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~isPartOf:"Annals of finance"
~isPartOf:"Energy economics"
~subject:"Derivat"
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Derivat
Commodity derivative
276
Rohstoffderivat
276
Oil price
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154
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Benth, Fred Espen
4
Chang, Chun Ping
2
Ernstsen, Rune Ramsdal
2
Hesamzadeh, Mohammad Reza
2
Irwin, Scott H.
2
Lee, Chien-chiang
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Leung, Tim
2
Power, Gabriel J.
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Prokopczuk, Marcel
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Skajaa, Anders
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Torró, Hipòlit
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1
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1
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1
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1
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1
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1
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1
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1
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Annals of finance
Energy economics
The journal of futures markets
105
International journal of theoretical and applied finance
38
Journal of banking & finance
37
International review of financial analysis
26
International review of economics & finance : IREF
23
Finance research letters
21
Quantitative finance
18
Applied economics
17
Applied mathematical finance
16
Economic modelling
15
The European journal of finance
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Journal of multinational financial management
14
Journal of risk and financial management : JRFM
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Journal of financial economics
13
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
13
European journal of operational research : EJOR
12
Research in international business and finance
12
Review of derivatives research
12
American journal of agricultural economics
11
Applied financial economics
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Journal of commodity markets
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10
Review of quantitative finance and accounting
10
The energy journal
10
The journal of finance : the journal of the American Finance Association
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9
Journal of economic dynamics & control
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Management science : journal of the Institute for Operations Research and the Management Sciences
9
Mathematical finance : an international journal of mathematics, statistics and financial theory
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NBER working paper series
9
Risks : open access journal
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The North American journal of economics and finance : a journal of financial economics studies
9
The journal of fixed income
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Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
8
Cogent economics & finance
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European financial management : the journal of the European Financial Management Association
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ECONIS (ZBW)
84
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1
Distributional predictability between commodity spot and futures : evidence from nonparametric causality-in-quantiles tests
Jena, Sangram Keshari
;
Tiwari, Aviral Kumar
;
Hammoudeh, …
- In:
Energy economics
78
(
2019
),
pp. 615-628
Persistent link: https://www.econbiz.de/10012160046
Saved in:
2
A multifactor stochastic volatility model of commodity prices
Cortazar, Gonzalo
;
Lopez, Matias
;
Naranjo, Lorenzo
- In:
Energy economics
67
(
2017
),
pp. 182-201
Persistent link: https://www.econbiz.de/10011897898
Saved in:
3
Pricing of forwards and other derivatives in cointegrated commodity markets
Benth, Fred Espen
;
Koekebakker, Steen
- In:
Energy economics
52
(
2015
)
1
,
pp. 104-117
Persistent link: https://www.econbiz.de/10011568135
Saved in:
4
Pricing German Energiewende products : intraday cap/floor futures
Hinderks, W. J.
;
Wagner, Andreas
- In:
Energy economics
81
(
2019
),
pp. 287-296
Persistent link: https://www.econbiz.de/10012172724
Saved in:
5
Time-frequency connectedness and spillover among carbon, climate, and energy futures : determinants and portfolio risk management implications
Mohammad Enamul Hoque
;
Low, Soo Wah
;
Syed Mabruk Billah
- In:
Energy economics
127
(
2023
)
2
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014490834
Saved in:
6
Constrained dynamic futures portfolios with stochastic basis
Chen, Xiaodong
;
Leung, Tim
;
Zhou, Yang
- In:
Annals of finance
18
(
2022
)
1
,
pp. 1-33
Persistent link: https://www.econbiz.de/10013194629
Saved in:
7
Hedging IMO2020 compliant fuel price exposure using futures contracts
Bai, Xiwen
;
Kavussanos, Manolis G.
- In:
Energy economics
110
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013349877
Saved in:
8
The impact of extreme events on energy price risk
Wen, Jun
;
Zhao, Xin-Xin
;
Chang, Chun Ping
- In:
Energy economics
99
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012939412
Saved in:
9
Co-volatility and asymmetric transmission of risks between the global oil and China's futures markets
Luo, Jiawen
;
Marfatia, Hardik A.
;
Ji, Qiang
;
Klein, Tony
- In:
Energy economics
117
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014437127
Saved in:
10
Who's afraid of a Texas hedge?
Power, Gabriel J.
;
Vedenov, Dmitrij V.
- In:
Energy economics
127
(
2023
)
2
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014489962
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