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subject:"ARCH-Modell"
~isPartOf:"Econometric Institute research papers"
~isPartOf:"The energy journal"
~subject:"Speculation"
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ARCH-Modell
Speculation
Commodity derivative
59
Rohstoffderivat
59
Oil price
38
Ölpreis
38
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34
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34
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McAleer, Michael
10
Chang, Chia-Lin
9
Tansuchat, Roengchai
5
Harris, Jeffrey H.
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Manera, Matteo
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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Econometric Institute research papers
The energy journal
Energy economics
93
The journal of futures markets
24
Economic modelling
20
International review of financial analysis
17
Finance research letters
16
Applied economics
14
Working paper
13
Journal of commodity markets
12
International Journal of Energy Economics and Policy : IJEEP
11
International review of economics & finance : IREF
11
American journal of agricultural economics
9
Research in international business and finance
8
Applied economics letters
7
Journal of international money and finance
7
The North American journal of economics and finance : a journal of financial economics studies
7
Journal of international financial markets, institutions & money
6
International journal of finance & economics : IJFE
5
Journal of empirical finance
5
Review of quantitative finance and accounting
5
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The empirical economics letters : a monthly international journal of economics
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ZEF discussion papers on development policy
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European review of agricultural economics : ERAE
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Finance India : the quarterly journal of Indian Institute of Finance
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International journal of bonds and derivatives
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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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Pacific-Basin finance journal
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ECONIS (ZBW)
22
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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
Saved in:
2
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
Saved in:
3
Volatility spillovers and causality of carbon emissions, oil and coal spot and futures for the EU and USA
Chang, Chia-Lin
;
McAleer, Michael
;
Zuo, Guangdong
-
2017
-
Revised: May 2017
Persistent link: https://www.econbiz.de/10011965722
Saved in:
4
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
Saved in:
5
Fundamental and financial influences on the co-movement of oil and gas prices
Bunn, Derek W.
;
Chevallier, Julien
;
LePen, Yannick
; …
- In:
The energy journal
38
(
2017
)
2
,
pp. 201-228
Persistent link: https://www.econbiz.de/10011661711
Saved in:
6
Latent volatility granger causality and spillovers in renewable energy and crude oil ETFs
Chang, Chia-Lin
;
McAleer, Michael
;
Wang, Yu-Ann
-
2018
Persistent link: https://www.econbiz.de/10011863536
Saved in:
7
Modelling long memory volatility in agricultural commodity futures returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009619551
Saved in:
8
Herding and speculation in the crude oil market
Brunetti, Celso
;
Buyuksahin, Bahattin
;
Harris, Jeffrey H.
- In:
The energy journal
34
(
2013
)
3
,
pp. 83-104
Persistent link: https://www.econbiz.de/10009771883
Saved in:
9
Financial speculation in energy and agriculture futures markets : a multivariate GARCH approach
Manera, Matteo
;
Nicolini, Marcella
;
Vignatti, Ilaria
- In:
The energy journal
34
(
2013
)
3
,
pp. 55-81
Persistent link: https://www.econbiz.de/10009771887
Saved in:
10
The role of financial speculation in driving the price of crude oil
Alquist, Ron
;
Gervais, Olivier
- In:
The energy journal
34
(
2013
)
3
,
pp. 35-54
Persistent link: https://www.econbiz.de/10009771893
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