//--> //--> //--> //-->
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
~isPartOf:"Economic modelling"
~subject:"Portfolio-Management"
~subject:"Rohstoffderivat"
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: Energiepreis OR Energieversorgung OR Erdölpreis OR Ölpreis OR Rohstoff OR Rohstoffpreis
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Portfolio-Management
Rohstoffderivat
Oil price
123
Ölpreis
123
Volatility
69
Volatilität
69
Welt
63
World
63
Estimation
57
Schätzung
57
Theorie
56
Theory
56
Hedging
53
Commodity derivative
52
ARCH model
39
ARCH-Modell
39
Cointegration
35
Kointegration
35
Oil market
31
Portfolio selection
31
Ölmarkt
29
Time series analysis
28
Zeitreihenanalyse
28
Schock
27
Shock
27
Aktienmarkt
25
Börsenkurs
25
Share price
25
Stock market
25
Forecasting model
24
Prognoseverfahren
24
VAR model
22
VAR-Modell
22
China
21
USA
21
United States
21
Commodity price
20
Rohstoffpreis
20
Capital income
19
Exchange rate
19
more ...
less ...
Online availability
All
Undetermined
45
Type of publication
All
Article
77
Type of publication (narrower categories)
All
Article in journal
77
Aufsatz in Zeitschrift
77
Conference paper
1
Konferenzbeitrag
1
Language
All
English
77
Author
All
Nguyen, Duc Khuong
3
Wang, Yudong
3
Arouri, Mohamed
2
Beckmann, Joscha
2
Bouri, Elie
2
Charfeddine, Lanouar
2
Czudaj, Robert
2
Hammoudeh, Shawkat
2
Jawadi, Fredj
2
Lahiani, Amine
2
Li, Bin
2
Liu, Li
2
Ma, Feng
2
Mensi, Walid
2
Park, Sung Y.
2
Roubaud, David
2
Umar, Zaghum
2
Wan, Jieqiu
2
Wen, Xiaoqian
2
Zhang, Yaojie
2
Ahmad, Wasim
1
Akhtaruzzaman, Md.
1
Al-Azzam, Moh'd
1
Alghalith, Moawia
1
Andrieş, Alin Marius
1
Aït-Youcef, Camille
1
Bahaji, Hamza
1
Banerjee, Ameet Kumar
1
Bei, Shuhua
1
Beljid, Makram
1
Belke, Ansgar
1
Benlagha, Noureddine
1
Bertrand, Philippe
1
Bhar, Ramaprasad
1
Boubaker, Adel
1
Brooks, Chris
1
Chang, Kuang-liang
1
Chen, Ching-cheng
1
Chen, Chuang
1
Chen, Jilong
1
more ...
less ...
Published in...
All
Economic modelling
Energy economics
312
The journal of futures markets
235
Finance research letters
96
International review of financial analysis
89
Journal of banking & finance
83
Applied economics
70
International review of economics & finance : IREF
67
The energy journal
47
Journal of commodity markets
46
Working paper
45
Applied economics letters
44
American journal of agricultural economics
43
International Journal of Energy Economics and Policy : IJEEP
42
Research in international business and finance
42
The North American journal of economics and finance : a journal of financial economics studies
42
International journal of theoretical and applied finance
40
NBER working paper series
34
Working paper / National Bureau of Economic Research, Inc.
34
Applied financial economics
32
The handbook of commodity investing
30
The review of financial studies
30
Quantitative finance
29
Diskussionspapier / Lehrstuhl für Wirtschaftsethik, Martin-Luther-Universität Halle-Wittenberg
28
Journal of international money and finance
27
Journal of risk and financial management : JRFM
27
NBER Working Paper
27
Journal of empirical finance
26
The European journal of finance
26
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
26
Finance and stochastics
25
Journal of economic dynamics & control
25
Research paper series / Swiss Finance Institute
25
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
24
European journal of operational research : EJOR
23
Applied mathematical finance
22
Insurance / Mathematics & economics
22
Swiss Finance Institute Research Paper
22
Journal of financial economics
21
Journal of international financial markets, institutions & money
21
more ...
less ...
Source
All
ECONIS (ZBW)
77
Showing
1
-
10
of
77
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Price risk analysis using GARCH family models : evidence from Shanghai crude oil futures market
Bei, Shuhua
;
Yang, Aijun
;
Pei, Haotian
;
Si, Xiaoli
- In:
Economic modelling
125
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014463673
Saved in:
2
Correlations and volatility spillovers across commodity and stock markets : linking energies, food, and gold
Mensi, Walid
;
Beljid, Makram
;
Boubaker, Adel
;
Managi, …
- In:
Economic modelling
32
(
2013
),
pp. 15-22
Persistent link: https://www.econbiz.de/10009760820
Saved in:
3
Intraday return predictability in China's crude oil futures market : new evidence from a unique trading mechanism
Wen, Danyan
;
Wang, Yudong
;
Zhang, Yaojie
- In:
Economic modelling
96
(
2021
),
pp. 209-219
Persistent link: https://www.econbiz.de/10012745351
Saved in:
4
Correlation dynamics of crude oil with agricultural commodities : a comparison between energy and food crops
Pal, Debdatta
;
Mitra, Subrata Kumar
- In:
Economic modelling
82
(
2019
),
pp. 453-466
Persistent link: https://www.econbiz.de/10012203189
Saved in:
5
Return transmission and asymmetric volatility spillovers between oil futures and oil equities : new DCC-MEGARCH analyses
Tsuji, Chikashi
- In:
Economic modelling
74
(
2018
),
pp. 167-185
Persistent link: https://www.econbiz.de/10012101322
Saved in:
6
Forecasting the oil futures price volatility : a new approach
Ma, Feng
;
Liu, Jing
;
Huang, Dengshi
;
Chen, Wang
- In:
Economic modelling
64
(
2017
),
pp. 560-566
Persistent link: https://www.econbiz.de/10011761312
Saved in:
7
The role of financial speculation in the energy future markets : a new time-varying coefficient approach
Li, Haiqi
;
Kim, Hyung-Gun
;
Park, Sung Y.
- In:
Economic modelling
51
(
2015
),
pp. 112-122
Persistent link: https://www.econbiz.de/10011475857
Saved in:
8
Speculative behaviour and oil price predictability
Panopulu, Aikaterinē
;
Pantelidis, Theologos
- In:
Economic modelling
47
(
2015
),
pp. 128-136
Persistent link: https://www.econbiz.de/10011438977
Saved in:
9
Explaining the convenience yield in the WTI crude oil market using realized volatility and jumps
Sévi, Benoît
- In:
Economic modelling
44
(
2015
),
pp. 243-251
Persistent link: https://www.econbiz.de/10011326237
Saved in:
10
Dynamic hedging strategy in incomplete market : evidence from Shanghai fuel oil futures market
Lin, Xiaoqiang
;
Chen, Qiang
;
Tang, Zhenpeng
- In:
Economic modelling
40
(
2014
),
pp. 81-90
Persistent link: https://www.econbiz.de/10010425724
Saved in:
1
2
3
4
5
6
7
8
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->