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~isPartOf:"The journal of futures markets"
~subject:"Commodity derivative"
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Commodity derivative
Estimation
188
Schätzung
188
USA
82
United States
82
Volatility
60
Volatilität
60
Theorie
39
Theory
39
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33
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Großbritannien
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The journal of futures markets
Energy economics
48
Applied economics
17
Economic modelling
16
International review of economics & finance : IREF
12
Applied economics letters
11
Finance research letters
11
Journal of banking & finance
11
Applied financial economics
10
Journal of commodity markets
10
International Journal of Energy Economics and Policy : IJEEP
8
International review of financial analysis
8
Research in international business and finance
7
The North American journal of economics and finance : a journal of financial economics studies
7
Working paper
7
Journal of applied econometrics
6
American journal of agricultural economics
5
Econometric Institute research papers
5
International journal of forecasting
5
Journal of international money and finance
5
The energy journal
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CESifo working papers
4
Journal of agricultural economics
4
Journal of international financial markets, institutions & money
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Pacific-Basin finance journal
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Working paper / National Bureau of Economic Research, Inc.
4
Discussion paper / Centre for Economic Policy Research
3
European review of agricultural economics : ERAE
3
International journal of finance & economics : IJFE
3
NBER working paper series
3
Queen's Economics Department working paper
3
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
3
The European journal of finance
3
The journal of finance : the journal of the American Finance Association
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Theoretical economics letters
3
Agribusiness : an international journal
2
Bank of England Working Paper
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CESifo Working Paper Series
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CREATES research paper
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ECONIS (ZBW)
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1
Hedging commodities in times of distress : the case of COVID-19
Magalhães, Luiz Augusto
;
Silva, Thiago Christiano
; …
- In:
The journal of futures markets
42
(
2022
)
10
,
pp. 1941-1959
Persistent link: https://www.econbiz.de/10013465831
Saved in:
2
Performance comparison of alternative stochastic volatility models and its determinants in energy futures : COVID-19 and Russia-Ukraine conflict features
Fernandes, Mário Correia
;
Dias, José Carlos
;
Nunes, …
- In:
The journal of futures markets
44
(
2024
)
3
,
pp. 343-383
Persistent link: https://www.econbiz.de/10014475488
Saved in:
3
Commodity momentum decomposition
Iwanaga, Yasuhiro
;
Sakemoto, Ryuta
- In:
The journal of futures markets
43
(
2023
)
2
,
pp. 198-216
Persistent link: https://www.econbiz.de/10014292998
Saved in:
4
Trading around the clock : revisit volatility spillover between crude oil and equity markets in different trading sessions
Hao, Jing
;
He, Feng
;
Ma, Feng
;
Fu, Tong
- In:
The journal of futures markets
43
(
2023
)
6
,
pp. 771-791
Persistent link: https://www.econbiz.de/10014293226
Saved in:
5
Robust information share measures with an application on the international crude oil markets
Li, Hong
;
Shi, Yanlin
- In:
The journal of futures markets
42
(
2022
)
4
,
pp. 555-579
Persistent link: https://www.econbiz.de/10013187561
Saved in:
6
Volatility spillovers : a sparse multivariate GARCH approach with an application to commodity markets
Dhaene, Geert
;
Sercu, Piet
;
Wu, Jianbin
- In:
The journal of futures markets
42
(
2022
)
5
,
pp. 868-887
Persistent link: https://www.econbiz.de/10013187611
Saved in:
7
Do futures prices help forecast the spot price?
Jin, Xin
- In:
The journal of futures markets
37
(
2017
)
12
,
pp. 1205-1225
Persistent link: https://www.econbiz.de/10011951030
Saved in:
8
Fundamentals, derivatives market information and oil price volatility
Robe, Michel A.
;
Wallen, Jonathan
- In:
The journal of futures markets
36
(
2016
)
4
,
pp. 317-344
Persistent link: https://www.econbiz.de/10011568424
Saved in:
9
Empirical properties, information flow, and trading strategies of China's soybean crush spread
Liu, Qingfeng Wilson
;
Sono, Hui He
- In:
The journal of futures markets
36
(
2016
)
11
,
pp. 1057-1075
Persistent link: https://www.econbiz.de/10011569015
Saved in:
10
A convenience yield approximation model for mean-reverting commodities
Dockner, Engelbert J.
;
Eksi, Zehra
;
Rammerstorfer, …
- In:
The journal of futures markets
35
(
2015
)
7
,
pp. 625-654
Persistent link: https://www.econbiz.de/10011405460
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