//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Volatilität"
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
Understanding momentum in comm...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatilität
Emissions trading
65
EU ETS
62
Emissionshandel
59
Volatility
52
Greenhouse gas emissions
47
Treibhausgas-Emissionen
47
Theorie
46
Theory
46
EU-Staaten
44
EU countries
43
Welt
27
World
27
ARCH model
25
ARCH-Modell
25
Forecasting
24
Forecasting model
24
Prognoseverfahren
24
Capital income
19
Kapitaleinkommen
19
Commodity derivative
18
Rohstoffderivat
18
Carbon price
17
Portfolio selection
16
Portfolio-Management
16
Börsenkurs
14
Carbon Price
14
GARCH
14
Share price
14
Commodity market
13
Estimation
13
Oil price
13
Option pricing theory
13
Optionspreistheorie
13
Rohstoffmarkt
13
Schätzung
13
Ölpreis
13
Asset management
12
CER
12
Cointegration
12
more ...
less ...
Online availability
All
Undetermined
18
Free
10
CC license
1
Type of publication
All
Article
37
Book / Working Paper
10
Type of publication (narrower categories)
All
Article in journal
37
Aufsatz in Zeitschrift
37
Working Paper
3
Arbeitspapier
2
Collection of articles of several authors
1
Graue Literatur
1
Non-commercial literature
1
Sammelwerk
1
more ...
less ...
Language
All
English
47
Author
All
Chevallier, Julien
38
Ielpo, Florian
13
Aboura, Sofiane
12
Sévi, Benoît
11
Ma, Feng
5
Goutte, Stéphane
3
Chorro, Christophe
2
Guesmi, Khaled
2
Simon, Guillaume
2
Urom, Christian
2
Wang, Jiqian
2
Abid, Ilyes
1
Alqahtani, Abdullah
1
Ben Cheikh, Nidhaleddine
1
Collet, Jerome
1
Dhaoui, Abderrazak
1
Fang, Yan
1
Fonseca, José da
1
Grasselli, Martino
1
Guerreiro, David
1
Guo, Xiaozhu
1
Guo, Yangli
1
Guégan, Dominique
1
Huang, Dengshi
1
Huang, Yisu
1
Lalaharison, Hanjarivo
1
Le Pen, Yannick
1
Le Penn, Yannick
1
Li, Ziyang
1
Saglio, Sophie
1
Sanhaji, Bilel
1
Tan, Xueping
1
Wahab, M. I. M.
1
Zaied, Younes Ben
1
Zhang, Yue-Jun
1
Zhu, Bangzhu
1
more ...
less ...
Published in...
All
Energy economics
6
Research in international business and finance
5
Finance research letters
3
Applied economics letters
2
Economic modelling
2
International review of financial analysis
2
Journal of economic dynamics & control
2
Annals of finance
1
Applied economics
1
Economics letters
1
FEEM Working Paper
1
International journal of theoretical and applied finance
1
International review of applied economics
1
Journal of banking & finance
1
Journal of forecasting
1
Journal of multinational financial management
1
Journal of risk and financial management : JRFM
1
Managerial finance
1
Nota di Lavoro
1
Resource and energy economics
1
Review of financial economics : RFE
1
Routledge advances in applied financial econometrics
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The European journal of finance
1
The journal of asset management
1
Working paper
1
Working paper series / Ipag Business School : working paper
1
more ...
less ...
Source
All
ECONIS (ZBW)
46
EconStor
1
Showing
1
-
10
of
47
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Volatility spillovers in commodity markets
Chevallier, Julien
;
Ielpo, Florian
- In:
Applied economics letters
20
(
2013
)
13/15
,
pp. 1211-1227
Persistent link: https://www.econbiz.de/10010198563
Saved in:
2
Twenty years of jumps in commodity markets
Chevallier, Julien
;
Ielpo, Florian
- In:
International review of applied economics
28
(
2014
)
1
,
pp. 64-82
Persistent link: https://www.econbiz.de/10010246726
Saved in:
3
Investigating the leverage effect in commodity markets with a recursive estimation approach
Chevallier, Julien
;
Ielpo, Florian
- In:
Research in international business and finance
39
(
2017
),
pp. 763-778
Persistent link: https://www.econbiz.de/10011912346
Saved in:
4
"Time series momentum" in commodity markets
Chevallier, Julien
;
Ielpo, Florian
- In:
Managerial finance
40
(
2014
)
7
,
pp. 662-680
Persistent link: https://www.econbiz.de/10010391104
Saved in:
5
Detecting instability in the volatility of carbon prices
Chevallier, Julien
- In:
Energy economics
33
(
2011
)
1
,
pp. 99-110
Persistent link: https://www.econbiz.de/10009262002
Saved in:
6
Variance risk-premia in CO 2 markets
Chevallier, Julien
- In:
Economic modelling
31
(
2013
),
pp. 598-605
Persistent link: https://www.econbiz.de/10009731478
Saved in:
7
Hedging (co)variance risk with variance swaps
Fonseca, José da
;
Grasselli, Martino
;
Ielpo, Florian
- In:
International journal of theoretical and applied finance
14
(
2011
)
6
,
pp. 899-943
Persistent link: https://www.econbiz.de/10009380996
Saved in:
8
Empirical bias in intraday volatility measures
Fang, Yan
;
Ielpo, Florian
;
Sévi, Benoît
- In:
Finance research letters
9
(
2012
)
4
,
pp. 231-237
Persistent link: https://www.econbiz.de/10009689313
Saved in:
9
Option pricing with discrete time jump processes
Guégan, Dominique
;
Ielpo, Florian
;
Lalaharison, Hanjarivo
- In:
Journal of economic dynamics & control
37
(
2013
)
12
,
pp. 2417-2445
Persistent link: https://www.econbiz.de/10010348134
Saved in:
10
Forecasting the density of oil futures returns using model-free implied volatility and high-frequency data
Ielpo, Florian
;
Sévi, Benoît
-
2014
Persistent link: https://www.econbiz.de/10010432122
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->