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subject:"ARCH-Modell"
~isPartOf:"Applied economics letters"
~isPartOf:"Journal of empirical finance"
~subject:"Kapitaleinkommen"
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ARCH-Modell
Kapitaleinkommen
Commodity derivative
54
Rohstoffderivat
54
Commodity price
28
Rohstoffpreis
28
Volatility
24
Volatilität
24
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18
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commodities
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Chevallier, Julien
2
Ielpo, Florian
2
Ma, Feng
2
Brooks, Robert
1
Cao, Yang
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Cui, Hao
1
Diewald, Laszlo
1
Enders, Walter
1
Feng, Yun
1
Gatumel, Mathieu
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Hu, Weigang
1
Jarrow, Robert A.
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Jiang, Ying
1
Kwok, Simon Sai Man
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1
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1
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1
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1
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1
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1
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1
Lu, Xinjie
1
Marvasti, Akbar
1
Marzo, Massimiliano
1
Moschini, Giancarlo
1
Myers, Robert J.
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Prokopczuk, Marcel
1
Teterin, Pavel
1
Wang, Lu
1
Wang, Shixuan
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Wese Simen, Chardin
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Applied economics letters
Journal of empirical finance
Energy economics
97
The journal of futures markets
28
Economic modelling
23
Finance research letters
20
International review of financial analysis
16
Journal of banking & finance
14
Journal of commodity markets
14
Applied economics
13
Working paper
12
Econometric Institute research papers
11
International Journal of Energy Economics and Policy : IJEEP
11
International review of economics & finance : IREF
10
Research in international business and finance
9
The North American journal of economics and finance : a journal of financial economics studies
9
Journal of international financial markets, institutions & money
7
Journal of forecasting
6
The empirical economics letters : a monthly international journal of economics
6
The energy journal
6
The handbook of commodity investing
6
American journal of agricultural economics
5
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
5
NBER working paper series
5
The European journal of finance
5
Applied financial economics
4
International journal of forecasting
4
Journal of international money and finance
4
Review of quantitative finance and accounting
4
Working paper / National Bureau of Economic Research, Inc.
4
CESifo working papers
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Cogent economics & finance
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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International journal of bonds and derivatives
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International journal of finance & economics : IJFE
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1
Does speculation Granger cause return in Chinese commodity markets?
Hu, Weigang
;
Feng, Yun
- In:
Applied economics letters
23
(
2016
)
4/6
,
pp. 294-297
Persistent link: https://www.econbiz.de/10011430469
Saved in:
2
Time-variations in commodity price jumps
Diewald, Laszlo
;
Prokopczuk, Marcel
;
Wese Simen, Chardin
- In:
Journal of empirical finance
31
(
2015
),
pp. 72-84
Persistent link: https://www.econbiz.de/10011489343
Saved in:
3
Volatility spillovers in commodity markets
Chevallier, Julien
;
Ielpo, Florian
- In:
Applied economics letters
20
(
2013
)
13/15
,
pp. 1211-1227
Persistent link: https://www.econbiz.de/10010198563
Saved in:
4
Understanding momentum in commodity markets
Chevallier, Julien
;
Gatumel, Mathieu
;
Ielpo, Florian
- In:
Applied economics letters
20
(
2013
)
13/15
,
pp. 1383-1402
Persistent link: https://www.econbiz.de/10010203400
Saved in:
5
Commodity price volatility under regulatory changes and disaster
Marvasti, Akbar
;
Lamberte, Antonio
- In:
Journal of empirical finance
38
(
2016
),
pp. 355-361
Persistent link: https://www.econbiz.de/10011664764
Saved in:
6
Smooth volatility shifts and spillovers in U.S. crude oil and corn futures markets
Teterin, Pavel
;
Brooks, Robert
;
Enders, Walter
- In:
Journal of empirical finance
38
(
2016
),
pp. 22-36
Persistent link: https://www.econbiz.de/10011663220
Saved in:
7
Harnessing jump component for crude oil volatility forecasting in the presence of extreme shocks
Ma, Feng
;
Liao, Yin
;
Zhang, Yaojie
;
Cao, Yang
- In:
Journal of empirical finance
52
(
2019
),
pp. 40-55
Persistent link: https://www.econbiz.de/10012170621
Saved in:
8
Do intraday data contain more information for volatility forecasting? : evidence from the Chinese commodity futures market
Jiang, Ying
;
Liu, Xiaoquan
;
Ye, Wuyi
- In:
Applied economics letters
22
(
2015
)
1/3
,
pp. 218-222
Persistent link: https://www.econbiz.de/10010481970
Saved in:
9
Testing for constant hedge ratios in commodity markets : a multivariate GARCH approach
Moschini, Giancarlo
;
Myers, Robert J.
- In:
Journal of empirical finance
9
(
2002
)
5
,
pp. 589-603
Persistent link: https://www.econbiz.de/10001712026
Saved in:
10
Volatility forecasting for crude oil futures
Marzo, Massimiliano
;
Zagaglia, Paolo
- In:
Applied economics letters
17
(
2010
)
16/18
,
pp. 1587-1599
Persistent link: https://www.econbiz.de/10009232176
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