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~isPartOf:"Journal of applied econometrics"
~subject:"Hedging"
~subject:"Theorie"
~subject:"Volatilität"
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Search: subject_exact:"Commodity futures"
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Hedging
Theorie
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Commodity derivative
9
Rohstoffderivat
9
Estimation
6
Schätzung
6
Volatility
6
Theory
3
Welt
3
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Oil price
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Balance of risks and inflation uncertainty
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Commodity market
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Convenience yields
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Diks–Panchenko Granger non-causality test
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Erdöl
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Erwartungsbildung
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Expectation formation
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Factor analysis
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Faktorenanalyse
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Geflügel
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Impact assessment
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Index futures
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Index-Futures
1
Inflation
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Inflation expectations
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Inflation risk
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Inflationserwartung
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Delle Chiaie, Simona
1
Ferrara, Laurent
1
Fong, Wai-mun
1
Garratt, Anthony
1
Giannone, Domenico
1
Haigh, Michael S.
1
Holt, Matthew T.
1
Petrella, Ivan
1
See, Kim Hock
1
Shu, Haicheng
1
Smith, Aaron D.
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Spencer, Peter D.
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Journal of applied econometrics
Energy economics
180
The journal of futures markets
88
International review of financial analysis
49
Economic modelling
39
Finance research letters
38
Applied economics
32
International review of economics & finance : IREF
32
The energy journal
29
Journal of banking & finance
28
Journal of commodity markets
26
Working paper
25
American journal of agricultural economics
23
International Journal of Energy Economics and Policy : IJEEP
23
Applied economics letters
19
Research in international business and finance
16
Applied financial economics
15
Journal of international money and finance
12
The North American journal of economics and finance : a journal of financial economics studies
12
Econometric Institute research papers
11
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
11
Journal of international financial markets, institutions & money
11
Quantitative finance
11
The review of financial studies
11
Working paper / National Bureau of Economic Research, Inc.
11
European review of agricultural economics : ERAE
9
Journal of empirical finance
9
Journal of forecasting
9
Journal of the Royal Statistical Society
9
NBER working paper series
9
Pacific-Basin finance journal
9
Finance India : the quarterly journal of Indian Institute of Finance
8
International journal of theoretical and applied finance
8
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
8
The European journal of finance
8
The handbook of commodity investing
8
The journal of finance : the journal of the American Finance Association
8
Agricultural finance review
7
CESifo working papers
7
International journal of finance & economics : IJFE
7
Journal of agricultural and applied economics
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1
Oil prices in the real economy
Shu, Haicheng
;
Spencer, Peter D.
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 878-897
Persistent link: https://www.econbiz.de/10014432198
Saved in:
2
Commodity prices and inflation risk
Garratt, Anthony
;
Petrella, Ivan
- In:
Journal of applied econometrics
37
(
2022
)
2
,
pp. 392-414
Persistent link: https://www.econbiz.de/10013165243
Saved in:
3
Common factors of commodity prices
Delle Chiaie, Simona
;
Ferrara, Laurent
;
Giannone, Domenico
- In:
Journal of applied econometrics
37
(
2022
)
3
,
pp. 461-476
Persistent link: https://www.econbiz.de/10013186690
Saved in:
4
Partially overlapping time series : a new model for volatility dynamics in commodity futures
Smith, Aaron D.
- In:
Journal of applied econometrics
20
(
2005
)
3
,
pp. 405-422
Persistent link: https://www.econbiz.de/10002807215
Saved in:
5
Crack spead hedging : accounting for time-varying volatility spillovers in the energy futures markets
Haigh, Michael S.
;
Holt, Matthew T.
- In:
Journal of applied econometrics
17
(
2002
)
3
,
pp. 269-289
Persistent link: https://www.econbiz.de/10001676815
Saved in:
6
Modelling the conditional volatility of commodity index futures as a regime switching process
Fong, Wai-mun
;
See, Kim Hock
- In:
Journal of applied econometrics
16
(
2001
)
2
,
pp. 133-163
Persistent link: https://www.econbiz.de/10001573886
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