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subject:"Zeitreihenanalyse"
~isPartOf:"Journal of banking & finance"
~subject:"Oil price"
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Zeitreihenanalyse
Oil price
Commodity price
17
Rohstoffpreis
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Commodity derivative
11
Rohstoffderivat
11
Commodity market
7
Rohstoffmarkt
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Bork, Lasse
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Han, Yufeng
1
Hu, Ting
1
Paschke, Raphael
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Prokopczuk, Marcel
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Rovira Kaltwasser, Pablo
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Journal of banking & finance
Energy economics
40
Journal of international money and finance
9
IMF working papers
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Applied economics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Finance research letters
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The energy journal
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American journal of agricultural economics
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Economic modelling
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IMF Working Paper
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NBER working paper series
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OPEC energy review
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The journal of futures markets
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ASARC working paper
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Applied economics letters
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CAMA working paper series
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CESifo working papers
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Intereconomics : review of European economic policy
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International Journal of Energy Economics and Policy : IJEEP
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International review of economics & finance : IREF
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Journal of commodity markets
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Journal of empirical finance
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Research in international business and finance
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Working paper series / European Central Bank
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World Bank Policy Research Working Paper
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International journal of finance & economics : IJFE
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Journal of development economics
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Journal of international development : the journal of the Development Studies Association
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1
Aggregation bias in tests of the commodity currency hypothesis
Bork, Lasse
;
Rovira Kaltwasser, Pablo
;
Sercu, Piet
- In:
Journal of banking & finance
135
(
2022
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013401953
Saved in:
2
Are there exploitable trends in commodity futures prices?
Han, Yufeng
;
Hu, Ting
;
Yang, Jian
- In:
Journal of banking & finance
70
(
2016
),
pp. 214-234
Persistent link: https://www.econbiz.de/10011635208
Saved in:
3
Commodity derivatives valuation with autoregressive and moving average components in the price dynamics
Paschke, Raphael
;
Prokopczuk, Marcel
- In:
Journal of banking & finance
34
(
2010
)
11
,
pp. 2742-2752
Persistent link: https://www.econbiz.de/10008858840
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