//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"The energy journal"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Commodity derivative"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Commodity derivative
44
Rohstoffderivat
44
Oil price
27
Ölpreis
27
Volatility
21
Volatilität
21
Erdöl
15
Oil market
15
Petroleum
15
Ölmarkt
15
Welt
13
World
13
Commodity exchange
10
Warenbörse
10
Derivat
9
Derivative
9
Speculation
9
Spekulation
9
Theorie
8
Theory
8
Crude oil
7
Forecasting model
7
Prognoseverfahren
7
USA
7
United States
7
Electricity
6
Elektrizität
6
Price
6
ARCH model
5
ARCH-Modell
5
Estimation
5
Preis
5
Schätzung
5
Cointegration
4
Electric power industry
4
Elektrizitätswirtschaft
4
Erdgas
4
Futures markets
4
Hedging
4
Kointegration
4
more ...
less ...
Online availability
All
Undetermined
20
Type of publication
All
Article
44
Type of publication (narrower categories)
All
Article in journal
44
Aufsatz in Zeitschrift
44
Language
All
English
44
Author
All
Buyuksahin, Bahattin
3
Robe, Michel A.
3
Brunetti, Celso
2
Chevallier, Julien
2
Fattouh, Bassam
2
Hammoudeh, Shawkat
2
Harris, Jeffrey H.
2
Manera, Matteo
2
Nicolini, Marcella
2
Raynaud, Franck
2
Alberola, Emilie
1
Alquist, Ron
1
Behmiri, Niaz Bashiri
1
Bernard, Jean-Thomas
1
Blomkvist, Magnus
1
Bunn, Derek W.
1
Byun, Sung Je
1
Büyük̦sahin, Bahattin
1
Chen, Li-Hsueh
1
Chen, Sheng-Hung
1
Chen, Yihsu
1
Choi, Kyongwook
1
Chwee, Victor
1
Cifarelli, Giulio
1
Cortazar, Gonzalo
1
Daskalakis, George
1
Degiannakis, Stavros
1
Delis, Panagiotis
1
Dimic, Nebojsa
1
Dupuis, Debbie J.
1
Ellwanger, Reinhard
1
Ewing, Bradley T.
1
Fernandez-Perez, Adrian
1
Fuertes, Ana María
1
Gagnon, Marie-Hélène
1
Gauthier, Geneviève
1
Gervais, Olivier
1
Ghoshray, Atanu
1
Giannopoulos, Konstantinos
1
Godin, Frédéric
1
more ...
less ...
Published in...
All
The energy journal
Energy economics
270
The journal of futures markets
207
International review of financial analysis
62
Finance research letters
59
Journal of banking & finance
53
Economic modelling
52
Applied economics
46
International review of economics & finance : IREF
46
Journal of commodity markets
43
American journal of agricultural economics
41
Applied economics letters
39
International Journal of Energy Economics and Policy : IJEEP
38
Working paper
37
Research in international business and finance
29
The handbook of commodity investing
29
Diskussionspapier / Lehrstuhl für Wirtschaftsethik, Martin-Luther-Universität Halle-Wittenberg
28
Applied financial economics
27
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
23
Working paper / National Bureau of Economic Research, Inc.
22
Journal of international money and finance
20
NBER working paper series
20
Journal of agricultural and applied economics
18
The North American journal of economics and finance : a journal of financial economics studies
18
NBER Working Paper
17
The journal of alternative investments
17
Agricultural finance review
15
Econometric Institute research papers
15
Journal of empirical finance
15
Quantitative finance
15
Agricultural economics : the journal of the International Association of Agricultural Economists
14
European review of agricultural economics : ERAE
14
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
13
The European journal of finance
13
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
Finance India : the quarterly journal of Indian Institute of Finance
12
Journal of international financial markets, institutions & money
12
Journal of risk and financial management : JRFM
12
Pacific-Basin finance journal
12
more ...
less ...
