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subject:"ARCH-Modell"
~isPartOf:"Economic modelling"
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ARCH-Modell
Commodity derivative
62
Rohstoffderivat
62
Volatility
36
Volatilität
36
Commodity price
22
Estimation
22
Rohstoffpreis
22
Schätzung
22
ARCH model
21
Oil price
20
Ölpreis
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Welt
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Forecasting model
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Time series analysis
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Cointegration
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Commodity futures
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Kointegration
8
Spot market
8
Spotmarkt
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Spillover effect
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Spillover-Effekt
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21
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Ahmad, Wasim
1
Ahmed, Shamim
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Beckmann, Joscha
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Bei, Shuhua
1
Beljid, Makram
1
Boubaker, Adel
1
Boyd, Naomi E.
1
Bracker, Kevin
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Chang, Kuang-liang
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1
Chen, Wang
1
Czudaj, Robert
1
Dahl, Christian M.
1
Dong, Yizhe
1
Fung, Hung-gay
1
Ghorbel, Ahmed
1
Huang, Dengshi
1
Iglesias, Emma M.
1
Ji, Hao
1
Jiang, Ying
1
Jiang, Zhi-qiang
1
Leung, Wai K.
1
Li, Bingxin
1
Li, Meng
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1
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1
Liu, Li
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Ma, Feng
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Managi, Shunsuke
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Pal, Debdatta
1
Pei, Haotian
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1
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Shi, Baofeng
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1
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Economic modelling
Review of quantitative finance and accounting
Energy economics
85
The journal of futures markets
15
Finance research letters
14
Applied economics
11
International Journal of Energy Economics and Policy : IJEEP
10
International review of financial analysis
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
The empirical economics letters : a monthly international journal of economics
4
International journal of bonds and derivatives
3
International journal of finance & economics : IJFE
3
International journal of forecasting
3
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
3
Journal of banking & finance
3
The European journal of finance
3
Agricultural finance review
2
Applied financial economics
2
Cogent economics & finance
2
Economies : open access journal
2
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
European review of agricultural economics : ERAE
2
Finance India : the quarterly journal of Indian Institute of Finance
2
Financial innovation : FIN
2
IIMB management review
2
International journal of financial research
2
Journal of Asian finance, economics and business : JAFEB
2
Journal of agricultural economics
2
Journal of emerging market finance
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ECONIS (ZBW)
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Correlations and volatility spillovers across commodity and stock markets : linking energies, food, and gold
Mensi, Walid
;
Beljid, Makram
;
Boubaker, Adel
;
Managi, …
- In:
Economic modelling
32
(
2013
),
pp. 15-22
Persistent link: https://www.econbiz.de/10009760820
Saved in:
2
Volatility spill-overs in commodity spot prices : new empirical results
Dahl, Christian M.
;
Iglesias, Emma M.
- In:
Economic modelling
26
(
2009
)
3
,
pp. 601-607
Persistent link: https://www.econbiz.de/10003870631
Saved in:
3
Optimal hedge ratios for clean energy equities
Ahmad, Wasim
;
Sadorsky, Perry A.
;
Sharma, Amit
- In:
Economic modelling
72
(
2018
),
pp. 278-295
Persistent link: https://www.econbiz.de/10012100422
Saved in:
4
Return transmission and asymmetric volatility spillovers between oil futures and oil equities : new DCC-MEGARCH analyses
Tsuji, Chikashi
- In:
Economic modelling
74
(
2018
),
pp. 167-185
Persistent link: https://www.econbiz.de/10012101322
Saved in:
5
Volatility transmission in agricultural futures markets
Beckmann, Joscha
;
Czudaj, Robert
- In:
Economic modelling
36
(
2014
),
pp. 541-546
Persistent link: https://www.econbiz.de/10010416370
Saved in:
6
Energy portfolio risk management using time-varying extreme value copula methods
Ghorbel, Ahmed
;
Trabelsi, Abdelwahed
- In:
Economic modelling
38
(
2014
),
pp. 470-485
Persistent link: https://www.econbiz.de/10010419011
Saved in:
7
Dynamic hedging strategy in incomplete market : evidence from Shanghai fuel oil futures market
Lin, Xiaoqiang
;
Chen, Qiang
;
Tang, Zhenpeng
- In:
Economic modelling
40
(
2014
),
pp. 81-90
Persistent link: https://www.econbiz.de/10010425724
Saved in:
8
Correlation dynamics of crude oil with agricultural commodities : a comparison between energy and food crops
Pal, Debdatta
;
Mitra, Subrata Kumar
- In:
Economic modelling
82
(
2019
),
pp. 453-466
Persistent link: https://www.econbiz.de/10012203189
Saved in:
9
Forecasting the oil futures price volatility : a new approach
Ma, Feng
;
Liu, Jing
;
Huang, Dengshi
;
Chen, Wang
- In:
Economic modelling
64
(
2017
),
pp. 560-566
Persistent link: https://www.econbiz.de/10011761312
Saved in:
10
Volatility forecasting in the Chinese commodity futures market with intraday data
Jiang, Ying
;
Ahmed, Shamim
;
Liu, Xiaoquan
- In:
Review of quantitative finance and accounting
48
(
2017
)
4
,
pp. 1123-1173
Persistent link: https://www.econbiz.de/10011797006
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