//--> //--> //--> //-->
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
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:"Rohstoffterminhandel"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Commodity derivative
4,225
Rohstoffderivat
4,225
Volatility
1,242
Volatilität
1,242
Warenbörse
1,143
Commodity exchange
1,135
Welt
889
World
889
Oil price
825
Ölpreis
825
Theorie
769
Theory
769
Derivat
731
Derivative
731
Rohstoffmarkt
634
Rohstoffpreis
628
Commodity price
626
Commodity market
622
Estimation
606
Schätzung
605
USA
578
United States
572
Hedging
557
Erdöl
507
Petroleum
507
ARCH model
439
ARCH-Modell
439
Börsenkurs
383
Share price
383
Forecasting model
380
Prognoseverfahren
380
Oil market
336
Ölmarkt
336
Capital income
329
Kapitaleinkommen
329
Portfolio selection
295
Portfolio-Management
295
Speculation
274
Spekulation
272
Spillover effect
226
more ...
less ...
Online availability
All
Free
1,264
Undetermined
1,167
Type of publication
All
Article
2,548
Book / Working Paper
1,672
Journal
5
Type of publication (narrower categories)
All
Article in journal
2,376
Aufsatz in Zeitschrift
2,376
Graue Literatur
506
Non-commercial literature
506
Arbeitspapier
426
Working Paper
426
Aufsatz im Buch
163
Book section
163
Hochschulschrift
94
Thesis
76
Collection of articles of several authors
25
Sammelwerk
25
Amtsdruckschrift
24
Government document
24
Conference paper
22
Konferenzbeitrag
22
Collection of articles written by one author
21
Sammlung
21
Ratgeber
13
Aufsatzsammlung
12
Guidebook
12
Lehrbuch
11
Textbook
11
Glossar enthalten
9
Glossary included
9
Handbook
8
Handbuch
8
Bibliografie enthalten
5
Bibliography included
5
Konferenzschrift
5
Statistics
5
Statistik
5
Interview
4
Market information
4
Marktinformation
4
Systematic review
4
Übersichtsarbeit
4
Advisory report
3
Gutachten
3
Reprint
3
more ...
less ...
Language
All
English
4,084
German
130
French
8
Spanish
5
Italian
4
Portuguese
4
Arabic
1
more ...
less ...
Author
All
McAleer, Michael
55
Irwin, Scott H.
51
Prokopczuk, Marcel
40
Till, Hilary
36
Chang, Chia-Lin
33
Pies, Ingo
32
Ma, Feng
29
Miffre, Joëlle
29
Sanders, Dwight R.
28
García, Philip
27
Chevallier, Julien
24
Manera, Matteo
24
Xiong, Wei
23
Lien, Da-hsiang Donald
22
Rouwenhorst, K. Geert
22
Tang, Ke
21
Schwartz, Eduardo S.
19
Fernandez-Perez, Adrian
18
Bohl, Martin T.
17
Hammoudeh, Shawkat
17
Ji, Qiang
17
Bouri, Elie
16
Glauben, Thomas
16
Nguyen, Duc Khuong
16
Tse, Yiuman
16
Wei, Yu
16
Kang, Sang Hoon
15
Prehn, Sören
15
Robe, Michel A.
14
Todorova, Neda
14
Benth, Fred Espen
13
Cortazar, Gonzalo
13
Fan, John Hua
13
Hamori, Shigeyuki
13
Nicolini, Marcella
13
Pennings, Joost M. E.
13
Sercu, Piet
13
Tansuchat, Roengchai
13
Torró, Hipòlit
13
Westgaard, Sjur
13
more ...
less ...
