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~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of international financial markets, institutions & money"
~subject:"Volatilität"
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Search: subject_exact:"Rohstoff-Futures"
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Volatilität
Commodity derivative
75
Rohstoffderivat
75
Volatility
27
Commodity exchange
24
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24
Welt
21
World
21
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Option pricing theory
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Portfolio selection
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Commodity futures
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Commodity markets
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Fung, Hung-gay
2
Prokopczuk, Marcel
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Adams, Zeno
1
Arismendi Zambrano, Juan Carlos
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Asai, Manabu
1
Back, Janis
1
Benth, Fred Espen
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Bilgin, Mehmet Huseyin
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1
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1
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1
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1
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1
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1
Huu Nhan Duong
1
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1
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1
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Liang, Chao
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Liu, Zhenya
1
Luo, Jiawen
1
Lyócsa, Štefan
1
Ma, Zhenyu
1
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1
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International journal of forecasting
Journal of banking & finance
Journal of international financial markets, institutions & money
Energy economics
145
The journal of futures markets
50
International review of financial analysis
32
Economic modelling
30
Finance research letters
29
International review of economics & finance : IREF
23
The energy journal
21
International Journal of Energy Economics and Policy : IJEEP
20
Working paper
19
Applied economics
18
Applied economics letters
14
Journal of commodity markets
13
American journal of agricultural economics
12
Econometric Institute research papers
11
Research in international business and finance
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The North American journal of economics and finance : a journal of financial economics studies
10
Quantitative finance
9
Journal of international money and finance
8
International journal of finance & economics : IJFE
7
Pacific-Basin finance journal
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
Journal of applied econometrics
6
Journal of empirical finance
6
Journal of forecasting
6
Agricultural finance review
5
Applied financial economics
5
Cogent economics & finance
5
Finance India : the quarterly journal of Indian Institute of Finance
5
International journal of theoretical and applied finance
5
Journal of risk and financial management : JRFM
5
OPEC energy review
5
Review of quantitative finance and accounting
5
CESifo working papers
4
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
4
Emerging markets, finance and trade : EMFT
4
Financial modeling and risk management of energy and environmental instruments and derivates
4
Global business review
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ECONIS (ZBW)
27
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1
Cross-asset time-series momentum : crude oil volatility and global stock markets
Fernandez-Perez, Adrian
;
Indriawan, Ivan
;
Tse, Yiuman
; …
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014492117
Saved in:
2
Alarming contagion effects : the dangerous ripple effect of extreme price spillovers across crude oil, carbon emission allowance, and agriculture futures markets
Wei, Yu
;
Wang, Yizhi
;
Vigne, Samuel A.
;
Ma, Zhenyu
- In:
Journal of international financial markets, …
88
(
2023
),
pp. 1-33
Persistent link: https://www.econbiz.de/10014482920
Saved in:
3
Tail dependence structure and extreme risk spillover effects between the international agricultural futures and spot markets
Dai, Yun-Shi
;
Dai, Peng-Fei
;
Zhou, Wei-Xing
- In:
Journal of international financial markets, …
88
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014482970
Saved in:
4
Global economic policy uncertainty aligned : an informative predictor for crude oil market volatility
Zhang, Yaojie
;
He, Mengxi
;
Wang, Yudong
;
Liang, Chao
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1318-1332
Persistent link: https://www.econbiz.de/10014465282
Saved in:
5
Forecasting realized volatility of agricultural commodity futures with infinite Hidden Markov HAR models
Luo, Jiawen
;
Klein, Tony
;
Ji, Qiang
;
Hou, Chenghan
- In:
International journal of forecasting
38
(
2022
)
1
,
pp. 51-73
Persistent link: https://www.econbiz.de/10013347412
Saved in:
6
Long-run reversal in commodity returns : insights from seven centuries of evidence
Zaremba, Adam
;
Bianchi, Robert
;
Mikutowski, Mateusz
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013256444
Saved in:
7
A functional time series analysis of forward curves derived from commodity futures
Horváth, Lajos
;
Liu, Zhenya
;
Rice, Gregory
;
Wang, Shixuan
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 646-665
Persistent link: https://www.econbiz.de/10012415316
Saved in:
8
Forecasting volatility and co-volatility of crude oil and gold futures : effects of leverage, jumps, spillovers, and geopolitical risks
Asai, Manabu
;
Gupta, Rangan
;
McAleer, Michael
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 933-948
Persistent link: https://www.econbiz.de/10012497080
Saved in:
9
Realized correlations, betas and volatility spillover in the agricultural commodity market : what has changed?
Bonato, Matteo
- In:
Journal of international financial markets, …
62
(
2019
),
pp. 184-202
Persistent link: https://www.econbiz.de/10012262524
Saved in:
10
Commodity market based hedging against stock market risk in times of financial crisis : the case of crude oil and gold
Junttila, Juha
;
Pesonen, Juho
;
Raatikainen, Juhani
- In:
Journal of international financial markets, …
56
(
2018
),
pp. 255-280
Persistent link: https://www.econbiz.de/10011984168
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