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~isPartOf:"Journal of commodity markets"
~subject:"Volatilität"
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Volatilität
Welt
44
World
44
Commodity market
14
Rohstoffmarkt
14
Volatility
13
Commodity price
12
Rohstoffpreis
12
Oil price
11
Ölpreis
11
Commodity derivative
8
Rohstoffderivat
8
Capital income
6
Commodity exchange
6
Estimation
6
Kapitaleinkommen
6
Schätzung
6
Spillover effect
6
Spillover-Effekt
6
Warenbörse
6
Börsenkurs
5
China
5
Gold
5
Hedging
5
Share price
5
ARCH model
4
ARCH-Modell
4
Coronavirus
4
Forecasting model
4
Oil market
4
Portfolio selection
4
Portfolio-Management
4
Prognoseverfahren
4
Risiko
4
Risk
4
Safe haven
4
Schock
4
Shock
4
Ölmarkt
4
Commodity prices
3
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Article
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13
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13
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English
13
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Bugshan, Abdullah
1
Chatziantoniou, Ioannis
1
Chen, Jinyu
1
Cuñado Eizaguirre, Juncal
1
Dai, Peng-Fei
1
Duan, Kun
1
Gabauer, David
1
Goutte, Stéphane
1
Gómez González, José Eduardo
1
Hailemariam, Abebe
1
Hardik, Marfatia
1
Hirs-Garzon, Jorge
1
Huang, Shupei
1
Ivanovski, Kris
1
Jain, Prachi
1
Kang, Sang Hoon
1
Kang, Wenjin
1
Karali, Berna
1
Ke, Yangmin
1
Lucey, Brian M.
1
Maitra, Debasish
1
McIver, Ron
1
McKenzie, Andrew M.
1
Nguyen, Duc Khuong
1
Perez de Gracia, Fernando
1
Ren, Xiaohang
1
Rice, Gregory
1
Tang, Ke
1
Theu Dinh
1
Toan Luu Duc Huynh
1
Uribe, Jorge
1
Walther, Thomas
1
Wang, Jiqiang
1
Wang, Ningli
1
Wang, Xinya
1
Wen, Fenghua
1
Wirjanto, Tony S.
1
Xiong, Xiong
1
Yang, Yao
1
Zhao, Yuqian
1
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Journal of commodity markets
Energy economics
167
Finance research letters
97
International review of financial analysis
58
International review of economics & finance : IREF
54
The North American journal of economics and finance : a journal of financial economics studies
54
Research in international business and finance
51
Applied economics
42
Discussion paper / Centre for Economic Policy Research
42
Economic modelling
38
Journal of international money and finance
32
Journal of international financial markets, institutions & money
29
Working paper / National Bureau of Economic Research, Inc.
25
Applied economics letters
22
Economics letters
20
Pacific-Basin finance journal
20
Discussion papers / CEPR
19
International journal of finance & economics : IJFE
19
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
18
The journal of futures markets
18
Emerging markets, finance and trade : EMFT
16
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
16
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
16
Studies in economics and finance
15
Global finance journal
13
Journal of banking & finance
13
Journal of forecasting
10
World Bank E-Library Archive
10
Empirical economics : a quarterly journal of the Institute for Advanced Studies
9
International journal of forecasting
9
Journal of empirical finance
9
Journal of financial economics
9
Journal of international economics
9
Economic systems
8
Eurasian economic review : a journal in applied macroeconomics and finance
8
Journal of economics and finance : JEF
8
Open economies review
8
Review of quantitative finance and accounting
8
Technological forecasting & social change : an international journal
8
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
7
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ECONIS (ZBW)
13
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1
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:
2
Financialization of commodity markets ten years later
Kang, Wenjin
;
Tang, Ke
;
Wang, Ningli
- In:
Journal of commodity markets
30
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014426701
Saved in:
3
Quantile dependencies and connectedness between stock and precious metals markets
Jain, Prachi
;
Maitra, Debasish
;
McIver, Ron
;
Kang, Sang Hoon
- In:
Journal of commodity markets
30
(
2023
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014426833
Saved in:
4
Exploring volatility of crude oil intraday return curves : a functional GARCH-X model
Rice, Gregory
;
Wirjanto, Tony S.
;
Zhao, Yuqian
- In:
Journal of commodity markets
32
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014495589
Saved in:
5
Evolution of the information transmission between Chinese and international oil markets : a quantile-based framework
Duan, Kun
;
Ren, Xiaohang
;
Wen, Fenghua
;
Chen, Jinyu
- In:
Journal of commodity markets
29
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014277610
Saved in:
6
Oil price volatility and corporate cash holding
Bugshan, Abdullah
- In:
Journal of commodity markets
28
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014335228
Saved in:
7
How do USDA announcements affect international commodity prices?
McKenzie, Andrew M.
;
Ke, Yangmin
- In:
Journal of commodity markets
28
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014335236
Saved in:
8
Economic drivers of volatility and correlation in precious metal markets
Theu Dinh
;
Goutte, Stéphane
;
Nguyen, Duc Khuong
; …
- In:
Journal of commodity markets
28
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014335244
Saved in:
9
Spillovers beyond the variance : exploring the higher order risk linkages between commodity markets and global financial markets
Gómez González, José Eduardo
;
Hirs-Garzon, Jorge
; …
- In:
Journal of commodity markets
28
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014335258
Saved in:
10
How far is too far for volatility transmission?
Yang, Yao
;
Karali, Berna
- In:
Journal of commodity markets
26
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013451091
Saved in:
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