//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~accessRights:"restricted"
~person:"Chevallier, Julien"
~person:"Miffre, Joëlle"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Commodity futures"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Commodity derivative
16
Rohstoffderivat
16
Volatility
7
Volatilität
7
Commodity exchange
6
Oil price
6
Warenbörse
6
Ölpreis
6
Erdöl
5
Petroleum
5
Börsenkurs
4
Capital income
4
Commodity futures
4
Estimation
4
Kapitaleinkommen
4
Portfolio selection
4
Portfolio-Management
4
Risikoprämie
4
Risk premium
4
Schätzung
4
Share price
4
Theorie
4
Theory
4
Welt
4
World
4
ARCH model
3
ARCH-Modell
3
CAPM
3
Forecasting model
3
Natural gas
3
Prognoseverfahren
3
Aktienmarkt
2
Commodity market
2
Contango
2
Crude oil
2
Erdgas
2
Long-short portfolios
2
Market integration
2
Marktintegration
2
Rohstoffmarkt
2
more ...
less ...
Online availability
All
Undetermined
Free
15
Type of publication
All
Article
16
Type of publication (narrower categories)
All
Article in journal
16
Aufsatz in Zeitschrift
16
Language
All
English
16
Author
All
Chevallier, Julien
Miffre, Joëlle
Ma, Feng
29
Bouri, Elie
15
Irwin, Scott H.
15
Ji, Qiang
15
Kang, Sang Hoon
15
Wei, Yu
14
Prokopczuk, Marcel
12
Todorova, Neda
12
Zhang, Yaojie
12
Uddin, Mohammed Gazi Salah
10
Wang, Yudong
10
Gong, Xu
9
Luo, Jiawen
9
Tiwari, Aviral Kumar
9
Fan, John Hua
8
Fernandez-Perez, Adrian
8
Liang, Chao
8
Sanders, Dwight R.
8
Xiong, Tao
8
Xiong, Wei
8
Zhang, Yue-jun
8
Bohl, Martin T.
7
Fuertes, Ana María
7
García, Philip
7
Goodell, John W.
7
Gupta, Rangan
7
Han, Liyan
7
Liu, Zhenya
7
Lu, Xinjie
7
Naeem, Muhammad Abubakr
7
Power, Gabriel J.
7
Zaremba, Adam
7
Zhang, Dayong
7
Benth, Fred Espen
6
Cortazar, Gonzalo
6
Etienne, Xiaoli Liao
6
Huang, Dengshi
6
Liu, Jing
6
more ...
less ...
Published in...
All
Energy economics
5
Journal of banking & finance
3
The energy journal
2
International review of financial analysis
1
Journal of commodity markets
1
Journal of empirical finance
1
Journal of forecasting
1
Research in international business and finance
1
The British accounting review : the journal of the British Accounting Association
1
more ...
less ...
Source
All
ECONIS (ZBW)
16
Showing
1
-
10
of
16
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The negative pricing of the May 2020 WTI Contract
Fernandez-Perez, Adrian
;
Fuertes, Ana María
;
Miffre, …
- In:
The energy journal
44
(
2023
)
1
,
pp. 119-142
Persistent link: https://www.econbiz.de/10013542016
Saved in:
2
Exploiting the dynamics of commodity futures curves
Bianchi, Robert
;
Fan, John Hua
;
Miffre, Joëlle
;
Zhang, …
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014491689
Saved in:
3
The commodity risk premium and neural networks
Rad, Hossein
;
Low, Rand Kwong Yew
;
Miffre, Joëlle
; …
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014477111
Saved in:
4
A tug of war of forecasting the US stock market volatility : oil futures overnight versus intraday information
Ma, Feng
;
Wahab, M. I. M.
;
Chevallier, Julien
;
Li, Ziyang
- In:
Journal of forecasting
42
(
2023
)
1
,
pp. 60-75
Persistent link: https://www.econbiz.de/10013465762
Saved in:
5
The strategic allocation to style-integrated portfolios of commodity futures
Rad, Hossein
;
Low, Rand Kwong Yew
;
Miffre, Joëlle
; …
- In:
Journal of commodity markets
28
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014335265
Saved in:
6
The risk premia of energy futures
Fernandez-Perez, Adrian
;
Fuertes, Ana María
;
Miffre, …
- In:
Energy economics
102
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013162273
Saved in:
7
Does high-frequency crude oil futures data contain useful information for predicting volatility in the US stock market? : new evidence
Wang, Jiqian
;
Huang, Yisu
;
Ma, Feng
;
Chevallier, Julien
- In:
Energy economics
91
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012518664
Saved in:
8
Fear of hazards in commodity futures markets
Fernandez-Perez, Adrian
;
Fuertes, Ana María
; …
- In:
Journal of banking & finance
119
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012521191
Saved in:
9
A dynamic conditional regime-switching GARCH CAPM for energy and financial markets
Urom, Christian
;
Chevallier, Julien
;
Zhu, Bangzhu
- In:
Energy economics
85
(
2020
),
pp. 1-45
Persistent link: https://www.econbiz.de/10012510103
Saved in:
10
Commodities risk premia and regional integration in gas-exporting countries
Abid, Ilyes
;
Guesmi, Khaled
;
Goutte, Stéphane
;
Urom, …
- In:
Energy economics
80
(
2019
),
pp. 267-276
Persistent link: https://www.econbiz.de/10012172433
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->