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~isPartOf:"Diskussionspapier / Lehrstuhl für Wirtschaftsethik, Martin-Luther-Universität Halle-Wittenberg"
~isPartOf:"Economics letters"
~isPartOf:"International review of financial analysis"
~subject:"Commodity derivative"
~subject:"Shock"
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Search: Erdölpreis OR Nahrungsmittelpreise OR Rohstoff OR Rohstoffpreis
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Commodity derivative
Shock
Welt
108
World
108
Hedging
104
Oil price
100
Ölpreis
100
Rohstoffderivat
97
Volatility
91
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Ding, Shusheng
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Lu, Xinjie
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Diskussionspapier / Lehrstuhl für Wirtschaftsethik, Martin-Luther-Universität Halle-Wittenberg
Economics letters
International review of financial analysis
Energy economics
387
The journal of futures markets
211
Economic modelling
79
International Journal of Energy Economics and Policy : IJEEP
69
Finance research letters
68
Applied economics
67
International review of economics & finance : IREF
66
Working paper
63
The energy journal
57
Journal of banking & finance
55
Applied economics letters
52
Journal of commodity markets
48
American journal of agricultural economics
45
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40
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38
NBER working paper series
37
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34
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33
Discussion paper / Centre for Economic Policy Research
29
OPEC energy review
29
The handbook of commodity investing
29
CAMA working paper series
28
Applied financial economics
27
The North American journal of economics and finance : a journal of financial economics studies
26
CESifo working papers
25
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
23
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
20
International journal of finance & economics : IJFE
18
Journal of agricultural and applied economics
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Econometric Institute research papers
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Journal of applied econometrics
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Journal of international financial markets, institutions & money
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The journal of alternative investments
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ECONIS (ZBW)
110
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1
Co-movement between commodity and equity markets revisited - an application of the Thick Pen method
Wadud, Sania
;
Gronwald, Marc
;
Durand, Robert B.
;
Lee, …
- In:
International review of financial analysis
87
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014456370
Saved in:
2
Exploring the transmission mechanism of speculative and inventory arbitrage activity to commodity price volatility : novel evidence for the US economy
Yao, Wei
;
Alexiou, Constantinos
- In:
International review of financial analysis
80
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013366201
Saved in:
3
How does energy finance promote energy transition? : evidence from Shanghai crude oil futures
Long, Houyin
;
Huang, Xiang
;
Wang, Jiaxin
- In:
International review of financial analysis
90
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014468667
Saved in:
4
Measuring the multi-scale price transmission effects from crude oil to energy stocks : a cascaded view
Xi, Zenglei
;
Yu, Jinxiu
;
Sun, Qingru
;
Zhao, Wenqi
;
Wang, He
- In:
International review of financial analysis
90
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014470341
Saved in:
5
Volatility forecasting of crude oil futures market : which structural change-based HAR models have better performance?
Zhang, Yue-jun
;
Zhang, Han
- In:
International review of financial analysis
85
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014234971
Saved in:
6
Do precious metals hedge crude oil volatility jumps?
Das, Debojyoti
;
Bhatia, Vaneet
;
Kumar, Surya Bhushan
; …
- In:
International review of financial analysis
83
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013455150
Saved in:
7
Oil futures volatility predictability : new evidence based on machine learning models
Lu, Xinjie
;
Ma, Feng
;
Xu, Jin
;
Zhang, Zehui
- In:
International review of financial analysis
83
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013460875
Saved in:
8
Information connectedness of international crude oil futures : evidence from SC, WTI, and Brent
Wei, Yu
;
Zhang, Yaojie
;
Wang, Yudong
- In:
International review of financial analysis
81
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013395932
Saved in:
9
Inflation hedging with commodities : a wavelet analysis of seven centuries worth of data
Zaremba, Adam
;
Umar, Zaghum
;
Mikutowski, Mateusz
- In:
Economics letters
181
(
2019
),
pp. 90-94
Persistent link: https://www.econbiz.de/10012121850
Saved in:
10
Forecasting crude oil volatility with geopolitical risk : do time-varying switching probabilities play a role?
Wang, Lu
;
Ma, Feng
;
Hao, Jianyang
;
Gao, Xinxin
- In:
International review of financial analysis
76
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012804675
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