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subject:"ARCH-Modell"
~isPartOf:"Applied economics"
~isPartOf:"The energy journal"
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ARCH-Modell
Commodity exchange
Commodity derivative
90
Rohstoffderivat
90
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46
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46
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Applied economics
The energy journal
Energy economics
124
The journal of futures markets
45
Economic modelling
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Finance research letters
29
International review of financial analysis
27
Journal of commodity markets
26
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1
Speculation in commodity futures markets, inventories and the price of crude oil
Byun, Sung Je
- In:
The energy journal
38
(
2017
)
5
,
pp. 93-113
Persistent link: https://www.econbiz.de/10011791800
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2
On the comparison of Schwartz and Smith's two- and three-factor models on commodity prices
Aiube, Fernando Antônio Lucena
;
Samanez, Carlos P.
- In:
Applied economics
46
(
2014
)
28/30
,
pp. 3736-3749
Persistent link: https://www.econbiz.de/10010419938
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3
Measuring index investment in commodity futures markets
Sanders, Dwight R.
;
Irwin, Scott H.
- In:
The energy journal
34
(
2013
)
3
,
pp. 105-127
Persistent link: https://www.econbiz.de/10009771880
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4
The convenience yield and the informational content of the oil futures price
Bernard, Jean-Thomas
;
Khalaf, Lynda
;
Kichian, Maral
; …
- In:
The energy journal
36
(
2015
)
2
,
pp. 29-46
Persistent link: https://www.econbiz.de/10010528362
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5
Relative scarcity and convenience yield : evidence from non-ferrous metals
Omura, Akihiro
;
Chung, Richard
;
Todorova, Neda
;
Li, Bin
- In:
Applied economics
48
(
2016
)
55/57
,
pp. 5605-5624
Persistent link: https://www.econbiz.de/10011742083
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6
Understanding dynamic conditional correlations between oil, natural gas and non-energy commodity futures markets
Behmiri, Niaz Bashiri
;
Manera, Matteo
;
Nicolini, Marcella
- In:
The energy journal
40
(
2019
)
2
,
pp. 55-76
Persistent link: https://www.econbiz.de/10012037403
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7
Informed trading in the WTI oil futures market
Rousse, Olivier
;
Sévi, Benoît
- In:
The energy journal
40
(
2019
)
2
,
pp. 139-159
Persistent link: https://www.econbiz.de/10012037434
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8
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
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9
Testing for weak-form efficiency of crude palm oil spot and future markets : new evidence from a GARCH unit root test with multiple structural breaks
Hooi Hooi Lean
;
Smyth, Russell
- In:
Applied economics
47
(
2015
)
16/18
,
pp. 1710-1721
Persistent link: https://www.econbiz.de/10010511983
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10
Forecasting realized volatility of crude oil futures with equity market uncertainty
Wen, Fenghua
;
Zhao, Yupei
;
Zhang, Minzhi
;
Hu, Chunyang
- In:
Applied economics
51
(
2019
)
59
,
pp. 6411-6427
Persistent link: https://www.econbiz.de/10012197349
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