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~isPartOf:"Applied mathematical finance"
~isPartOf:"Economia aplicada : EA"
~isPartOf:"Journal of international money and finance"
~subject:"Risikoprämie"
~subject:"Rohstoffmarkt"
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Search: subject_exact:"Warentermingeschäft"
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Risikoprämie
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Commodity derivative
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Oil price
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Volatility
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Applied mathematical finance
Economia aplicada : EA
Journal of international money and finance
Energy economics
44
Journal of banking & finance
19
Finance research letters
17
The journal of futures markets
17
International review of financial analysis
13
Journal of commodity markets
13
International review of economics & finance : IREF
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Journal of the Royal Statistical Society
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NBER Working Paper
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NBER working paper series
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Finance India : the quarterly journal of Indian Institute of Finance
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Stocks of staple commodities
6
The energy journal
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American journal of agricultural economics
5
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Economic modelling
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Journal of agricultural and applied economics
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European review of agricultural economics
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Financial modeling and risk management of energy and environmental instruments and derivates
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Risk management in commodity markets : from shipping to agricuturals and energy
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1
Volatility risk premia and future commodity returns
Ornelas, José Renato Haas
;
Mauad, Roberto Baltieri
- In:
Journal of international money and finance
96
(
2019
),
pp. 341-360
Persistent link: https://www.econbiz.de/10012139839
Saved in:
2
The economic drivers of commodity market volatility
Prokopczuk, Marcel
;
Stancu, Andrei
;
Symeonidis, Lazaros
- In:
Journal of international money and finance
98
(
2019
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012140078
Saved in:
3
The role of market expectations in commodity price dynamics : evidence from oil data
Jin, Xin
- In:
Journal of international money and finance
90
(
2019
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012132906
Saved in:
4
A non-Gaussian Ornstein-Uhlenbeck model for pricing wind power futures
Benth, Fred Espen
;
Pircalabu, Anca
- In:
Applied mathematical finance
25
(
2018
)
1/2
,
pp. 36-65
Persistent link: https://www.econbiz.de/10011959115
Saved in:
5
Diversification with volatility products
Alexander, Carol
;
Korovilas, Dimitris
;
Kapraun, Julia
- In:
Journal of international money and finance
65
(
2016
),
pp. 213-235
Persistent link: https://www.econbiz.de/10011668421
Saved in:
6
Commodity returns co-movements : Fundamentals or "style" effect?
Charlot, Philippe
;
Darné, Olivier
;
Moussa, Zakaria
- In:
Journal of international money and finance
68
(
2016
),
pp. 130-160
Persistent link: https://www.econbiz.de/10011711802
Saved in:
7
Bubbles in food commodity markets : four decades of evidence
Etienne, Xiaoli L.
;
Irwin, Scott H.
;
García, Philip
- In:
Journal of international money and finance
42
(
2014
),
pp. 129-155
Persistent link: https://www.econbiz.de/10010371822
Saved in:
8
Speculators, commodities and cross-market linkages
Buyuksahin, Bahattin
;
Robe, Michel A.
- In:
Journal of international money and finance
42
(
2014
),
pp. 38-70
Persistent link: https://www.econbiz.de/10010371838
Saved in:
9
Risk premia in crude oil futures prices
Hamilton, James D.
;
Wu, Jing Cynthia
- In:
Journal of international money and finance
42
(
2014
),
pp. 9-37
Persistent link: https://www.econbiz.de/10010371842
Saved in:
10
Quantification of the high level of endogeneity and of structural regime shifts in commodity markets
Filimonov, Vladimir
;
Bicchetti, David
;
Maystre, Nicolas
; …
- In:
Journal of international money and finance
42
(
2014
),
pp. 174-192
Persistent link: https://www.econbiz.de/10010372668
Saved in:
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