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~isPartOf:"International review of financial analysis"
~isPartOf:"Journal of banking & finance"
~type_genre:"Article in journal"
~type_genre:"Bibliography included"
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Commodity derivative
115
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115
Volatility
44
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36
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36
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33
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Miffre, Joëlle
7
Prokopczuk, Marcel
7
Bianchi, Robert
5
Fan, John Hua
4
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1
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1
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1
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International review of financial analysis
Journal of banking & finance
Energy economics
270
The journal of futures markets
206
Finance research letters
60
Economic modelling
52
Applied economics
46
International review of economics & finance : IREF
46
The energy journal
44
Journal of commodity markets
43
American journal of agricultural economics
41
Applied economics letters
39
International Journal of Energy Economics and Policy : IJEEP
38
Research in international business and finance
29
Applied financial economics
26
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
23
Journal of international money and finance
19
Journal of agricultural and applied economics
18
The North American journal of economics and finance : a journal of financial economics studies
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The journal of alternative investments
17
Agricultural finance review
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Journal of empirical finance
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14
European review of agricultural economics : ERAE
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The European journal of finance
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
13
The review of financial studies
13
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
12
Finance India : the quarterly journal of Indian Institute of Finance
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Journal of international financial markets, institutions & money
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Journal of risk and financial management : JRFM
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Pacific-Basin finance journal
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Applied economic perspectives and policy
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Journal of the Royal Statistical Society
11
OPEC energy review
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The IUP journal of financial risk management : IJFRM
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Theoretical economics letters
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Cogent economics & finance
10
International journal of finance & economics : IJFE
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ECONIS (ZBW)
115
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1
Financialization and speculators risk premia in commodity futures markets
Carter, Colin Andre
;
Revoredo Giha, César L.
- In:
International review of financial analysis
88
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014471971
Saved in:
2
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:
3
Exploiting the dynamics of commodity futures curves
Bianchi, Robert
;
Fan, John Hua
;
Miffre, Joëlle
;
Zhang, …
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014491689
Saved in:
4
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:
5
Chinese agricultural futures volatility : new insights from potential domestic and global predictors
Lu, Xinjie
;
Su, Yuandong
;
Huang, Dengshi
- In:
International review of financial analysis
89
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014465049
Saved in:
6
Commodity market financialization, herding and signals : an asymmetric GARCH R-vine copula approach
Qin, Xiao
;
Yan, Meilan
;
Zhang, Dalu
- In:
International review of financial analysis
89
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014466342
Saved in:
7
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:
8
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:
9
Option returns, risk premiums, and demand pressure in energy markets
Jacobs, Kris
;
Li, Bingxin
- In:
Journal of banking & finance
146
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014248220
Saved in:
10
Higher-order moment risk connectedness and optimal investment strategies between international oil and commodity futures markets : insights from the COVID-19 pandemic and Russia-Uk...
Cui, Jinxin
;
Maghyereh, Aktham I.
- In:
International review of financial analysis
86
(
2023
),
pp. 1-39
Persistent link: https://www.econbiz.de/10014248383
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