Source
All
ECONIS (ZBW)
44
Showing
1
-
44
of
44
Sort
Relevance
Date (newest first)
Date (oldest first)
1
The negative pricing of the May 2020 WTI Contract
Fernandez-Perez, Adrian
;
Fuertes, Ana María
;
Miffre, …
- In:
The energy journal
44
(
2023
)
1
,
pp. 119-142
Persistent link: https://www.econbiz.de/10013542016
Saved in:
2
Volatility forecasting of crude oil market : which structural change based GARCH models have better performance?
Zhang, Yue-jun
;
Zhang, Han
- In:
The energy journal
44
(
2023
)
1
,
pp. 175-193
Persistent link: https://www.econbiz.de/10013542058
Saved in:
3
Intraday return predictability in the crude oil market : the role of EIA inventory announcements
Wen, Zhuzhu
;
Indriawan, Ivan
;
Lien, Da-hsiang Donald
; …
- In:
The energy journal
44
(
2023
)
5
,
pp. 149-171
Persistent link: https://www.econbiz.de/10014380659
Saved in:
4
What should be taken into consideration when forecasting oil implied volatility index?
Delis, Panagiotis
;
Degiannakis, Stavros
;
Giannopoulos, …
- In:
The energy journal
44
(
2023
)
5
,
pp. 231-249
Persistent link: https://www.econbiz.de/10014380730
Saved in:
5
Futures prices are useful predictors of the spot price of crude oil
Ellwanger, Reinhard
;
Snudden, Stephen
- In:
The energy journal
44
(
2023
)
4
,
pp. 65-82
Persistent link: https://www.econbiz.de/10014323790
Saved in:
6
Oil price uncertainty and IPOs
Blomkvist, Magnus
;
Dimic, Nebojsa
;
Vulanovic, Milos
- In:
The energy journal
44
(
2023
)
6
,
pp. 43-64
Persistent link: https://www.econbiz.de/10014449810
Saved in:
7
Time-varying term structure of oil risk premia
Cortazar, Gonzalo
;
Liedtke, Philip
;
Ortega, Hector
; …
- In:
The energy journal
43
(
2022
)
5
,
pp. 71-91
Persistent link: https://www.econbiz.de/10013412820
Saved in:
8
Modelling the global price of Oil : is there any role for the oil futures-spot spread?
Valenti, Daniele
- In:
The energy journal
43
(
2022
)
2
,
pp. 41-66
Persistent link: https://www.econbiz.de/10013187829
Saved in:
9
Market makers and liquidity premium in electricity futures markets
Peña Sánchez de Rivera, Juan Ignacio
;
Rodríguez, Rosa
- In:
The energy journal
43
(
2022
)
2
,
pp. 91-109
Persistent link: https://www.econbiz.de/10013187836
Saved in:
10
Navigating the oil bubble : a non-linear heterogeneous-agent dynamic model of futures oil pricing
Cifarelli, Giulio
;
Paesani, Paolo
- In:
The energy journal
42
(
2021
)
5
,
pp. 101-122
Persistent link: https://www.econbiz.de/10013170656
Saved in:
11
International oil market risk anticipations and the cushing bottleneck : option-implied evidence
Gagnon, Marie-Hélène
;
Power, Gabriel J.
- In:
The energy journal
41
(
2020
)
6
,
pp. 255-280
Persistent link: https://www.econbiz.de/10012547136
Saved in:
12
Understanding dynamic conditional correlations between oil, natural gas and non-energy commodity futures markets
Behmiri, Niaz Bashiri
;
Manera, Matteo
;
Nicolini, Marcella
- In:
The energy journal
40
(
2019
)
2
,
pp. 55-76
Persistent link: https://www.econbiz.de/10012037403
Saved in:
13
Informed trading in the WTI oil futures market
Rousse, Olivier
;
Sévi, Benoît
- In:
The energy journal
40
(
2019
)
2
,
pp. 139-159
Persistent link: https://www.econbiz.de/10012037434
Saved in:
14
Energy and agricultural commodity markets interaction : an analysis of crude oil, natural gas, corn, soybean, and ethanol prices
Song Zan Chiou Wei
;
Chen, Sheng-Hung
;
Zhu, Zhen
- In:
The energy journal
40
(
2019
)
2
,
pp. 265-296
Persistent link: https://www.econbiz.de/10012037451
Saved in:
15
Short-to mid-term day-ahead electricity price forecasting using futures
Steinert, Rick
;
Ziel, Florian
- In:
The energy journal
40
(
2019
)
1
,
pp. 105-127
Persistent link: https://www.econbiz.de/10011970839
Saved in:
16
Shock propagation across the futures term structure : evidence from crude oil prices
Lautier, Delphine H.