Institution
All
National Bureau of Economic Research
20
Commodity Research Bureau
5
OECD
4
UNCTAD
4
UNCTAD / Secretariat
4
USA / Congress / Senate / Committee on Agriculture, Nutrition and Forestry
4
University of Canterbury / Dept. of Economics and Finance
3
India / Forward Markets Commission
2
Institut for Finansiering <Frederiksberg>
2
Institute for Research in the Behavioral, Economic, and Management Sciences
2
Krannert Graduate School of Management
2
Multi Commodity Exchange of India Limited
2
USA / Subcommittee on Risk Management, Research, and Specialty Crops
2
University of British Columbia / Finance Division
2
University of Minnesota / Department of Applied Economics
2
Österreichisches Institut für Wirtschaftsforschung
2
Alternative Investment Partner AG <Burgdorf>
1
Auswertungs- und Informationsdienst für Ernährung, Landwirtschaft und Forsten
1
Banco Central do Brasil
1
Bank für Internationalen Zahlungsausgleich / Committee on Payments and Market Infrastructures
1
Barchart.com, Inc.
1
Basel Committee on Banking Supervision
1
Börsen-Buchverlag
1
Börsen-Verein Warenterminmarkt <Kiel>
1
CFA Institute <Charlottesville, Va.>
1
Centre for Economic Policy Research
1
Centro Studi Luca d'Agliano <Turin>
1
Committee on Agriculture and Forestry, U. S. Senate
1
Committee on Governmental Affairs, United States Senate
1
Commodity Exchange Authority, Washington, D. C.
1
Commodity Research Bureau, inc.
1
Common Fund for Commodities
1
Comptroller General, U.S. General Accounting Office
1
Conference on Trade and Development <1, 1964, Genf>
1
Cornell University / Department of Agricultural Economics
1
DLG-Verlag
1
ESMA
1
Eric Cuvillier <Firma>
1
Fraunhofer IRB-Verlag
1
Fraunhofer-Institut für Techno- und Wirtschaftsmathematik
1
more ...
less ...
Published in...
All
Energy economics
270
The journal of futures markets
207
International review of financial analysis
62
Finance research letters
60
Journal of banking & finance
53
Economic modelling
52
Applied economics
46
International review of economics & finance : IREF
46
The energy journal
44
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)
4,225
Showing
1,151
-
1,200
of
4,225
Sort
Relevance
Date (newest first)
Date (oldest first)
1151
Principal component volatility analysis in agricultural commodity futures
Rezitis, Anthony N.
- In:
Applied economics letters
27
(
2020
)
16
,
pp. 1327-1333
Persistent link: https://www.econbiz.de/10012267130
Saved in:
1152
Smile modeling in commodity markets
Nastasi, Emanuele
;
Pallavicini, Andrea
;
Sartorelli, Giulio
- In:
International journal of theoretical and applied finance
23
(
2020
)
3
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012271006
Saved in:
1153
Volatility and liquidity on high-frequency electricity futures markets : empirical analysis and stochastic modeling
Kremer, Marcel
;
Benth, Fred Espen
;
Felten, Björn
; …
- In:
International journal of theoretical and applied finance
23
(
2020
)
4
,
pp. 1-38
Persistent link: https://www.econbiz.de/10012271026
Saved in:
1154
Portfolio stress testing applied to commodity futures
Paraschiv, Florentina
;
Reese, Stine Marie
;
Skjelstad, …
- In:
Computational management science
17
(
2020
)
2
,
pp. 203-240
Persistent link: https://www.econbiz.de/10012272062
Saved in:
1155
The role of uncertainty on agricultural futures markets momentum trading and volatility
Czudaj, Robert
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
3
,
pp. 1-39
Persistent link: https://www.econbiz.de/10012289403
Saved in:
1156
An assessment of the causal relationship and price dissemination of commodity spot and futures contracts
Kirithiga S.
;
Naresh G.
;
Mahalakshmi S.
;
Thiyagarajan, S.
