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subject:"Erdöl"
~isPartOf:"Economic modelling"
~isPartOf:"Journal of emerging market finance"
~subject:"Rohstoffderivat"
~type:"article"
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Search: subject_exact:"Commodity derivative"
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Erdöl
Rohstoffderivat
Commodity derivative
54
Volatility
32
Volatilität
32
Oil price
19
Ölpreis
19
ARCH model
18
ARCH-Modell
18
Estimation
18
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18
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Commodity futures
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Time series analysis
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Commodity price
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Portfolio selection
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Wang, Yudong
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Beckmann, Joscha
2
Czudaj, Robert
2
Li, Bin
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Liu, Li
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Ma, Feng
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Park, Sung Y.
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Wan, Jieqiu
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Wen, Xiaoqian
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Bhar, Ramaprasad
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Boubaker, Adel
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Chevallier, Julien
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Economic modelling
Journal of emerging market finance
Energy economics
270
The journal of futures markets
207
International review of financial analysis
62
Finance research letters
60
Journal of banking & finance
53
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
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
Journal of international money and finance
20
Journal of agricultural and applied economics
18
The North American journal of economics and finance : a journal of financial economics studies
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The journal of alternative investments
17
Agricultural finance review
15
Journal of empirical finance
15
Quantitative finance
15
Agricultural economics : the journal of the International Association of Agricultural Economists
14
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
13
European review of agricultural economics : ERAE
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
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Finance India : the quarterly journal of Indian Institute of Finance
12
Journal of international financial markets, institutions & money
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Journal of risk and financial management : JRFM
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Pacific-Basin finance journal
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Applied economic perspectives and policy
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Journal of the Royal Statistical Society
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OPEC energy review
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The IUP journal of financial risk management : IJFRM
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Theoretical economics letters
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ECONIS (ZBW)
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1
Dynamic dependence of futures basis between the Chinese and international grains markets
Wang, Hao
;
Dong, Yizhe
;
Sun, Mingli
;
Shi, Baofeng
;
Ji, Hao
- In:
Economic modelling
130
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014451147
Saved in:
2
Hedging pressure momentum and the predictability of oil futures returns
Yu, Dan
;
Chen, Chuang
;
Wang, Yudong
;
Zhang, Yaojie
- In:
Economic modelling
121
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014384325
Saved in:
3
Price risk analysis using GARCH family models : evidence from Shanghai crude oil futures market
Bei, Shuhua
;
Yang, Aijun
;
Pei, Haotian
;
Si, Xiaoli
- In:
Economic modelling
125
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014463673
Saved in:
4
Revisiting time series momentum in China's commodity futures market : evidence on sources of momentum profits
Ming, Lei
;
Song, Wuqi
;
Dong, Minyi
- In:
Economic modelling
128
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014464418
Saved in:
5
The impact of COVID-19 on commodity options market : evidence from China
Chen, Jilong
;
Xu, Liao
;
Xu, Hao
- In:
Economic modelling
116
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014513142
Saved in:
6
Intraday return predictability in China's crude oil futures market : new evidence from a unique trading mechanism
Wen, Danyan
;
Wang, Yudong
;
Zhang, Yaojie
- In:
Economic modelling
96
(
2021
),
pp. 209-219
Persistent link: https://www.econbiz.de/10012745351
Saved in:
7
Price explosiveness in nonferrous metal futures markets
Ma, Richie Ruchuan
;
Xiong, Tao
- In:
Economic modelling
94
(
2021
),
pp. 75-90
Persistent link: https://www.econbiz.de/10012694717
Saved in:
8
Intraday momentum and return predictability : evidence from the crude oil market
Wen, Zhuzhu
;
Gong, Xu
;
Ma, Diandian
;
Xu, Yahua
- In:
Economic modelling
95
(
2021
),
pp. 374-384
Persistent link: https://www.econbiz.de/10012696009
Saved in:
9
Disagreement on sunspots and soybeans futures price
Wang, Hanjie
;
Feil, Jan-Henning
;
Yu, Xiaohua
- In:
Economic modelling
95
(
2021
),
pp. 385-393
Persistent link: https://www.econbiz.de/10012696011
Saved in:
10
Crude oil volatility transmission across food commodity markets : a multivariate BEKK-GARCH approach
Thenmozhi, M.
;
Maurya, Shipra
- In:
Journal of emerging market finance
20
(
2021
)
2
,
pp. 131-164
Persistent link: https://www.econbiz.de/10012592434
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