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subject:"ARCH model"
~isPartOf:"Journal of commodity markets"
~subject:"Portfolio selection"
~subject:"Ölpreis"
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ARCH model
Portfolio selection
Ölpreis
Commodity derivative
43
Rohstoffderivat
43
Commodity exchange
18
Warenbörse
18
Commodity price
13
Rohstoffpreis
13
Volatility
13
Volatilität
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Theory
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Derivat
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Derivative
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Kapitaleinkommen
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Forecasting model
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Risk premium
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Speculation
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Fan, John Hua
2
Gao, Wang
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Zhang, Hongwei
2
Abakah, Emmanuel Joel Aikins
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Alfeus, Mesias
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Bouri, Elie
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Mo, Di
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Journal of commodity markets
Energy economics
182
The journal of futures markets
34
Finance research letters
32
International review of financial analysis
30
The energy journal
29
Economic modelling
27
International Journal of Energy Economics and Policy : IJEEP
26
Applied economics
22
International review of economics & finance : IREF
22
Journal of banking & finance
18
Working paper
18
Research in international business and finance
15
Applied economics letters
14
The North American journal of economics and finance : a journal of financial economics studies
11
Econometric Institute research papers
10
Journal of international financial markets, institutions & money
10
The handbook of commodity investing
9
Journal of international money and finance
8
Review of quantitative finance and accounting
7
CESifo working papers
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
International journal of finance & economics : IJFE
6
OPEC energy review
6
Quantitative finance
6
The European journal of finance
6
The journal of energy markets
6
Applied financial economics
5
Financial modeling and risk management of energy and environmental instruments and derivates
5
International journal of forecasting
5
Journal of empirical finance
5
Journal of forecasting
5
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
5
The empirical economics letters : a monthly international journal of economics
5
The journal of alternative investments
5
Theoretical economics letters
5
American journal of agricultural economics
4
Annals of finance
4
Finance India : the quarterly journal of Indian Institute of Finance
4
Global business review
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ECONIS (ZBW)
17
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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
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:
3
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:
4
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:
5
The relative pricing of WTI and Brent crude oil futures : expectations or risk premia?
Gao, Xin
;
Li, Bingxin
;
Liu, Rui
- In:
Journal of commodity markets
30
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014426797
Saved in:
6
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:
7
The evolution of commodity market financialization : implications for portfolio diversification
Fry-McKibbin, Renée
;
McKinnon, Kate
- In:
Journal of commodity markets
32
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014495604
Saved in:
8
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:
9
Commodity momentum : a tale of countries and sectors
Fan, John Hua
;
Qiao, Xiao
- In:
Journal of commodity markets
29
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014277613
Saved in:
10
The commodities/equities beta term-structure
Oglend, Atle
- In:
Journal of commodity markets
28
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014335245
Saved in:
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