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subject:"Erdöl"
~isPartOf:"OPEC energy review"
~subject:"Rohstoffmarkt"
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Search: subject_exact:"Commodity derivative"
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Erdöl
Rohstoffmarkt
Commodity derivative
11
Rohstoffderivat
11
Oil price
6
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6
Petroleum
5
Volatility
5
Volatilität
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Bouri, Elie
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Fowowe, Babajide
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OPEC energy review
Energy economics
104
Finance research letters
31
The journal of futures markets
23
International review of financial analysis
19
Journal of banking & finance
17
Applied economics
16
International review of economics & finance : IREF
16
International Journal of Energy Economics and Policy : IJEEP
15
The energy journal
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Applied economics letters
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NBER working paper series
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American journal of agricultural economics
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Finance India : the quarterly journal of Indian Institute of Finance
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Financial modeling and risk management of energy and environmental instruments and derivates
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Special memorandum / London & Cambridge Economic Service
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Stocks of staple commodities
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International journal of finance & economics : IJFE
5
Journal of international financial markets, institutions & money
5
The North American journal of economics and finance : a journal of financial economics studies
5
Working paper / National Bureau of Economic Research, Inc.
5
International journal of economics and financial issues : IJEFI
4
Journal of forecasting
4
Journal of risk and financial management : JRFM
4
Risks : open access journal
4
The European journal of finance
4
The empirical economics letters : a monthly international journal of economics
4
Theoretical economics letters
4
Discussion paper / Centre for Economic Policy Research
3
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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
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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