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Search: Energiepreis OR Energieversorgung OR Erdölpreis OR Ölpreis OR Rohstoff OR Rohstoffpreis
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Hedging
113
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58
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53
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Prokopczuk, Marcel
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Journal of banking & finance
Glückauf : die Fachzeitschrift für Rohstoff, Bergbau und Energie
3,923
Netzpraxis : Magazin für Energieversorgung, Planung, Bau, Betrieb, Service ; NP
2,078
Energy economics
2,039
EVU-Betriebspraxis : Zeitschrift für die Elektrofachkräfte in der Energieversorgung
1,034
International Journal of Energy Economics and Policy : IJEEP
857
The journal of futures markets
535
The energy journal
467
Energy policy
452
Energiewirtschaftliche Tagesfragen : et ; Zeitschrift für Energiewirtschaft, Recht, Technik und Umwelt
386
Working paper
324
NBER working paper series
323
Working paper / National Bureau of Economic Research, Inc.
293
Applied economics
271
NBER Working Paper
262
Economic modelling
252
Finance research letters
234
IMF working papers
233
CESifo working papers
229
Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
225
International review of economics & finance : IREF
203
Zeitschrift für Energiewirtschaft : ZfE
194
International review of financial analysis
188
Policy research working paper : WPS
186
Journal of environmental economics and management : JEEM ; the official journal of the Association of Environmental and Resource Economists
184
SpringerLink / Bücher
183
Discussion paper / Centre for Economic Policy Research
175
Intereconomics : review of European economic policy
175
The electricity journal
170
OPEC energy review
153
Cambridge working papers in economics
150
Applied economics letters
146
American journal of agricultural economics
136
Resource and energy economics
136
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
135
International journal of theoretical and applied finance
133
European journal of operational research : EJOR
128
Ifo-Schnelldienst
127
Journal of economic dynamics & control
126
World Bank E-Library Archive
126
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ECONIS (ZBW)
181
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1
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:
2
Forecasts of the real price of oil revisited : do they beat the random walk?
Ellwanger, Reinhard
;
Snudden, Stephen
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014491682
Saved in:
3
A jump-diffusion model for pricing and hedging with margined options : an application to Brent crude oil contracts
Hilliard, Jimmy E.
;
Hilliard, Jitka
- In:
Journal of banking & finance
98
(
2019
),
pp. 137-155
Persistent link: https://www.econbiz.de/10012162247
Saved in:
4
Commodity derivatives valuation with autoregressive and moving average components in the price dynamics
Paschke, Raphael
;
Prokopczuk, Marcel
- In:
Journal of banking & finance
34
(
2010
)
11
,
pp. 2742-2752
Persistent link: https://www.econbiz.de/10008858840
Saved in:
5
The illusion of oil return predictability : the choice of data matters!
Conlon, Thomas
;
Cotter, John
;
Eyiah-Donkor, Emmanuel
- In:
Journal of banking & finance
134
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013400116
Saved in:
6
The impact of commodity benchmarks on derivatives markets : the case of the dated Brent assessment and Brent futures
Frino, Alex
;
Ibikunle, Gbenga
;
Mollica, Vito
;
Steffen, Tom
- In:
Journal of banking & finance
95
(
2018
),
pp. 27-43
Persistent link: https://www.econbiz.de/10011966695
Saved in:
7
Pricing of long-dated commodity derivatives : do stochastic interest rates matter?
Cheng, Benjamin
;
Nikitopoulos, Christina Sklibosios
; …
- In:
Journal of banking & finance
95
(
2018
),
pp. 148-166
Persistent link: https://www.econbiz.de/10011966734
Saved in:
8
From the Samuelson volatility effect to a Samuelson correlation effect : an analysis of crude oil calendar spread options
Schneider, Lorenz
;
Tavin, Bertrand
- In:
Journal of banking & finance
95
(
2018
),
pp. 185-202
Persistent link: https://www.econbiz.de/10011966746
Saved in:
9
Local banks and the effects of oil price shocks
Wang, Teng
- In:
Journal of banking & finance
125
(
2021
),
pp. 1-24
Persistent link: https://www.econbiz.de/10012819564
Saved in:
10
Do oil futures prices predict stock returns?
Chiang, I-Hsuan Ethan
;
Hughen, W. Keener
- In:
Journal of banking & finance
79
(
2017
),
pp. 129-141
Persistent link: https://www.econbiz.de/10011815141
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