- In:
South Asian journal of management : SAJM
27
(
2020
)
1
,
pp. 103-121
Persistent link: https://www.econbiz.de/10012427535
Saved in:
1157
Pricing electricity forwards under future information on the stochastic mean-reversion level
Hess, Markus
- In:
Decisions in economics and finance : a journal of …
43
(
2020
)
2
,
pp. 751-767
Persistent link: https://www.econbiz.de/10012427666
Saved in:
1158
Cross market predictions for commodity prices
Ding, Shusheng
;
Zhang, Yongmin
- In:
Economic modelling
91
(
2020
),
pp. 455-462
Persistent link: https://www.econbiz.de/10012429115
Saved in:
1159
Which types of commodity price information are more useful for predicting US stock market volatility?
Liang, Chao
;
Ma, Feng
;
Li, Ziyang
;
Li, Yan
- In:
Economic modelling
93
(
2020
),
pp. 642-650
Persistent link: https://www.econbiz.de/10012430321
Saved in:
1160
Brent crude oil prices volatility during major crises
Zavadska, Miroslava
;
Morales, Lucía
;
Coughlan, Joseph
- In:
Finance research letters
32
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012430662
Saved in:
1161
Natural gas price, market fundamentals and hedging effectiveness
Song Zan Chiou Wei
;
Chen, Sheng-Hung
;
Zhu, Zhen
- In:
The quarterly review of economics and finance : journal …
78
(
2020
),
pp. 321-337
Persistent link: https://www.econbiz.de/10012431299
Saved in:
1162
They're back! Post-financialization diversification benefits of commodities
Gagnon, Marie-Hélène
;
Manseau, Guillaume
;
Power, …
- In:
International review of financial analysis
71
(
2020
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012436269
Saved in:
1163
Do the crude oil futures of the Shanghai International Energy Exchange improve asset allocation of Chinese petrochemical-related stocks?
Lv, Fei
;
Yang, Chen
;
Fang, Libing
- In:
International review of financial analysis
71
(
2020
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012436466
Saved in:
1164
The financialization of Chinese commodity markets
Yang, Baochen
;
Pu, Yingjian
;
Su, Yunpeng
- In:
Finance research letters
34
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012437009
Saved in:
1165
Identifying the comovement of price between China's and international crude oil futures : a time-frequency perspective
Huang, Xiaohong
;
Huang, Shupei
- In:
International review of financial analysis
72
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012437245
Saved in:
1166
What role do futures markets play in Bitcoin pricing? : causality, cointegration and price discovery from a time-varying perspective?
Hu, Yang
;
Hou, Yang
;
Oxley, Les
- In:
International review of financial analysis
72
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012437354
Saved in:
1167
Can we still blame index funds for the price movements in the agricultural commodities market?
Palazzi, Rafael Baptista
;
Pinto, Antônio Carlos Figueiredo
- In:
International review of economics & finance : IREF
65
(
2020
),
pp. 84-93
Persistent link: https://www.econbiz.de/10012384805
Saved in:
1168
Derivatives supply and corporate hedging : evidence from the Safe Harbor Reform of 2005
Giambona, Erasmo
;
Wang, Ye
- In:
The review of financial studies
33
(
2020
)
11
,
pp. 5015-5050
Persistent link: https://www.econbiz.de/10012387414
Saved in:
1169
Forecasting oil price volatility using high-frequency data : new evidence
Chen, Wang
;
Ma, Feng
;
Wei, Yu
;
Liu, Jing
- In:
International review of economics & finance : IREF
66
(
2020
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012390514
Saved in:
1170
Linkages between global crude oil market volatility and financial market by complexity synchronization
Xing, Yani
;
Wang, Jun
- In:
