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subject:"ARCH-Modell"
~isPartOf:"Empirical economics : a quarterly journal of the Institute for Advanced Studies"
~subject:"Derivat"
~type:"article"
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ARCH-Modell
Derivat
Commodity price
6
Rohstoffpreis
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Rohstoffderivat
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Derivative
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ARCH model
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Casula, Laura
1
Chen, Sheng-Hung
1
Chen, Sihong
1
Li, Qi
1
Manić, Slavica
1
Masala, Giovanni
1
Pavkov, Ivan
1
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
123
Economic modelling
27
The journal of futures markets
26
International review of financial analysis
23
Finance research letters
20
International review of economics & finance : IREF
19
Applied economics
17
Journal of commodity markets
16
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
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
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
International journal of finance & economics : IJFE
4
International journal of financial markets and derivatives
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Journal of agricultural and applied economics : JAEE
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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
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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