid
1
Bai, Yizhou
1
Balvers, Ronald J.
1
Bassil, Charbel
1
Basu, Devraj
1
Ben Khediri, Karim
1
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
Journal of banking & finance
Research in international business and finance
Energy economics
270
The journal of futures markets
207
International review of financial analysis
62
Finance research letters
60
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
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
Econometric Institute research papers
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)
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1
Exploring the predictability of attention mechanism with LSTM : evidence from EU carbon futures prices
Duan, Kun
;
Wang, Rui
;
Chen, Shun
;
Ge, Lei
- In:
Research in international business and finance
66
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014463400
Saved in:
2
Exploiting the dynamics of commodity futures curves
Bianchi, Robert
;
Fan, John Hua
;
Miffre, Joëlle
;
Zhang, …
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014491689
Saved in:
3
Cross-asset time-series momentum : crude oil volatility and global stock markets
Fernandez-Perez, Adrian
;
Indriawan, Ivan
;
Tse, Yiuman
; …
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014492117
Saved in:
4
Option returns, risk premiums, and demand pressure in energy markets
Jacobs, Kris
;
Li, Bingxin
- In:
Journal of banking & finance
146
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014248220
Saved in:
5
Nonlinearity in forecasting energy commodity prices : evidence from a focused time-delayed neural network
Bouteska, Ahmed
;
Hájek, Petr
;
Fisher, Ben
;
Abedin, …
- In:
Research in international business and finance
64
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014266733
Saved in:
6
Correlation structure analysis of the global agricultural futures market
Dai, Yun-Shi
;
Ngoc Quang Anh Huynh
;
Zheng, Qing-Huan
; …
- In:
Research in international business and finance
61
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014246883
Saved in:
7
Implied volatility surface construction for commodity futures options traded in China
Xu, Wei
;
Šević, Aleksandar
;
Šević, Željko
- In:
Research in international business and finance
61
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014246888
Saved in:
8
Crude oil : does the futures price predict the spot price?
Chu, Pyung Kun
;
Hoff, Kristian
;
Molnár, Peter
;
Olsvik, …
- In:
Research in international business and finance
60
(
2022
),
pp. 1-7
Persistent link: https://www.econbiz.de/10013412457
Saved in:
9
Measuring commodity market quality
Lauter, Tobias
;
Prokopczuk, Marcel
- In:
Journal of banking & finance
145
(
2022
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013538965
Saved in:
10
Supply, demand, and risk premiums in electricity markets
Jacobs, Kris
;
Li, Yu
;
Pirrong, Craig
- In:
Journal of banking & finance
135
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013401940
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