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~person:"Fang, Zheng"
~person:"Gabauer, David"
~subject:"Rohstoffderivat"
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Rohstoffderivat
Edelmetall
4
Precious metal
4
Volatility
4
Volatilität
4
Welt
4
World
4
ARCH model
3
ARCH-Modell
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Estimation
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Schätzung
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Spillover effect
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Spillover-Effekt
3
Commodity derivative
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Crude oil
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Erdöl
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Oil price
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Petroleum
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Ölpreis
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Agrarpreis
1
Agricultural commodities
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Agricultural price
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Commodity exchange
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Commodity market
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Commodity price
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Dynamic quantile connectedness
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Gold
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Heating oil
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Joint connectedness
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Portfolio selection
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Portfolio-Management
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Precious metals
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Realized volatility
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Rohstoffmarkt
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Rohstoffpreis
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Sharp ratio
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Silver
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State space model
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Fang, Zheng
Gabauer, David
Ghafoor, Abdul
2
Sauerbeck, A.
2
Živkov, Dejan
2
Abdollah Ah Mand
1
Ah Mand, Abdollah
1
Aslan, Aylin
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Basu, Sankarshan
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Boonyasana, Pimonpun
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Cai, Xiao Jing
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Chow, Ying-Foon
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Cuñado Eizaguirre, Juncal
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Das, Debojyoti
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Dawn, Surajit
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Finger, Karl
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Gotthelf, Philip
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Hamori, Shigeyuki
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Hardik, Marfatia
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Imtiaz Mohammad Sifat
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Kang, Sang Hoon
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Kirkpinar, Aysegul
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Kumar, Surya Bhushan
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Lau, Chi Keung
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Journal of commodity markets
1
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ECONIS (ZBW)
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Dynamic spillovers across precious metals and oil realized volatilities : evidence from quantile extended joint connectedness measures
Cuñado Eizaguirre, Juncal
;
Chatziantoniou, Ioannis
; …
- In:
Journal of commodity markets
30
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014426696
Saved in:
2
Co-movements in commodity markets andimplications in diversification benefits
Cai, Xiao Jing
;
Fang, Zheng
;
Youngho, Chang
;
Tian, Shuairu
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
2
,
pp. 393-425
Persistent link: https://www.econbiz.de/10012219019
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