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~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"OPEC review : energy economics and related issues"
~subject:"Erdöl"
~subject:"Estimation"
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Search: subject_exact:"Warenterminmarkt"
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Erdöl
Estimation
Commodity derivative
51
Rohstoffderivat
51
Volatility
24
Volatilität
24
Oil price
18
Ölpreis
18
Welt
15
World
15
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Xuan Vinh Vo
2
Aslan, Aylin
1
Balcilar, Mehmet
1
Baldi, Lucia
1
Bouri, Elie
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Caporin, Massimiliano
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Chang, Chia-Lin
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Luís, Jorge Barros
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McAleer, Michael
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Mensi, Walid
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Moh, Wan Shin
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Moosa, Imad A.
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Peng, Yiqi
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International review of economics & finance : IREF
OPEC review : energy economics and related issues
Energy economics
102
The journal of futures markets
50
Finance research letters
25
Applied economics
21
Economic modelling
18
International Journal of Energy Economics and Policy : IJEEP
17
The energy journal
17
Journal of banking & finance
16
Applied financial economics
14
International review of financial analysis
14
Applied economics letters
12
Journal of commodity markets
12
Working paper
10
Research in international business and finance
9
The North American journal of economics and finance : a journal of financial economics studies
8
The review of financial studies
7
Econometric Institute research papers
6
International journal of forecasting
6
Journal of applied econometrics
6
Journal of forecasting
6
Journal of international money and finance
6
OPEC energy review
6
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
6
American journal of agricultural economics
5
Finance India : the quarterly journal of Indian Institute of Finance
5
The European journal of finance
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
Theoretical economics letters
5
Working paper / National Bureau of Economic Research, Inc.
5
CESifo working papers
4
Discussion paper / Centre for Economic Policy Research
4
Financial modeling and risk management of energy and environmental instruments and derivates
4
International journal of finance & economics : IJFE
4
Journal of agricultural economics
4
Journal of energy finance & development
4
Journal of international financial markets, institutions & money
4
NBER working paper series
4
Pacific-Basin finance journal
4
The empirical economics letters : a monthly international journal of economics
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ECONIS (ZBW)
19
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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
Time-frequency spillovers and connectedness between precious metals, oil futures and financial markets : hedge and safe haven implications
Mensi, Walid
;
Aslan, Aylin
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
International review of economics & finance : IREF
83
(
2023
),
pp. 219-232
Persistent link: https://www.econbiz.de/10014239971
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
The realized volatility of commodity futures : interconnectedness and determinants#
Bouri, Elie
;
Lucey, Brian M.
;
Saeed, Tareq
;
Xuan Vinh Vo
- In:
International review of economics & finance : IREF
73
(
2021
),
pp. 139-151
Persistent link: https://www.econbiz.de/10012692211
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
Dependency, centrality and dynamic networks for international commodity futures prices
Wu, Fei
;
Zhao, Wan-Li
;
Ji, Qiang
;
Zhang, Dayong
- In:
International review of economics & finance : IREF
67
(
2020
),
pp. 118-132
Persistent link: https://www.econbiz.de/10012485715
Saved in:
9
The asymmetric spillover effect of the Markov switching mechanism from the futures market to the spot market
Chang, Kuang-Liang
;
Lee, Chingnun
- In:
International review of economics & finance : IREF
69
(
2020
),
pp. 374-388
Persistent link: https://www.econbiz.de/10012486979
Saved in:
10
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
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