;
Raynaud, Franck
;
Robe, Michel A.
- In:
The energy journal
40
(
2019
)
3
,
pp. 125-153
Persistent link: https://www.econbiz.de/10012053253
Saved in:
17
Fundamental and financial influences on the co-movement of oil and gas prices
Bunn, Derek W.
;
Chevallier, Julien
;
LePen, Yannick
; …
- In:
The energy journal
38
(
2017
)
2
,
pp. 201-228
Persistent link: https://www.econbiz.de/10011661711
Saved in:
18
Managing energy price risk using futures contracts : a comparative analysis
Hanly, Jim
- In:
The energy journal
38
(
2017
)
3
,
pp. 93-112
Persistent link: https://www.econbiz.de/10011661816
Saved in:
19
Speculation in commodity futures markets, inventories and the price of crude oil
Byun, Sung Je
- In:
The energy journal
38
(
2017
)
5
,
pp. 93-113
Persistent link: https://www.econbiz.de/10011791800
Saved in:
20
Short-term hedging for an electricity retailer
Dupuis, Debbie J.
;
Gauthier, Geneviève
;
Godin, Frédéric
- In:
The energy journal
37
(
2016
)
2
,
pp. 31-59
Persistent link: https://www.econbiz.de/10011458291
Saved in:
21
The convenience yield and the informational content of the oil futures price
Bernard, Jean-Thomas
;
Khalaf, Lynda
;
Kichian, Maral
; …
- In:
The energy journal
36
(
2015
)
2
,
pp. 29-46
Persistent link: https://www.econbiz.de/10010528362
Saved in:
22
Electricity futures prices in an emissions constrained economy : evidence from European power markets
Daskalakis, George
;
Symeonidis, Lazaros
;
Markellos, …
- In:
The energy journal
36
(
2015
)
3
,
pp. 1-33
Persistent link: https://www.econbiz.de/10011403464
Saved in:
23
Dynamic adjustment of crude oil price spreads
Ghoshray, Atanu
;
Trifonova, Tatiana
- In:
The energy journal
35
(
2014
)
1
,
pp. 119-136
Persistent link: https://www.econbiz.de/10010246062
Saved in:
24
Physical markets, paper markets and the WTI-Brent spread
Buyuksahin, Bahattin
;
Lee, Thomas
;
Moser, James T.
; …
- In:
The energy journal
34
(
2013
)
3
,
pp. 129-151
Persistent link: https://www.econbiz.de/10009771875
Saved in:
25
Measuring index investment in commodity futures markets
Sanders, Dwight R.
;
Irwin, Scott H.
- In:
The energy journal
34
(
2013
)
3
,
pp. 105-127
Persistent link: https://www.econbiz.de/10009771880
Saved in:
26
Herding and speculation in the crude oil market
Brunetti, Celso
;
Buyuksahin, Bahattin
;
Harris, Jeffrey H.
- In:
The energy journal
34
(
2013
)
3
,
pp. 83-104
Persistent link: https://www.econbiz.de/10009771883
Saved in:
27
Financial speculation in energy and agriculture futures markets : a multivariate GARCH approach
Manera, Matteo
;
Nicolini, Marcella
;
Vignatti, Ilaria
- In:
The energy journal
34
(
2013
)
3
,
pp. 55-81
Persistent link: https://www.econbiz.de/10009771887
Saved in:
28
The role of financial speculation in driving the price of crude oil
Alquist, Ron
;
Gervais, Olivier
- In:
The energy journal
34
(
2013
)
3
,
pp. 35-54
Persistent link: https://www.econbiz.de/10009771893
Saved in:
29
The role of speculation in oil markets : what have we learned so far?
