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subject:"ARCH-Modell"
~isPartOf:"Econometric Institute research papers"
~isPartOf:"The energy journal"
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ARCH-Modell
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Commodity derivative
59
Rohstoffderivat
59
Oil price
38
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38
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34
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34
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McAleer, Michael
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Chang, Chia-Lin
9
Tansuchat, Roengchai
5
Manera, Matteo
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Nicolini, Marcella
2
Roengchai Tansuchat
2
Behmiri, Niaz Bashiri
1
Byun, Sung Je
1
Cairns, Robert D.
1
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1
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1
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Econometric Institute research papers
The energy journal
Energy economics
124
The journal of futures markets
42
Journal of environmental economics and management : JEEM ; the official journal of the Association of Environmental and Resource Economists
30
Economic modelling
29
American journal of agricultural economics
26
Working paper
26
Applied economics
25
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
22
Journal of economic dynamics & control
21
International review of financial analysis
19
Finance research letters
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International review of economics & finance : IREF
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Journal of commodity markets
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NBER working paper series
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Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
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Journal of banking & finance
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Journal of international money and finance
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Natural resource modeling : the official journal of the Resource Modeling Association
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International Journal of Energy Economics and Policy : IJEEP
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Research in international business and finance
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Volkswirtschaftliche Diskussionsbeiträge
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The North American journal of economics and finance : a journal of financial economics studies
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European review of agricultural economics : ERAE
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ECONIS (ZBW)
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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
Mineral depletion and the rules of resource dynamics
Cairns, Robert D.
;
Davis, Graham A.
- In:
The energy journal
36
(
2015
),
pp. 159-178
Persistent link: https://www.econbiz.de/10011494169
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
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:
6
Multi-period VaR-constrained portfolio optimization with applications to the electric power sector
Kleindorfer, Paul R.
;
Li, Lide
- In:
The energy journal
26
(
2005
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10002643010
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
Strategic forward contracting in the wholesale electricity market
Holmberg, Pär
- In:
The energy journal
32
(
2011
)
1
,
pp. 169-202
Persistent link: https://www.econbiz.de/10009261599
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
Jump processes in the market for crude oil
Wilmot, Neil A.
;
Mason, Charles F.
- In:
The energy journal
34
(
2013
)
1
,
pp. 33-48
Persistent link: https://www.econbiz.de/10009714590
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