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subject:"ARCH-Modell"
~isPartOf:"Empirical economics : a quarterly journal of the Institute for Advanced Studies"
~isPartOf:"International review of financial analysis"
~subject:"Derivat"
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ARCH-Modell
Derivat
Commodity derivative
67
Rohstoffderivat
67
Volatility
35
Volatilität
35
Welt
23
World
23
Commodity exchange
20
Warenbörse
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Derivative
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Commodity market
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Rohstoffmarkt
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Hedging
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China
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27
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Ma, Feng
2
Ali, Faek Menla
1
Brooks, Robert
1
Brunner, Bernhard
1
Carter, Colin Andre
1
Casula, Laura
1
Chen, Jilong
1
Chen, Rongda
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
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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
Gillas, Konstantinos Gkillas
1
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1
Green, Christopher J.
1
Hao, Jianyang
1
Hitaj, Asmerilda
1
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1
Hu, Yang
1
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Karanasos, Menelaos
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1
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1
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1
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1
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
International review of financial analysis
Energy economics
123
Economic modelling
27
The journal of futures markets
26
Finance research letters
20
International review of economics & finance : IREF
19
Applied economics
17
Journal of commodity markets
16
Working paper
15
International Journal of Energy Economics and Policy : IJEEP
14
Journal of banking & finance
14
The energy journal
14
Research in international business and finance
13
American journal of agricultural economics
11
Applied economics letters
11
Econometric Institute research papers
11
Journal of empirical finance
9
The North American journal of economics and finance : a journal of financial economics studies
8
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
7
The European journal of finance
7
Applied economic perspectives and policy
6
European journal of operational research : EJOR
6
Journal of international financial markets, institutions & money
6
The empirical economics letters : a monthly international journal of economics
6
Applied financial economics
5
Cogent economics & finance
5
International journal of forecasting
5
International journal of theoretical and applied finance
5
Journal of forecasting
5
Journal of risk and financial management : JRFM
5
Quantitative finance
5
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
5
Review of quantitative finance and accounting
5
Annals of finance
4
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
European review of agricultural economics : ERAE
4
IIMB management review
4
International journal of bonds and derivatives
4
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1
Stochastic seasonality in commodity prices : the case of US natural gas
Chen, Sheng-Hung
;
Song Zan Chiou Wei
;
Zhu, Zhen
- In:
Empirical economics : a quarterly journal of the …
62
(
2022
)
5
,
pp. 2263-2284
Persistent link: https://www.econbiz.de/10013197300
Saved in:
2
Electricity derivatives : an application to the futures Italian market
Casula, Laura
;
Masala, Giovanni
- In:
Empirical economics : a quarterly journal of the …
61
(
2021
)
2
,
pp. 637-666
Persistent link: https://www.econbiz.de/10012616871
Saved in:
3
Random sources correlations and carbon futures pricing
Feng, Ling
;
Wang, Jieyu
- In:
International review of financial analysis
86
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014248391
Saved in:
4
Futures markets and fundamentals of base metals
Fernández, Viviana
- In:
International review of financial analysis
45
(
2016
),
pp. 215-229
Persistent link: https://www.econbiz.de/10011581979
Saved in:
5
Modelling time varying volatility spillovers and conditional correlations across commodity metal futures
Karanasos, Menelaos
;
Ali, Faek Menla
;
Margaronis, Zannis
; …
- In:
International review of financial analysis
57
(
2018
),
pp. 246-256
Persistent link: https://www.econbiz.de/10012006357
Saved in:
6
Dynamic spillover effects across petroleum spot and futures volatilities, trading volume and open interest
Magkonis, Georgios
;
Tsouknidis, Dimitris A.
- In:
International review of financial analysis
52
(
2017
),
pp. 104-118
Persistent link: https://www.econbiz.de/10011868715
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7
Pricing commodity futures options in the Schwartz multi factor model with stochastic volatility : an asymptotic method
Chen, Jilong
;
Ewald, Christian-Oliver
- In:
International review of financial analysis
52
(
2017
),
pp. 144-151
Persistent link: https://www.econbiz.de/10011868721
Saved in:
8
Hedging and speculative pressures and the transition of the spot-futures relationship in energy and metal markets
Park, Jin Suk
;
Shi, Yukun
- In:
International review of financial analysis
54
(
2017
),
pp. 176-191
Persistent link: https://www.econbiz.de/10011878213
Saved in:
9
Short-run deviations and time-varying hedge ratios : evidence from agricultural futures markets
Choudhry, Taufiq
- In:
International review of financial analysis
18
(
2009
)
1/2
,
pp. 58-65
Persistent link: https://www.econbiz.de/10003850310
Saved in:
10
Asymmetries, causality and correlation between FTSE100 spot and futures : a DCC-TGARCH-M analysis
Tao, Juan
;
Green, Christopher J.
- In:
International review of financial analysis
24
(
2012
),
pp. 26-37
Persistent link: https://www.econbiz.de/10009688185
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