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subject:"ARCH-Modell"
~isPartOf:"Empirical economics : a quarterly journal of the Institute for Advanced Studies"
~isPartOf:"Journal of agricultural economics"
~subject:"Schätzung"
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ARCH-Modell
Schätzung
Commodity derivative
14
Rohstoffderivat
14
Commodity price
9
Rohstoffpreis
9
Estimation
7
Theorie
7
Theory
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Volatility
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Volatilität
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ARCH model
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Agrarpreis
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Agricultural price
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Commodity exchange
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Derivat
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Derivative
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Rohstoffmarkt
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VAR model
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VAR-Modell
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Welt
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Agrarmarkt
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Agrarprodukt
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Agricultural commodities
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Agricultural market
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Agricultural product
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Bubbles
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Business cycle
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Großbritannien
2
Hedging
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Index futures
2
Index-Futures
2
Konjunktur
2
Risikoprämie
2
Risk premium
2
Schock
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Dawson, Philip J.
3
Addison, Tony
1
Aulton, A. J.
1
Chen, Sihong
1
Dotsis, George
1
Ennew, Christine T.
1
Ghoshray, Atanu
1
Li, Qi
1
Manić, Slavica
1
Pavkov, Ivan
1
Rayner, Anthony J.
1
Sanjuán-López, Ana I.
1
Sarris, Alexandros H.
1
Stamatogiannis, Michalis P.
1
Tiffin, Abigail L.
1
Triantafyllou, Athanasios
1
Wang, Qiaoyu
1
White, Ben
1
Zhang, Yu Yvette
1
Živkov, Dejan
1
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
Journal of agricultural economics
Energy economics
120
The journal of futures markets
47
Economic modelling
31
Applied economics
24
Finance research letters
23
International review of economics & finance : IREF
19
International review of financial analysis
19
Applied economics letters
17
Journal of commodity markets
17
Journal of international money and finance
17
International Journal of Energy Economics and Policy : IJEEP
16
Working paper
16
Journal of banking & finance
15
The North American journal of economics and finance : a journal of financial economics studies
14
American journal of agricultural economics
11
Research in international business and finance
11
Working paper / National Bureau of Economic Research, Inc.
11
Applied financial economics
10
Econometric Institute research papers
10
The energy journal
10
CESifo working papers
9
Journal of urban economics
9
NBER working paper series
9
Journal of applied econometrics
8
Journal of international financial markets, institutions & money
8
International journal of forecasting
7
NBER Working Paper
7
Cogent economics & finance
6
Discussion paper / Centre for Economic Policy Research
6
International journal of finance & economics : IJFE
6
Journal of empirical finance
6
Journal of forecasting
6
European review of agricultural economics : ERAE
5
Pacific-Basin finance journal
5
Review of quantitative finance and accounting
5
The empirical economics letters : a monthly international journal of economics
5
CESifo Working Paper Series
4
Discussion paper series / IZA
4
Discussion papers / Deutsches Institut für Wirtschaftsforschung
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ECONIS (ZBW)
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1
Agricultural commodity price shocks and their effect on growth in sub-Saharan Africa
Addison, Tony
;
Ghoshray, Atanu
;
Stamatogiannis, Michalis P.
- In:
Journal of agricultural economics
67
(
2016
)
1
,
pp. 47-61
Persistent link: https://www.econbiz.de/10011657668
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2
Efficiency tests of futures markets for UK agricultural commodities
Aulton, A. J.
- In:
Journal of agricultural economics
48
(
1997
)
3
,
pp. 408-424
Persistent link: https://www.econbiz.de/10001227940
Saved in:
3
Volatility forecasting and time-varying variance risk premiums in grains commodity markets
Triantafyllou, Athanasios
;
Dotsis, George
;
Sarris, …
- In:
Journal of agricultural economics
66
(
2015
)
2
,
pp. 329-357
Persistent link: https://www.econbiz.de/10011299547
Saved in:
4
Measuring the volatility of wheat futures prices on the LIFFE
Dawson, Philip J.
- In:
Journal of agricultural economics
66
(
2015
)
1
,
pp. 20-35
Persistent link: https://www.econbiz.de/10011299657
Saved in:
5
Volatility effects of index trading and spillovers on US agricultural futures markets : a multivariate GARCH approach
Sanjuán-López, Ana I.
;
Dawson, Philip J.
- In:
Journal of agricultural economics
68
(
2017
)
3
,
pp. 822-838
Persistent link: https://www.econbiz.de/10011949368
Saved in:
6
Optimal hedging ratios for wheat and barley at the LIFFE : a GARCH approach
Dawson, Philip J.
;
Tiffin, Abigail L.
;
White, Ben
- In:
Journal of agricultural economics
51
(
2000
)
2
,
pp. 147-161
Persistent link: https://www.econbiz.de/10001474672
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7
Multivariate models of commodity futures markets : a dynamic copula approach
Chen, Sihong
;
Li, Qi
;
Wang, Qiaoyu
;
Zhang, Yu Yvette
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
6
,
pp. 3037-3057
Persistent link: https://www.econbiz.de/10014329023
Saved in:
8
Nonlinear examination of the "heat wave" and "meteor shower" effects between spot and futures markets of the precious metals
Živkov, Dejan
;
Manić, Slavica
;
Pavkov, Ivan
- In:
Empirical economics : a quarterly journal of the …
63
(
2022
)
2
,
pp. 1109-1134
Persistent link: https://www.econbiz.de/10013440356
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