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~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"OPEC review : energy economics and related issues"
~subject:"Erdöl"
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Search: subject_exact:"Warenterminmarkt"
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Erdöl
Commodity derivative
61
Rohstoffderivat
61
Volatility
31
Volatilität
31
Oil price
23
Ölpreis
23
Estimation
16
Schätzung
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Welt
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Rohstoffmarkt
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Bai, Lan
1
Caporin, Massimiliano
1
Chang, Chia-Lin
1
Chang, Ya-Kai
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Chen, Yu-Lun
1
Etienne, Xiaoli Liao
1
Guo, Yanfeng
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Li, Xiafei
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McAleer, Michael
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Moh, Wan Shin
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Peng, Yiqi
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Silvapulle, Paramsothy
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Sun, Chuanwang
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Wei, Yu
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Yao, Yinhong
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Yin, Libo
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Zhan, Yanhong
1
Zhang, Yue-jun
1
Zhao, Huanyu
1
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International journal of finance & economics : IJFE
International review of economics & finance : IREF
OPEC review : energy economics and related issues
Energy economics
82
Finance research letters
17
The journal of futures markets
16
The energy journal
15
International Journal of Energy Economics and Policy : IJEEP
13
Applied economics
11
Economic modelling
10
International review of financial analysis
8
Journal of banking & finance
7
The review of financial studies
7
Applied financial economics
6
OPEC energy review
5
Financial modeling and risk management of energy and environmental instruments and derivates
4
Journal of forecasting
4
Research in international business and finance
4
Working paper
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Applied economics letters
3
Finance India : the quarterly journal of Indian Institute of Finance
3
International journal of forecasting
3
Journal of commodity markets
3
Journal of energy finance & development
3
Journal of international money and finance
3
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
3
The European journal of finance
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The North American journal of economics and finance : a journal of financial economics studies
3
The empirical economics letters : a monthly international journal of economics
3
Theoretical economics letters
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Working paper / Department of Economics, Uppsala University
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Energy strategy reviews
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IES working paper
2
International journal of economics and finance
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International journal of trade and global markets
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Journal of emerging market finance
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Journal of risk and financial management : JRFM
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NBER Working Paper
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NBER working paper series
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ECONIS (ZBW)
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1
Volatility spillovers between oil and coal prices and its implications for energy portfolio management in China
Guo, Yanfeng
;
Zhao, Huanyu
- In:
International review of economics & finance : IREF
89
(
2024
)
2
,
pp. 446-457
Persistent link: https://www.econbiz.de/10014446777
Saved in:
2
How does China's crude oil futures affect the crude oil prices at home and abroad? : evidence from the cross-market exchange rate spillovers
Sun, Chuanwang
;
Peng, Yiqi
;
Zhan, Yanhong
- In:
International review of economics & finance : IREF
88
(
2023
),
pp. 204-222
Persistent link: https://www.econbiz.de/10014474284
Saved in:
3
A novel hybrid strategy for crude oil future hedging based on the combination of three minimum-CVaR models
Su, Kuangxi
;
Yao, Yinhong
;
Zheng, Chengli
;
Xie, Wenzhao
- In:
International review of economics & finance : IREF
83
(
2023
),
pp. 35-50
Persistent link: https://www.econbiz.de/10014239896
Saved in:
4
The role of intermediary capital risk in predicting oil volatility
Yin, Libo
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 401-416
Persistent link: https://www.econbiz.de/10012814586
Saved in:
5
Investor sentiment spillover effect and market quality in crude oil futures
Chen, Yu-Lun
;
Moh, Wan Shin
;
Chang, Ya-Kai
- In:
International review of economics & finance : IREF
82
(
2022
),
pp. 177-193
Persistent link: https://www.econbiz.de/10013543090
Saved in:
6
Does crude oil futures price really help to predict spot oil price? : new evidence from density forecasting
Bai, Lan
;
Li, Xiafei
;
Wei, Yu
;
Wei, Guiwu
- In:
International journal of finance & economics : IJFE
27
(
2022
)
3
,
pp. 3694-3712
Persistent link: https://www.econbiz.de/10013330741
Saved in:
7
Regime-switching energy price volatility : the role of economic policy uncertainty
Scarcioffolo, Alexandre Ribeiro
;
Etienne, Xiaoli Liao
- In:
International review of economics & finance : IREF
76
(
2021
),
pp. 336-356
Persistent link: https://www.econbiz.de/10013175825
Saved in:
8
Are the S&P 500 index and crude oil, natural gas and ethanol futures related for intra-day data?
Caporin, Massimiliano
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 50-70
Persistent link: https://www.econbiz.de/10012202481
Saved in:
9
Slopes, spreads, and depth : monetary policy announcements and liquidity provision in the energy futures market
Smales, L. A.
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 234-252
Persistent link: https://www.econbiz.de/10012202514
Saved in:
10
The time-varying spillover effect between WTI crude oil futures returns and hedge funds
Zhang, Yue-jun
;
Wu, Yao-Bin
- In:
International review of economics & finance : IREF
61
(
2019
),
pp. 156-169
Persistent link: https://www.econbiz.de/10012205400
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