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~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Commodity derivative"
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Commodity derivative
Erdöl
10
Petroleum
10
Oil price
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Ölpreis
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Crude oil
7
Welt
7
World
7
Volatility
6
Volatilität
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Estimation
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Schätzung
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Aktienmarkt
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China
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Rohstoffderivat
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Capital income
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Causality analysis
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Causality-in-quantiles
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Economic policy uncertainty
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Rolling windows
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A-MFDFA
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Al-Yahyaee, Khamis Hamed
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Chan, Kam C.
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Chan, Leo H.
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Hau, Liya
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Kang, Sang Hoon
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Mensi, Walid
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The North American journal of economics and finance : a journal of financial economics studies
Energy economics
92
Finance research letters
23
The journal of futures markets
17
The energy journal
16
International Journal of Energy Economics and Policy : IJEEP
13
International review of economics & finance : IREF
12
Applied economics
11
Economic modelling
10
International review of financial analysis
10
Journal of banking & finance
7
The review of financial studies
7
Applied financial economics
6
International journal of finance & economics : IJFE
5
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
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Working paper
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Applied economics letters
3
Energy strategy reviews
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Finance India : the quarterly journal of Indian Institute of Finance
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International journal of forecasting
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International journal of trade and global markets
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Journal of commodity markets
3
Journal of energy finance & development
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Journal of international money and finance
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NBER working paper series
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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The European journal of finance
3
The empirical economics letters : a monthly international journal of economics
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Theoretical economics letters
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Working paper / Department of Economics, Uppsala University
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
IES working paper
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International journal of economics and finance
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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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Dynamic spillover and connectedness between oil futures and European bonds
Mensi, Walid
;
Al-Yahyaee, Khamis Hamed
;
Xuan Vinh Vo
; …
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012822033
Saved in:
2
Time-frequency connectedness of crude oil, economic policy uncertainty and Chinese commodity markets : evidence from rolling window analysis
Zhu, Huiming
;
Chen, Weiyan
;
Hau, Liya
;
Chen, Qitong
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012822243
Saved in:
3
Forecasting oil futures market volatility in a financialized world : why speculative activities matter
Chan, Kam C.
;
Chan, Leo H.
;
Nguyen, Chi M.
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012667181
Saved in:
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