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~isPartOf:"Applied mathematical finance"
~isPartOf:"Economia aplicada : EA"
~isPartOf:"Journal of international money and finance"
~subject:"Risikoprämie"
~subject:"Welt"
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Search: subject_exact:"Warentermingeschäft"
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Risikoprämie
Welt
Commodity derivative
31
Rohstoffderivat
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Oil price
10
Volatility
10
Volatilität
10
Ölpreis
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Alexander, Carol
1
Benth, Fred Espen
1
Chen, Chun-Da
1
Chiang, Shu-Mei
1
Degiannakis, Stavros
1
Etienne, Xiaoli L.
1
Filis, George
1
Frankel, Jeffrey A.
1
García, Philip
1
Hamilton, James D.
1
Huang, Chien-Ming
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Irwin, Scott H.
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Kilian, Lutz
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Lee, Thomas
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Ornelas, José Renato Haas
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Pircalabu, Anca
1
Prokopczuk, Marcel
1
Stancu, Andrei
1
Symeonidis, Lazaros
1
Tabak, Benjamin Miranda
1
Wu, Jing Cynthia
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Applied mathematical finance
Economia aplicada : EA
Journal of international money and finance
Energy economics
123
The journal of futures markets
35
Finance research letters
34
International review of financial analysis
24
Journal of banking & finance
23
International review of economics & finance : IREF
21
Diskussionspapier / Lehrstuhl für Wirtschaftsethik, Martin-Luther-Universität Halle-Wittenberg
20
The energy journal
16
Research in international business and finance
14
International Journal of Energy Economics and Policy : IJEEP
13
Journal of commodity markets
13
Applied economics letters
12
Economic modelling
11
Applied economics
10
NBER working paper series
9
Working paper / National Bureau of Economic Research, Inc.
9
NBER Working Paper
8
The North American journal of economics and finance : a journal of financial economics studies
8
Working paper
8
Working papers / Österreichische Forschungsstiftung für Internationale Entwicklung
6
CESifo working papers
5
Discussion paper / Centre for Economic Policy Research
5
OPEC energy review
5
Discussion paper / Tinbergen Institute
4
Econometric Institute research papers
4
Intereconomics : review of European economic policy
4
International journal of economics and financial issues : IJEFI
4
International journal of forecasting
4
Journal of forecasting
4
Journal of international financial markets, institutions & money
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Quantitative finance
4
Review of quantitative finance and accounting
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ZEF discussion papers on development policy
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Applied financial economics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Financial innovation : FIN
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International journal of trade and global markets
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ECONIS (ZBW)
11
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1
Analyzing the impacts of foreign exchange and oil price on biofuel commodity futures
Chiang, Shu-Mei
;
Chen, Chun-Da
;
Huang, Chien-Ming
- In:
Journal of international money and finance
96
(
2019
),
pp. 37-48
Persistent link: https://www.econbiz.de/10012139604
Saved in:
2
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:
3
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:
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
Forecasting oil price realized volatility using information channels from other asset classes
Degiannakis, Stavros
;
Filis, George
- In:
Journal of international money and finance
76
(
2017
),
pp. 28-49
Persistent link: https://www.econbiz.de/10011788055
Saved in:
6
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:
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
Effects of speculation and interest rates in a “carry trade” model of commodity prices
Frankel, Jeffrey A.
- In:
Journal of international money and finance
42
(
2014
),
pp. 88-112
Persistent link: https://www.econbiz.de/10010371827
Saved in:
9
Quantifying the speculative component in the real price of oil : the role of global oil inventories
Kilian, Lutz
;
Lee, Thomas
- In:
Journal of international money and finance
42
(
2014
),
pp. 71-87
Persistent link: https://www.econbiz.de/10010371836
Saved in:
10
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:
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