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subject:"ARCH-Modell"
~isPartOf:"Applied economics"
~isPartOf:"Empirical economics : a quarterly journal of the Institute for Advanced Studies"
~isPartOf:"Energy economics"
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ARCH-Modell
Commodity derivative
321
Rohstoffderivat
321
Volatility
184
Volatilität
184
Oil price
183
Ölpreis
183
Welt
141
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141
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110
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34
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Ma, Feng
11
Chang, Chia-Lin
3
Chevallier, Julien
3
Gong, Xu
3
Hammoudeh, Shawkat
3
Liu, Jing
3
McAleer, Michael
3
Nguyen, Duc Khuong
3
Wei, Yu
3
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3
Goutte, Stéphane
2
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2
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2
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2
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2
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2
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2
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2
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2
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2
Roengchai Tansuchat
2
Sadorsky, Perry A.
2
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2
Wahab, M. I. M.
2
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2
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2
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1
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1
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1
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1
Arouri, Mohamed
1
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1
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Applied economics
Empirical economics : a quarterly journal of the Institute for Advanced Studies
Energy economics
Economic modelling
17
The journal of futures markets
15
Finance research letters
14
Econometric Institute research papers
10
International Journal of Energy Economics and Policy : IJEEP
10
International review of financial analysis
10
Working paper
10
International review of economics & finance : IREF
9
Journal of commodity markets
7
The North American journal of economics and finance : a journal of financial economics studies
7
Journal of international financial markets, institutions & money
6
Research in international business and finance
6
American journal of agricultural economics
5
Applied economics letters
5
The energy journal
5
Journal of empirical finance
4
Journal of forecasting
4
Review of quantitative finance and accounting
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The empirical economics letters : a monthly international journal of economics
4
International journal of bonds and derivatives
3
International journal of finance & economics : IJFE
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International journal of forecasting
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Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
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The European journal of finance
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Cogent economics & finance
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Economies : open access journal
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Finance India : the quarterly journal of Indian Institute of Finance
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ECONIS (ZBW)
98
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1
The asymmetric return-volatility relationship of commodity prices
Baur, Dirk G.
;
Dimpfl, Thomas
- In:
Energy economics
76
(
2018
),
pp. 378-387
Persistent link: https://www.econbiz.de/10011976677
Saved in:
2
Dynamic spillovers among major energy and cereal commodity prices
Mensi, Walid
;
Hammoudeh, Shawkat
;
Nguyen, Duc Khuong
; …
- In:
Energy economics
43
(
2014
),
pp. 225-243
Persistent link: https://www.econbiz.de/10010504821
Saved in:
3
Volatility forecasting in commodity markets using macro uncertainty
Bakas, Dimitrios
;
Triantafyllou, Athanasios
- In:
Energy economics
81
(
2019
),
pp. 79-94
Persistent link: https://www.econbiz.de/10012172661
Saved in:
4
Volatility spillover between oil and agricultural commodity markets
Nazlıoğlu, Şaban
;
Erdem, Cumhur
;
Soytas, Ugur
- In:
Energy economics
36
(
2013
),
pp. 658-665
Persistent link: https://www.econbiz.de/10009724616
Saved in:
5
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:
6
Metal volatility in presence of oil and interest rate shocks
Hammoudeh, Shawkat
;
Yuan, Yuan
- In:
Energy economics
30
(
2008
)
2
,
pp. 606-620
Persistent link: https://www.econbiz.de/10003711342
Saved in:
7
Period specific volatility spillover based connectedness between oil and other commodity prices and their portfolio implications
Guhathakurta, Kousik
;
Dash, Saumya Ranjan
;
Maitra, Debasish
- In:
Energy economics
85
(
2020
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012510102
Saved in:
8
Markov switching GARCH models for Bayesian hedging on energy futures markets
Billio, Monica
;
Casarin, Roberto
;
Osuntuyi, Anthony
- In:
Energy economics
70
(
2018
),
pp. 545-562
Persistent link: https://www.econbiz.de/10011942887
Saved in:
9
Estimating multi-period value at risk of oil futures prices
Zhou, Chunyang
;
Qin, Xiao
;
Diao, Xundi
;
He, Yingchen
- In:
Applied economics
48
(
2016
)
31/33
,
pp. 2994-3004
Persistent link: https://www.econbiz.de/10011615344
Saved in:
10
Value-at-Risk estimation of energy commodities : a long-memory GARCH-EVT approach
Youssef, Manel
;
Belkacem, Lotfi
;
Mokni, Khaled
- In:
Energy economics
51
(
2015
),
pp. 99-110
Persistent link: https://www.econbiz.de/10011564809
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