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subject:"ARCH-Modell"
~isPartOf:"Energy economics"
~isPartOf:"Research in international business and finance"
~subject:"Schätzung"
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ARCH-Modell
Schätzung
Commodity derivative
299
Rohstoffderivat
299
Oil price
179
Ölpreis
179
Volatility
167
Volatilität
167
Welt
133
World
133
ARCH model
91
Commodity price
88
Rohstoffpreis
88
Erdöl
87
Petroleum
87
Oil market
69
Ölmarkt
69
Estimation
64
Forecasting model
62
Prognoseverfahren
62
Commodity exchange
53
Warenbörse
53
Theorie
52
Theory
52
Derivat
50
Derivative
50
Commodity market
47
Rohstoffmarkt
46
Spillover effect
44
Spillover-Effekt
44
Crude oil
35
Forecast
32
Prognose
32
USA
32
Hedging
31
Time series analysis
31
United States
31
Zeitreihenanalyse
31
Energiemarkt
30
Energy market
30
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English
131
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Ma, Feng
11
Chevallier, Julien
5
Hammoudeh, Shawkat
4
Wei, Yu
4
Chang, Chia-Lin
3
Gong, Xu
3
Ji, Qiang
3
Lee, Chien-chiang
3
McAleer, Michael
3
Nguyen, Duc Khuong
3
Wang, Yudong
3
Zhang, Yaojie
3
Aboura, Sofiane
2
Das, Debojyoti
2
Dutta, Anupam
2
Hasanov, Akram Shavkatovich
2
Huang, Dengshi
2
Kang, Boda
2
Klein, Tony
2
Lai, Xiaodong
2
Liao, Yin
2
Liu, Jing
2
Liu, Li
2
Lu, Xinjie
2
Luo, Jiawen
2
Maitra, Debasish
2
Miao, Hong
2
Nikitopoulos, Christina Sklibosios
2
Ramchander, Sanjay
2
Roengchai Tansuchat
2
Sadorsky, Perry A.
2
Sun, Chuanwang
2
Uddin, Mohammed Gazi Salah
2
Wang, Lu
2
Wang, Shouyang
2
Wu, Chongfeng
2
Yoon, Seong-min
2
Zagaglia, Paolo
2
Abbas, Syed Kanwar
1
Adrangi, Bahram
1
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Energy economics
Research in international business and finance
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
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 agricultural economics
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
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ECONIS (ZBW)
131
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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
The asymmetric return-volatility relationship of commodity prices
Baur, Dirk G.
;
Dimpfl, Thomas
- In:
Energy economics
76
(
2018
),
pp. 378-387
Persistent link: https://www.econbiz.de/10011976677
Saved in:
3
Dynamic spillovers among major energy and cereal commodity prices
Mensi, Walid
;
Hammoudeh, Shawkat
;
Nguyen, Duc Khuong
; …
- In:
Energy economics
43
(
2014
),
pp. 225-243
Persistent link: https://www.econbiz.de/10010504821
Saved in:
4
Volatility forecasting in commodity markets using macro uncertainty
Bakas, Dimitrios
;
Triantafyllou, Athanasios
- In:
Energy economics
81
(
2019
),
pp. 79-94
Persistent link: https://www.econbiz.de/10012172661
Saved in:
5
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:
6
Volatility spillover between oil and agricultural commodity markets
Nazlıoğlu, Şaban
;
Erdem, Cumhur
;
Soytas, Ugur
- In:
Energy economics
36
(
2013
),
pp. 658-665
Persistent link: https://www.econbiz.de/10009724616
Saved in:
7
Extreme risk dependence and time-varying spillover between crude oil, commodity market and inflation in China
Li, Houjian
;
Huang, Xinya
;
Guo, Lili
- In:
Energy economics
127
(
2023
)
2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10014490005
Saved in:
8
The alpha momentum effect in commodity markets
Zaremba, Adam
;
Mikutowski, Mateusz
;
Szczygielski, Jan Jakub
- In:
Energy economics
93
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012643310
Saved in:
9
Volatility spillovers in commodity markets : a large t-vector autoregressive approach
Barbaglia, Luca
;
Croux, Christophe
;
Wilms, Ines
- In:
Energy economics
85
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012509561
Saved in:
10
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
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