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subject:"Erdöl"
~isPartOf:"OPEC energy review"
~subject:"Forecasting model"
~subject:"Rohstoffmarkt"
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Search: subject_exact:"Commodity derivative"
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Erdöl
Forecasting model
Rohstoffmarkt
Commodity derivative
11
Rohstoffderivat
11
Oil price
6
Ölpreis
6
Petroleum
5
Volatility
5
Volatilität
5
Welt
3
World
3
2006-2012
2
Commodity price
2
Estimation
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Risikoprämie
2
Risk premium
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Rohstoffpreis
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Schätzung
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Speculation
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1989-2009
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2008-2019
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Bayes-Statistik
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Bayesian inference
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Central Europe
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Commodity exchange
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Commodity market
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Comparison
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Erdölindustrie
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Forecast
1
Futures
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Futures exchange
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Großbritannien
1
Handelsvolumen der Börse
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IntercontinentalExchange <Firma>
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English
7
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Al-Fattah, Saud M.
1
Atallah, Tarek
1
Bouri, Elie
1
Fowowe, Babajide
1
Gupta, Rangan
1
Haugom, Erik
1
Javan, Afshin
1
Lautier, Delphine
1
Lien, Gudbrand
1
Matar, Walid
1
Naderian, Mohammad Amin
1
Pierru, Axel
1
Riva, Fabrice
1
Solibakke, Per Bjarte
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Veka, Steinar
1
Westgaard, Sjur
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OPEC energy review
Energy economics
129
The journal of futures markets
36
Finance research letters
35
International review of financial analysis
26
Economic modelling
22
International review of economics & finance : IREF
20
The energy journal
20
Applied economics
18
Journal of banking & finance
18
Applied economics letters
17
Journal of commodity markets
17
International Journal of Energy Economics and Policy : IJEEP
15
Research in international business and finance
13
Journal of international money and finance
11
Journal of the Royal Statistical Society
11
International journal of forecasting
10
Journal of forecasting
10
NBER Working Paper
10
NBER working paper series
10
American journal of agricultural economics
9
Working paper
9
Applied financial economics
8
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
8
The review of financial studies
8
Working paper / National Bureau of Economic Research, Inc.
8
International journal of finance & economics : IJFE
7
Journal of international financial markets, institutions & money
7
The North American journal of economics and finance : a journal of financial economics studies
7
Finance India : the quarterly journal of Indian Institute of Finance
6
Financial modeling and risk management of energy and environmental instruments and derivates
6
Journal of empirical finance
6
Quantitative finance
6
Special memorandum / London & Cambridge Economic Service
6
Stocks of staple commodities
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
International journal of economics and financial issues : IJEFI
5
Review of quantitative finance and accounting
5
The European journal of finance
5
Discussion paper / Centre for Economic Policy Research
4
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ECONIS (ZBW)
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1
Jumps in energy and non-energy commodities
Bouri, Elie
;
Gupta, Rangan
- In:
OPEC energy review
44
(
2020
)
1
,
pp. 91-111
Persistent link: https://www.econbiz.de/10013341469
Saved in:
2
Distortionary effect of trading activity in NYMEX crude oil futures market : post crisis
Naderian, Mohammad Amin
;
Javan, Afshin
- In:
OPEC energy review
41
(
2017
)
1
,
pp. 23-44
Persistent link: https://www.econbiz.de/10011790998
Saved in:
3
Stochastic volatility models for the Brent oil futures market : forecasting and extracting conditional moments
Solibakke, Per Bjarte
- In:
OPEC energy review
39
(
2015
)
2
,
pp. 184-221
Persistent link: https://www.econbiz.de/10011414460
Saved in:
4
Estimating and evaluating value-at-risk forecasts based on realized variance : empirical evidence from ICE Brent Crude oil futures
Haugom, Erik
;
Veka, Steinar
;
Lien, Gudbrand
;
Westgaard, Sjur
- In:
OPEC energy review
38
(
2014
)
4
,
pp. 373-397
Persistent link: https://www.econbiz.de/10010495860
Saved in:
5
Paper oil and physical oil : has speculative pressure in oil futures increased volatility in spot oil prices?
Fowowe, Babajide
- In:
OPEC energy review
38
(
2014
)
3
,
pp. 356-372
Persistent link: https://www.econbiz.de/10010495861
Saved in:
6
An introduction to oil market volatility analysis
Matar, Walid
;
Al-Fattah, Saud M.
;
Atallah, Tarek
; …
- In:
OPEC energy review
37
(
2013
)
3
,
pp. 247-269
Persistent link: https://www.econbiz.de/10010205850
Saved in:
7
The determinance of volatility on the American crude oil futures market
Lautier, Delphine
;
Riva, Fabrice
- In:
OPEC energy review
32
(
2008
)
2
,
pp. 105-122
Persistent link: https://www.econbiz.de/10003770492
Saved in:
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