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subject:"ARCH-Modell"
~isPartOf:"Empirical economics : a quarterly journal of the Institute for Advanced Studies"
~isPartOf:"Research in international business and finance"
~subject:"Commodity price"
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ARCH-Modell
Commodity price
Commodity derivative
34
Rohstoffderivat
34
Rohstoffpreis
15
Welt
15
World
15
Volatility
12
Volatilität
12
Derivat
11
Derivative
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Oil price
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Ölpreis
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Commodity market
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Rohstoffmarkt
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Estimation
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ARCH model
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Prognoseverfahren
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Spillover effect
5
Spillover-Effekt
5
China
4
Cointegration
4
Commodity prices
4
Erdöl
4
Financialization
4
Hedging
4
Kointegration
4
Petroleum
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Aboura, Sofiane
1
Atukeren, Erdal
1
Bassil, Charbel
1
Bet, Germán
1
Bosch, David
1
Chen, Jianming
1
Chen, Kai
1
Chen, Sheng-Hung
1
Chen, Sihong
1
Chenavaz, Régis
1
Chevallier, Julien
1
Ciner, Cetin
1
Comunale, Mariarosaria
1
Fam, Papa Gueye
1
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1
Fernandez-Diaz, Jose M.
1
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1
Hamadi, Hassan
1
Huchet, Nicolas
1
Kim, Jintae
1
Korkmaz, Turhan
1
Koulis, Alexandros
1
Lee, Dongwon
1
Li, Jianping
1
Li, Qi
1
Liu, Chang
1
Liu, Pan
1
Majumder, Monoj Kumar
1
Manić, Slavica
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Morley, Bruce
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Nehme, Tamara
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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
Research in international business and finance
Energy economics
157
IMF working papers
79
Intereconomics : review of European economic policy
45
NBER working paper series
43
NBER Working Paper
41
Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
40
Working paper / National Bureau of Economic Research, Inc.
39
Journal of international money and finance
38
Applied economics
36
Economic modelling
35
The journal of futures markets
32
IMF working paper
31
CAMA working paper series
29
International review of economics & finance : IREF
29
Finance research letters
28
Journal of commodity markets
28
Policy research working paper : WPS
28
Working paper
28
Applied economics letters
26
IMF Working Paper
25
American journal of agricultural economics
22
Discussion paper / Centre for Economic Policy Research
22
Journal of banking & finance
20
CESifo working papers
19
International Journal of Energy Economics and Policy : IJEEP
17
International review of financial analysis
17
CAMA Working Paper
16
OxCarre research paper / Oxford Centre for the Analysis of Resource Rich Economies, Department of Economics, University of Oxford
16
World Bank Policy Research Working Paper
16
Journal of development economics
13
World development : the multi-disciplinary international journal devoted to the study and promotion of world development
13
Econometric Institute research papers
12
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
12
Resources policy
12
Documentos de trabajo Banco Central de Chile
11
Economics letters
11
European review of agricultural economics : ERAE
11
Journal of policy modeling : JPMOD ; a social science forum of world issues
11
Journal of the Royal Statistical Society
11
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ECONIS (ZBW)
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1
Interdependence among agricultural commodity markets, macroeconomic factors, crude oil and commodity index
Fernandez-Diaz, Jose M.
;
Morley, Bruce
- In:
Research in international business and finance
47
(
2019
),
pp. 174-194
Persistent link: https://www.econbiz.de/10012135526
Saved in:
2
Oil commodity returns and macroeconomic factors : a time-varying approach
Schalck, Christophe
;
Chenavaz, Régis
- In:
Research in international business and finance
33
(
2015
),
pp. 290-303
Persistent link: https://www.econbiz.de/10011325859
Saved in:
3
Commodity financialization and sector ETFs : Evidence from crude oil futures
Liu, Pan
;
Vedenov, Dmitrij V.
;
Power, Gabriel J.
- In:
Research in international business and finance
51
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012208332
Saved in:
4
The role of speculation in international futures markets on commodity prices
Huchet, Nicolas
;
Fam, Papa Gueye
- In:
Research in international business and finance
37
(
2016
),
pp. 49-65
Persistent link: https://www.econbiz.de/10011595127
Saved in:
5
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:
6
Traders' motivation and hedging pressure in commodity futures markets
Bosch, David
;
Smimou, Kamal
- In:
Research in international business and finance
59
(
2022
),
pp. 1-34
Persistent link: https://www.econbiz.de/10013402078
Saved in:
7
The pass-through to consumer prices in CIS economies : the role of exchange rates, commodities and other common factors
Comunale, Mariarosaria
;
Simola, Heli
- In:
Research in international business and finance
44
(
2018
),
pp. 186-217
Persistent link: https://www.econbiz.de/10011983034
Saved in:
8
Commodity prices and inflation : testing in the frequency domain
Ciner, Cetin
- In:
Research in international business and finance
25
(
2011
)
3
,
pp. 229-237
Persistent link: https://www.econbiz.de/10009241641
Saved in:
9
Commodity price shocks and the business cycles in emerging economies : the role of banking system balance sheets
Villca, Alfredo
;
Torres, Alejandro
- In:
Empirical economics : a quarterly journal of the …
65
(
2023
)
5
,
pp. 2039-2063
Persistent link: https://www.econbiz.de/10014388914
Saved in:
10
Commodity currency reactions and the Dutch disease : the role of capital controls
Chen, Kai
;
Lee, Dongwon
- In:
Empirical economics : a quarterly journal of the …
65
(
2023
)
5
,
pp. 2065-2089
Persistent link: https://www.econbiz.de/10014388915
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