Fattouh, Bassam
;
Kilian, Lutz
;
Mahadeva, Lavan
- In:
The energy journal
34
(
2013
)
3
,
pp. 7-33
Persistent link: https://www.econbiz.de/10009771896
Saved in:
30
Jump processes in the market for crude oil
Wilmot, Neil A.
;
Mason, Charles F.
- In:
The energy journal
34
(
2013
)
1
,
pp. 33-48
Persistent link: https://www.econbiz.de/10009714590
Saved in:
31
OPEC "faire price" pronouncements and the market price of crude oil
Brunetti, Celso
;
Buyuksahin, Bahattin
;
Robe, Michel A.
; …
- In:
The energy journal
34
(
2013
)
4
,
pp. 79-108
Persistent link: https://www.econbiz.de/10010256385
Saved in:
32
Emissions trading in forward and spot markets for electricity
Tanaka, Makoto
;
Chen, Yihsu
- In:
The energy journal
33
(
2012
)
2
,
pp. 195-221
Persistent link: https://www.econbiz.de/10009568820
Saved in:
33
Systemic risk in energy derivative markets : a graph-theory analysis
Lautier, Delphine
;
Raynaud, Franck
- In:
The energy journal
33
(
2012
)
3
,
pp. 214-239
Persistent link: https://www.econbiz.de/10009611609
Saved in:
34
Volatility dynamics and seasonality in energy prices : implications for crack-spread price risk
Suenaga, Hiroaki
;
Smith, Aaron D.
- In:
The energy journal
32
(
2011
)
3
,
pp. 27-58
Persistent link: https://www.econbiz.de/10009309725
Saved in:
35
Strategic forward contracting in the wholesale electricity market
Holmberg, Pär
- In:
The energy journal
32
(
2011
)
1
,
pp. 169-202
Persistent link: https://www.econbiz.de/10009261599
Saved in:
36
Do speculators drive crude oil futures prices?
Büyük̦sahin, Bahattin
;
Harris, Jeffrey H.
- In:
The energy journal
32
(
2011
)
2
,
pp. 167-202
Persistent link: https://www.econbiz.de/10009273405
Saved in:
37
Asymmetric adjustments in oil and metals markets
Hammoudeh, Shawkat
;
Chen, Li-Hsueh
;
Fattouh, Bassam
- In:
The energy journal
31
(
2010
)
4
,
pp. 183-203
Persistent link: https://www.econbiz.de/10008736249
Saved in:
38
European carbon prices and banking restrictions : evidence from Phase I (2005-2007)
Alberola, Emilie
;
Chevallier, Julien
- In:
The energy journal
30
(
2009
)
3
,
pp. 51-80
Persistent link: https://www.econbiz.de/10003866009
Saved in:
39
Long memory in oil and refined products markets
Choi, Kyongwook
;
Hammoudeh, Shawkat
- In:
The energy journal
30
(
2009
)
2
,
pp. 97-116
Persistent link: https://www.econbiz.de/10003842673
Saved in:
40
Examining asymmetric behavior in US petroleum futures and spot prices
Ewing, Bradley T.
;
Hammoudeh, Shawkat M.
;
Thompson, Mark A.
- In:
The energy journal
27
(
2006
)
3
,
pp. 9-23
Persistent link: https://www.econbiz.de/10003347270
Saved in:
41
Multi-period VaR-constrained portfolio optimization with applications to the electric power sector
Kleindorfer, Paul R.
;
Li, Lide
- In:
The energy journal
26
(
2005
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10002643010
Saved in:
42
implied volatility of oil futures options surrounding OPEC meeting
Horan, Stephen M.
;
Peterson, Jeffrey H.
;
Mahar, James
- In:
The energy journal
25
(
2004
)
3
,
pp. 103-125
Persistent link: https://www.econbiz.de/10002172804
Saved in:
43
The dynamics of commodity spot and futures markets : a primer
Pindyck, Robert S.
- In:
The energy journal
22
(
2001
)
3
,
pp. 1-29
Persistent link: https://www.econbiz.de/10001594337
Saved in:
44
Chaos in natural gas futures?
Chwee, Victor
- In:
The energy journal
19
(
1998
)
2
,
pp. 149-164
Persistent link: https://www.econbiz.de/10001236782
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->