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Commodity derivative
39
Rohstoffderivat
39
Derivat
38
Derivative
38
Volatility
28
Volatilität
28
Estimation
25
Schätzung
25
Börsenkurs
21
Share price
21
Welt
18
World
18
Option pricing theory
15
Optionspreistheorie
15
Commodity exchange
14
Warenbörse
14
Capital income
13
Kapitaleinkommen
13
Commodity price
12
Index derivative
12
Indexderivat
12
Rohstoffpreis
12
Theorie
12
Theory
12
China
11
Commodity market
11
Rohstoffmarkt
11
Oil price
10
Ölpreis
10
ARCH model
9
ARCH-Modell
9
Currency derivative
9
Währungsderivat
9
Credit derivative
8
Kreditderivat
8
EU countries
7
EU-Staaten
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Securities trading
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USA
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United States
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English
99
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Hamori, Shigeyuki
5
Chevallier, Julien
4
Ryu, Doojin
4
Wang, Xingchun
4
Ielpo, Florian
3
Baldi, Lucia
2
Boroumand, Raphaël Homayoun
2
Cheng, Yirung
2
Day, Min-Yuh
2
Huang, Jianfeng
2
Huang, Paoyu
2
Madhavan, Vinodh
2
Ni, Yensen
2
Peri, Massimo
2
Power, Gabriel J.
2
Stevens, Jason
2
Toyoshima, Yuki
2
Tse, Yiuman
2
Wong, Karen H. Y.
2
Yang, Heejin
2
Acharya, Ram N.
1
Aktug, Rahmi Erdem
1
Alves, Carlos
1
Andrangi, Bahram
1
Aono, Kohei
1
Aragó-Manzana, Vicent
1
Awokuse, Titus O.
1
Bae, Youngsoo
1
Balli, Faruk
1
Batten, Jonathan Andrew
1
Bhar, Ramaprasad
1
Bi, Weining
1
Blasco de las Heras, Natividad
1
Blose, L. E.
1
Bond, Derek
1
Cao, Kang Hua
1
Caputo, Rodrigo
1
Cartwright, Phillip A.
1
Chandrashekhar, G. R.
1
Chatrath, Arjun
1
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Applied economics letters
The journal of futures markets
841
Energy economics
359
Journal of banking & finance
329
International journal of theoretical and applied finance
222
International review of financial analysis
177
NBER working paper series
175
IMF Working Papers
167
Finance research letters
166
Working paper / National Bureau of Economic Research, Inc.
157
Journal of international money and finance
147
NBER Working Paper
144
International review of economics & finance : IREF
137
The journal of finance : the journal of the American Finance Association
134
Applied financial economics
133
Applied economics
129
Journal of financial economics
127
The journal of derivatives : the official publication of the International Association of Financial Engineers
116
Journal of financial and quantitative analysis : JFQA
115
Journal of international financial markets, institutions & money
113
The journal of fixed income
113
The review of financial studies
111
Working paper
106
Economic modelling
105
Applied mathematical finance
99
The North American journal of economics and finance : a journal of financial economics studies
99
The European journal of finance
97
Review of derivatives research
94
Advances in futures and options research : a research annual
90
IMF Staff Country Reports
90
Economics letters
88
SpringerLink / Bücher
85
Discussion paper / Centre for Economic Policy Research
84
Quantitative finance
83
The journal of structured finance
83
IMF working papers
75
Research in international business and finance
75
European journal of operational research : EJOR
74
Journal of empirical finance
73
Global finance journal
71
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ECONIS (ZBW)
99
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1
Wars, cartels and COVID-19 : regime switching in commodity prices
Caputo, Rodrigo
;
Ordóñez, Félix
- In:
Applied economics letters
31
(
2024
)
4
,
pp. 338-345
Persistent link: https://www.econbiz.de/10014468840
Saved in:
2
Dynamic price discovery in China's thermal coal future market
Yan, Zhipeng
;
Li, Shenghong
;
Zhao, Gongmin
;
Zhou, Juanmei
- In:
Applied economics letters
28
(
2021
)
4
,
pp. 255-259
Persistent link: https://www.econbiz.de/10012484949
Saved in:
3
Linkage relationship between China and US futures market during trade friction : the case of soybean, soybean oil and soybean meal
Guo, Jialin
;
Wu, Desheng Dash
;
Zhang, Kaiming
;
Luo, Cuicui
- In:
Applied economics letters
30
(
2023
)
18
,
pp. 2647-2651
Persistent link: https://www.econbiz.de/10014368358
Saved in:
4
Newspaper-based equity uncertainty or implied volatility index : new evidence from oil market volatility predictability
Lu, Xinjie
;
Ma, Feng
;
Li, Pan
;
Li, Tao
- In:
Applied economics letters
30
(
2023
)
7
,
pp. 960-964
Persistent link: https://www.econbiz.de/10014303607
Saved in:
5
The profitability of Bollinger Bands trading bitcoin futures
Day, Min-Yuh
;
Cheng, Yirung
;
Huang, Paoyu
;
Ni, Yensen
- In:
Applied economics letters
30
(
2023
)
11
,
pp. 1437-1443
Persistent link: https://www.econbiz.de/10014304353
Saved in:
6
Forecasting oil futures price volatility with economic policy uncertainty : a CARR-MIDAS model
Wu, Xinyu
;
Cui, Hao
;
Wang, Lu
- In:
Applied economics letters
30
(
2023
)
2
,
pp. 120-125
Persistent link: https://www.econbiz.de/10013553019
Saved in:
7
Climate derivatives strategies as an alternative to set up guaranteed prices for agricultural producers in México
Cruz-Aké, Salvador
;
García-Ruiz, Reyna Susana
; …
- In:
Applied economics letters
30
(
2023
)
3
,
pp. 302-318
Persistent link: https://www.econbiz.de/10013553404
Saved in:
8
Duration dependence among agricultural futures with different maturities
Volkenand, Steffen
;
Filler, Guenther
;
Kionka, Marlene
; …
- In:
Applied economics letters
27
(
2020
)
2
,
pp. 150-155
Persistent link: https://www.econbiz.de/10012205399
Saved in:
9
Covid-19’s effect on the alpha and beta of a US stock Exchange Traded Fund
Cao, Kang Hua
;
Woo, Chi-keung
;
Li, Ya
;
Liu, Yun
- In:
Applied economics letters
29
(
2022
)
2
,
pp. 123-128
Persistent link: https://www.econbiz.de/10012803395
Saved in:
10
The soft commodities multiple bubbles tests : evidence from the New York futures markets
Chiu, Chien-Liang
;
Chou, Ke-Hsin
- In:
Applied economics letters
29
(
2022
)
3
,
pp. 206-211
Persistent link: https://www.econbiz.de/10012803484
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