//--> //--> //-->
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
~source:"econis"
~subject:"Theorie"
~isPartOf:"Energy economics"
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:"Rohstofftermingeschäft"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Theorie
Commodity derivative
270
Rohstoffderivat
270
Oil price
149
Ölpreis
149
Volatility
145
Volatilität
145
Welt
99
World
99
ARCH model
82
ARCH-Modell
82
Erdöl
82
Petroleum
82
Oil market
61
Ölmarkt
61
Forecasting model
50
Prognoseverfahren
50
Estimation
48
Schätzung
48
Commodity exchange
47
Warenbörse
47
Derivat
42
Derivative
42
Spillover effect
36
Spillover-Effekt
36
Commodity price
35
Rohstoffpreis
35
Crude oil
33
Theory
33
Hedging
28
Commodity market
26
USA
26
Energiemarkt
25
Energy market
25
Rohstoffmarkt
25
United States
25
Spot market
24
Spotmarkt
24
China
23
Forecast
23
more ...
less ...
Online availability
All
Undetermined
18
Type of publication
All
Article
33
Type of publication (narrower categories)
All
Article in journal
33
Aufsatz in Zeitschrift
33
Language
All
English
33
Author
All
Cortazar, Gonzalo
2
Shrestha, Keshab
2
Adrangi, Bahram
1
Algieri, Bernardina
1
Andriosopoulos, Kostas
1
Bai, Xiwen
1
Bakas, Dimitrios
1
Barbaglia, Luca
1
Benedetto, F.
1
Benth, Fred Espen
1
Bhar, Ramaprasad
1
Bredin, Donal
1
Butler, Sunil
1
Chang, Chia-Lin
1
Chkili, Walid
1
Croux, Christophe
1
Date, Paresh
1
Emamzadehfard, Sahar
1
García Mirantes, Andrés
1
Ghoddusi, Hamed
1
Giunta, G.
1
Hammoudeh, Shawkat
1
Hamori, Shigeyuki
1
Kang, Boda
1
Kaufmann, Robert Kurt
1
Kavussanos, Manolis G.
1
Kim, Jaeho
1
Koekebakker, Steen
1
Kokoszka, Piotr
1
Kolodziej, Marek
1
Kolos, Sergey P.
1
Kristoufek, Ladislav
1
Leatham, David J.
1
Leccadito, Arturo
1
Li, Bingxin
1
Linn, Scott C.
1
Liu, Qingfu
1
Liu, Wei-han
1
Lopez, Matias
1
Mamon, Rogemar
1
more ...
less ...
Published in...
All
Energy economics
The journal of futures markets
28
Applied economics
14
American journal of agricultural economics
11
Journal of banking & finance
11
Journal of commodity markets
11
Economic modelling
10
International review of financial analysis
9
Journal of the Royal Statistical Society
9
The energy journal
8
Working paper
8
Finance research letters
7
Journal of financial and quantitative analysis : JFQA
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
NBER working paper series
6
The review of financial studies
6
Working paper / National Bureau of Economic Research, Inc.
6
Applied economics letters
5
Applied financial economics
5
Journal of empirical finance
5
Research in international business and finance
5
The journal of finance : the journal of the American Finance Association
5
Annals of finance
4
Discussion paper / Centre for Economic Policy Research
4
European review of agricultural economics : ERAE
4
International journal of theoretical and applied finance
4
International review of economics & finance : IREF
4
Journal of agricultural and applied economics
4
Journal of agricultural economics
4
NBER Working Paper
4
The handbook of commodity investing
4
CESifo working papers
3
Discussion paper
3
IMF working paper
3
International Journal of Energy Economics and Policy : IJEEP
3
Journal of applied econometrics
3
Journal of financial markets
3
Journal of forecasting
3
Journal of international money and finance
3
Journal of risk and financial management : JRFM
3
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
33
of
33
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Stochastic ordering of systemic risk in commodity markets
Morelli, Giacomo
- In:
Energy economics
117
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014437140
Saved in:
2
Price discovery under model uncertainty
Kim, Jaeho
;
Linn, Scott C.
