//--> //--> //-->
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
subject:"Option pricing theory"
~subject:"ARCH-Modell"
~isPartOf:"Journal of forecasting"
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
| 3 applied filters
Year of publication
From:
To:
Subject
All
Option pricing theory
ARCH-Modell
Commodity derivative
10
Forecasting model
10
Prognoseverfahren
10
Rohstoffderivat
10
Volatility
6
Volatilität
6
Capital income
4
Erdöl
4
Forecast
4
Kapitaleinkommen
4
Oil price
4
Petroleum
4
Prognose
4
Welt
4
World
4
Ölpreis
4
ARCH model
3
Theorie
3
Theory
3
forecasting
3
Börsenkurs
2
Estimation
2
Oil market
2
Schätzung
2
Share price
2
agricultural commodity futures
2
realized volatility
2
regime switching
2
Ölmarkt
2
1993-2005
1
Agrarprodukt
1
Agricultural product
1
Aktienmarkt
1
China
1
Commodity exchange
1
Commodity price
1
Derivat
1
Derivative
1
Discounting
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
4
Author
All
Ma, Feng
2
Chatrath, Arjun
1
Chevallier, Julien
1
Ji, Qiang
1
Li, Ziyang
1
Liu, Jing
1
Lu, Xinjie
1
Luo, Jiawen
1
Marfatia, Hardik A.
1
Miao, Hong
1
Ramchander, Sanjay
1
Wahab, M. I. M.
1
Wang, Jiqian
1
Wang, Toanyang
1
more ...
less ...
Published in...
All
Journal of forecasting
Energy economics
90
The journal of futures markets
23
Economic modelling
17
Finance research letters
15
Journal of banking & finance
13
Applied economics
12
International Journal of Energy Economics and Policy : IJEEP
12
International review of financial analysis
12
Working paper
10
Econometric Institute research papers
9
International review of economics & finance : IREF
9
Journal of commodity markets
7
Research in international business and finance
7
American journal of agricultural economics
6
Applied economics letters
6
European journal of operational research : EJOR
6
Journal of international financial markets, institutions & money
6
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
6
The North American journal of economics and finance : a journal of financial economics studies
6
The energy journal
6
International journal of theoretical and applied finance
5
Review of derivatives research
5
Review of quantitative finance and accounting
5
Agricultural finance review
4
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
4
Journal of empirical finance
4
Journal of financial and quantitative analysis : JFQA
4
Quantitative finance
4
Cogent economics & finance
3
Discussion paper
3
International journal of bonds and derivatives
3
International journal of finance & economics : IJFE
3
International journal of forecasting
3
The European journal of finance
3
The empirical economics letters : a monthly international journal of economics
3
The journal of finance : the journal of the American Finance Association
3
Annals of finance
2
Applied financial economics
2
Applied mathematical finance
2
more ...
less ...
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
Relevance
Date (newest first)
Date (oldest first)
1
A tug of war of forecasting the US stock market volatility : oil futures overnight versus intraday information
Ma, Feng
;
Wahab, M. I. M.
;
Chevallier, Julien
;
Li, Ziyang
- In:
Journal of forecasting
42
(
2023
)
1
,
pp. 60-75
Persistent link: https://www.econbiz.de/10013465762
Saved in:
2
Forecasting the volatility of agricultural commodity futures : the role of co-volatility and oil volatility
Marfatia, Hardik A.
;
Ji, Qiang
;
Luo, Jiawen
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 383-404
Persistent link: https://www.econbiz.de/10012817783
Saved in:
3
Forecasting oil futures realized range-based volatility with jumps, leverage effect, and regime switching : new evidence from MIDAS models
Lu, Xinjie
;
Ma, Feng
;
Wang, Jiqian
;
Liu, Jing
- In:
Journal of forecasting
41
(
2022
)
4
,
pp. 853-868
Persistent link: https://www.econbiz.de/10013287870
Saved in:
4
The forecasting efficacy of risk-neutral mopments for crude oil volatility
Chatrath, Arjun
;
Miao, Hong
;
Ramchander, Sanjay
;
Wang, …
- In:
Journal of forecasting
34
(
2015
)
3
,
pp. 177-190
Persistent link: https://www.econbiz.de/10011305272
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->