Empirical economics : a journal of the Institute for …
59
(
2020
)
5
,
pp. 2405-2421
Persistent link: https://www.econbiz.de/10012314416
Saved in:
1171
Dynamic volatility spillover effects between oil and agricultural products
Pick Schen Yip
;
Brooks, Robert
;
Do, Hung Xuan
;
Nguyen, …
- In:
International review of financial analysis
69
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012316894
Saved in:
1172
Cobweb price dynamics under the presence of agricultural futures market : theoretical analysis
Vashishtha, Ashutosh
- In:
International review of economics : journal of civil economy
67
(
2020
)
2
,
pp. 131-162
Persistent link: https://www.econbiz.de/10012320332
Saved in:
1173
Comparison of some static hedging models of agricultural commodities price uncertainty
Kamdem, Jules Sadefo
;
Moumouni, Zoulkiflou
- In:
Journal of quantitative economics
18
(
2020
)
3
,
pp. 631-655
Persistent link: https://www.econbiz.de/10012418858
Saved in:
1174
The role of the threshold effect for the dynamics of futures and spot prices of energy commodities
Rubaszek, Michal
;
Karolak, Zuzanna
;
Kwas, Marek
;
Uddin, …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
5
,
pp. 1-20
Persistent link: https://www.econbiz.de/10012406037
Saved in:
1175
A functional time series analysis of forward curves derived from commodity futures
Horváth, Lajos
;
Liu, Zhenya
;
Rice, Gregory
;
Wang, Shixuan
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 646-665
Persistent link: https://www.econbiz.de/10012415316
Saved in:
1176
Exploring hedging strategies identified by fractal dimensions
Basson, Lodewikus Jacobus
;
Van Vuuren, Gary
- In:
Scientific Annals of Economics and Business
67
(
2020
)
1
,
pp. 1-13
Persistent link: https://www.econbiz.de/10012415438
Saved in:
1177
Algorithmic quoting, trading, and market quality in agricultural commodity futures markets
Hu, Zhepeng
;
Serra, Teresa
;
García, Philip
- In:
Applied economics
52
(
2020
)
58
,
pp. 6277-6291
Persistent link: https://www.econbiz.de/10012415989
Saved in:
1178
Minimum-variance hedging of Bitcoin inverse futures
Deng, Jun
;
Pan, Huifeng
;
Zhang, Shuyu
;
Zou, Bin
- In:
Applied economics
52
(
2020
)
58
,
pp. 6320-6337
Persistent link: https://www.econbiz.de/10012415993
Saved in:
1179
Cross-listed futures index and price discovery
Jawed, Mohammad Shameem
;
Tapar, Archit Vinod
;
Dhaigude, Amol
- In:
The empirical economics letters : a monthly …
19
(
2020
)
6
,
pp. 509-519
Persistent link: https://www.econbiz.de/10012596570
Saved in:
1180
Impact of COVID-19 on the dependence structure of WTI crude oil spot and future price
Lee, Wo-Chiang
;
Lee, Jhuo-Ying
- In:
The empirical economics letters : a monthly …
19
(
2020
)
11
,
pp. 1299-1312
Persistent link: https://www.econbiz.de/10012599720
Saved in:
1181
Determinants of the commodity futures market performance : an Indian perspective
Dubey, Priti
;
Shankar, Rishika
- In:
South Asia economic journal : journal of the Institute …
21
(
2020
)
2
,
pp. 239-257
Persistent link: https://www.econbiz.de/10012426059
Saved in:
1182
An empirical analysis of commodity convenience yields
Dincerler, Cantekin
;
Khokher, Zeigham
;
Simin, Timothy T.
- In:
The quarterly journal of finance
10
(
2020
)
2
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012423568
Saved in:
1183
Asymmetric momentum threshold effect of copper futures returns on spot returns volatility in London metals exchange under high volatility
Goo, Yeong-Jia
;
Chen, Chih Chang
- In:
Modern economy
11
(
2020
)
1
,
pp. 51-61
Persistent link: https://www.econbiz.de/10012423885
Saved in:
1184
Is the corn futures market noisier? : the impact of high frequency quoting
Wang, Xiaoyang
;
García, Philip
;
Irwin, Scott H.