- In:
Energy economics
107
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013202616
Saved in:
3
Hedging IMO2020 compliant fuel price exposure using futures contracts
Bai, Xiwen
;
Kavussanos, Manolis G.
- In:
Energy economics
110
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013349877
Saved in:
4
Forecasting WTI crude oil futures returns : does the term structure help?
Bredin, Donal
;
O'Sullivan, Conall
;
Spencer, Simon
- In:
Energy economics
100
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012990233
Saved in:
5
Neural network prediction of crude oil futures using B-splines
Butler, Sunil
;
Kokoszka, Piotr
;
Miao, Hong
;
Shang, Han Lin
- In:
Energy economics
94
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012649352
Saved in:
6
Volatility spillovers in commodity markets : a large t-vector autoregressive approach
Barbaglia, Luca
;
Croux, Christophe
;
Wilms, Ines
- In:
Energy economics
85
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012509561
Saved in:
7
Economic determinants of oil futures volatility : term structure perspective
Kang, Boda
;
Nikitopoulos, Christina Sklibosios
; …
- In:
Energy economics
88
(
2020
),
pp. 1-27
Persistent link: https://www.econbiz.de/10012515144
Saved in:
8
Energy futures and spots prices forecasting by hybrid SW-GRU with EMD and error evaluation
Wang, Bin
;
Wang, Jun
- In:
Energy economics
90
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012517554
Saved in:
9
Pricing dynamics of natural gas futures
Li, Bingxin
- In:
Energy economics
78
(
2019
),
pp. 91-108
Persistent link: https://www.econbiz.de/10012159889
Saved in:
10
Volatility forecasting in commodity markets using macro uncertainty
Bakas, Dimitrios
;
Triantafyllou, Athanasios
- In:
Energy economics
81
(
2019
),
pp. 79-94
Persistent link: https://www.econbiz.de/10012172661
Saved in:
11
Ask CARL : forecasting tail probabilities for energy commodities
Algieri, Bernardina
;
Leccadito, Arturo
- In:
Energy economics
84
(
2019
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012183384
Saved in:
12
Optimal hedging in the US natural gas market : the effect of maturity and cointegration
Ghoddusi, Hamed
;
Emamzadehfard, Sahar
- In:
Energy economics
63
(
2017
),
pp. 92-105
Persistent link: https://www.econbiz.de/10011757870
Saved in:
13
Pure martingale and joint normality tests for energy futures contracts
Shrestha, Keshab
;
Ravichandran K. Subramaniam
;
Rassiah, …
- In:
Energy economics
63
(
2017
),
pp. 174-184
Persistent link: https://www.econbiz.de/10011757917
Saved in:
14
Hedging downside risk of oil refineries : a vine copula approach
Sukcharoen, Kunlapath
;
Leatham, David J.
- In:
Energy economics
66
(
2017
),
pp. 493-507
Persistent link: https://www.econbiz.de/10011896556
Saved in:
15
A multifactor stochastic volatility model of commodity prices
Cortazar, Gonzalo
;
Lopez, Matias
;
Naranjo, Lorenzo
- In:
Energy economics
67
(
2017
),
pp. 182-201
Persistent link: https://www.econbiz.de/10011897898
Saved in:
16
On the predictability of energy commodity markets by an entropy-based computational method
Benedetto, F.
;
Giunta, G.
;
Mastroeni, L.
- In:
Energy economics
54
(
2016
),
pp. 302-312
Persistent link: https://www.econbiz.de/10011662915
Saved in:
17
A re-examination of maturity effect of energy futures price from the perspective of stochastic volatility
Liu, Wei-han
- In:
Energy economics
56
(
2016
),
pp. 351-362
Persistent link: https://www.econbiz.de/10011664251
Saved in:
18
Pricing of forwards and other derivatives in cointegrated commodity markets
Benth, Fred Espen
;
Koekebakker, Steen
- In:
Energy economics
52
(
2015
)
1
,
pp. 104-117
Persistent link: https://www.econbiz.de/10011568135
Saved in:
19
Commodity futures and market efficiency
Kristoufek, Ladislav
;
Vošvrda, Miloslav S.
