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subject:"ARCH-Modell"
~isPartOf:"Empirical economics : a quarterly journal of the Institute for Advanced Studies"
~subject:"Agricultural commodities"
~subject:"Rohstoffderivat"
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ARCH-Modell
Agricultural commodities
Rohstoffderivat
Commodity price
6
Rohstoffpreis
6
Commodity derivative
5
Derivat
3
Derivative
3
ARCH model
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Commodity exchange
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Commodity market
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Estimation
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Rohstoffmarkt
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Agrarmarkt
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Agrarpreis
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Agrarprodukt
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Agricultural market
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Agricultural price
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Agricultural product
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Bubbles
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Business cycle
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Business cycles
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Capital controls
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Capital income
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Child mortality
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China
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Co-movement
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Commodities
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Casula, Laura
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Chen, Sheng-Hung
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Chen, Zhuo
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Kang, Hanwen
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Li, Qi
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Manić, Slavica
1
Masala, Giovanni
1
Pavkov, Ivan
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Song Zan Chiou Wei
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Wang, Qiaoyu
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
Energy economics
273
The journal of futures markets
208
International review of financial analysis
62
Finance research letters
60
Economic modelling
53
Journal of banking & finance
53
Applied economics
46
International review of economics & finance : IREF
46
The energy journal
44
American journal of agricultural economics
43
Journal of commodity markets
43
Applied economics letters
39
International Journal of Energy Economics and Policy : IJEEP
38
Working paper
37
Research in international business and finance
29
The handbook of commodity investing
29
Diskussionspapier / Lehrstuhl für Wirtschaftsethik, Martin-Luther-Universität Halle-Wittenberg
28
Applied financial economics
27
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
23
Working paper / National Bureau of Economic Research, Inc.
22
Journal of international money and finance
20
NBER working paper series
20
The North American journal of economics and finance : a journal of financial economics studies
19
Journal of agricultural and applied economics
18
NBER Working Paper
17
The journal of alternative investments
17
Agricultural finance review
16
Econometric Institute research papers
16
Journal of empirical finance
16
Agricultural economics : the journal of the International Association of Agricultural Economists
15
Quantitative finance
15
European review of agricultural economics : ERAE
14
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
13
The European journal of finance
13
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
13
The review of financial studies
13
Finance India : the quarterly journal of Indian Institute of Finance
12
Journal of international financial markets, institutions & money
12
Journal of risk and financial management : JRFM
12
Pacific-Basin finance journal
12
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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
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:
4
Price bubbles of agricultural commodities : evidence from China's futures market
Chen, Zhuo
;
Yan, Bo
;
Kang, Hanwen
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
1
,
pp. 195-222
Persistent link: https://www.econbiz.de/10014226282
Saved in:
5
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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