- In:
Applied economics
52
(
2020
)
25
,
pp. 2730-2750
Persistent link: https://www.econbiz.de/10012211091
Saved in:
1185
Optimal trading of a basket of futures contracts
Angoshtari, Bahman
;
Leung, Tim
- In:
Annals of finance
16
(
2020
)
2
,
pp. 253-280
Persistent link: https://www.econbiz.de/10012496334
Saved in:
1186
Tight oil, real WTI prices and U.S. stock returns
Huang, Wanling
;
Mollick, André Varella
- In:
Energy economics
85
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012506320
Saved in:
1187
Causal relationship between commodity and currency futures for the South Asian nations
Sikarwar, Tarika Singh
;
Gupta, Monika
;
Agarwal, Supriya
; …
- In:
International journal of critical accounting : IJCA
11
(
2020
)
6
,
pp. 449-472
Persistent link: https://www.econbiz.de/10012507812
Saved in:
1188
Can BRICS's currency be a hedge or a safe haven for energy portfolio? : an evidence from vine copula approach
He, Yijin
;
Nakajima, Tadahiro
;
Hamori, Shigeyuki
- In:
The Singapore economic review : journal of the Economic …
65
(
2020
)
4
,
pp. 805-836
Persistent link: https://www.econbiz.de/10012509267
Saved in:
1189
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:
1190
A dynamic conditional regime-switching GARCH CAPM for energy and financial markets
Urom, Christian
;
Chevallier, Julien
;
Zhu, Bangzhu
- In:
Energy economics
85
(
2020
),
pp. 1-45
Persistent link: https://www.econbiz.de/10012510103
Saved in:
1191
Energy commodity uncertainties and the systematic risk of US industries
Naeem, Muhammad Abubakr
;
Balli, Faruk
;
Shahzad, Syed …
- In:
Energy economics
85
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012510115
Saved in:
1192
Price discovery and volatility spillovers in commodity market : a review of empirical literature
Seth, Neha
;
Sidhu, Arpit
- In:
International Journal of Financial Markets and …
7
(
2020
)
3
,
pp. 291-314
Persistent link: https://www.econbiz.de/10012510294
Saved in:
1193
Geopolitical risk uncertainty and oil future volatility : evidence from MIDAS models
Mei, Dexiang
;
Ma, Feng
;
Liao, Yin
;
Wang, Lu
- In:
Energy economics
86
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012511406
Saved in:
1194
U.S. equity and commodity futures markets : hedging or financialization?
Nguyen, Duc Khuong
;
Sensoy, Ahmet
;
Sousa, Ricardo M.
; …
- In:
Energy economics
86
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012511797
Saved in:
1195
Forecasting volatility in the petroleum futures markets : a re-examination and extension
Hasanov, Akram Shavkatovich
;
Shaiban, Mohammed Sharaf
; …
- In:
Energy economics
86
(
2020
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012511802
Saved in:
1196
Which risk factors drive oil futures price curves?
Ames, Matthew
;
Bagnarosa, Guillaume
;
Matsui, Tomoko
; …
- In:
Energy economics
87
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012512291
Saved in:
1197
Analyzing time-varying volatility spillovers between the crude oil markets using a new method
Liu, Tangyong
;
Gong, Xu
- In:
Energy economics
87
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012512419
Saved in:
1198
Mild explosivity in recent crude oil prices
Figuerola-Ferretti, Isabel
;
MacCrorie, J. Roderick
; …
- In:
Energy economics
87
(
2020
),
pp. 1-25
Persistent link: https://www.econbiz.de/10012512610
Saved in:
1199
Information spillover in Indian agricultural commodities market
Singh, Sanjay Kumar
;
Jain, Mukesh Kumar
;
Shoeba
- In:
Asia-Pacific journal of management research and innovation
16
(
2020
)
3
,
pp. 179-187
Persistent link: https://www.econbiz.de/10012519534
Saved in:
1200
How do China's petrochemical markets react to oil price jumps? : a comparative analysis of stocks and commodities
Liu, Feng
;
Shuai, Shao
;
Zhang, Chuanguo
- In:
Energy economics
92
(
2020
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012520101
Saved in:
First
Prev
20
21
22
23
24
25
26
27
28
29
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->