- In:
Energy economics
42
(
2014
),
pp. 50-57
Persistent link: https://www.econbiz.de/10010502969
Saved in:
20
Modelling the general dependence between commodity forward curves
Zolotko, Mikhail
;
Okhrin, Ostap
- In:
Energy economics
43
(
2014
),
pp. 284-296
Persistent link: https://www.econbiz.de/10010504813
Saved in:
21
Price discovery in energy markets
Shrestha, Keshab
- In:
Energy economics
45
(
2014
),
pp. 229-233
Persistent link: https://www.econbiz.de/10010505388
Saved in:
22
Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory
Chkili, Walid
;
Hammoudeh, Shawkat
;
Nguyen, Duc Khuong
- In:
Energy economics
41
(
2014
),
pp. 1-18
Persistent link: https://www.econbiz.de/10010374635
Saved in:
23
Filtering and forecasting commodity futures prices under an HMM framework
Date, Paresh
;
Mamon, Rogemar
;
Tenyakov, Anton
- In:
Energy economics
40
(
2013
),
pp. 1001-1013
Persistent link: https://www.econbiz.de/10010355984
Saved in:
24
The role of trader positions in spot and futures prices for WTI
Kolodziej, Marek
;
Kaufmann, Robert Kurt
- In:
Energy economics
40
(
2013
),
pp. 176-182
Persistent link: https://www.econbiz.de/10010349590
Saved in:
25
The stochastic seasonal behavior of energy commodity convenience yields
García Mirantes, Andrés
;
Población, Javier
;
Serna, …
- In:
Energy economics
40
(
2013
),
pp. 155-166
Persistent link: https://www.econbiz.de/10010349595
Saved in:
26
Jump spillovers in energy futures markets : implications for diversification benefits
Liu, Qingfu
;
Tu, Anthony H.
- In:
Energy economics
34
(
2012
)
5
,
pp. 1447-1464
Persistent link: https://www.econbiz.de/10009688077
Saved in:
27
Modelling energy spot prices : empirical evidence from NYMEX
Nomikos, Nikos K.
;
Andriosopoulos, Kostas
- In:
Energy economics
34
(
2012
)
4
,
pp. 1153-1169
Persistent link: https://www.econbiz.de/10009688111
Saved in:
28
Crude oil hedging strategies using dynamic multivariate GARCH
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
- In:
Energy economics
33
(
2011
)
5
,
pp. 912-923
Persistent link: https://www.econbiz.de/10009382992
Saved in:
29
Modeling global and local dependence in a pair of commodity forward curves with an application to the US natural gas and heating oil markets
Ohana, Steve
- In:
Energy economics
32
(
2010
)
2
,
pp. 373-388
Persistent link: https://www.econbiz.de/10003954625
Saved in:
30
Estimating the commodity market price of risk for energy prices
Kolos, Sergey P.
;
Ronn, Ehud I.
- In:
Energy economics
30
(
2008
)
2
,
pp. 621-641
Persistent link: https://www.econbiz.de/10003711345
Saved in:
31
Causality in variance and the type of traders in crude oil futures
Bhar, Ramaprasad
;
Hamori, Shigeyuki
- In:
Energy economics
27
(
2005
)
3
,
pp. 527-539
Persistent link: https://www.econbiz.de/10002891824
Saved in:
32
Implementing a stochastic model for oil futures prices
Cortazar, Gonzalo
;
Schwartz, Eduardo S.
- In:
Energy economics
25
(
2003
)
3
,
pp. 215-238
Persistent link: https://www.econbiz.de/10001764802
Saved in:
33
Chaos in oil prices? : Evidence from futures markets
Adrangi, Bahram
(
contributor
)
- In:
Energy economics
23
(
2001
)
4
,
pp. 405-425
Persistent link: https://www.econbiz.de/10001588901
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->