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subject:"ARCH-Modell"
~isPartOf:"Energy economics"
~subject:"Commodity derivative"
~subject:"Schätzung"
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ARCH-Modell
Commodity derivative
Schätzung
Rohstoffderivat
270
Oil price
168
Ölpreis
168
Volatility
157
Volatilität
157
Welt
120
World
120
ARCH model
85
Erdöl
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Petroleum
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Commodity price
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Rohstoffpreis
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Ölmarkt
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Estimation
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Commodity exchange
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Theory
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Derivat
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Derivative
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Commodity market
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Spillover effect
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Crude oil
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USA
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United States
30
Forecast
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Zeitreihenanalyse
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282
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Ma, Feng
11
Hammoudeh, Shawkat
7
Uddin, Mohammed Gazi Salah
7
Kang, Sang Hoon
6
Chevallier, Julien
5
Lee, Chien-chiang
5
McAleer, Michael
5
Nguyen, Duc Khuong
5
Wei, Yu
5
Chang, Chia-Lin
4
Cortazar, Gonzalo
4
Gong, Xu
4
Irwin, Scott H.
4
Ji, Qiang
4
Kaufmann, Robert Kurt
4
Miao, Hong
4
Sadorsky, Perry A.
4
Sanders, Dwight R.
4
Tiwari, Aviral Kumar
4
Yoon, Seong-min
4
Bouri, Elie
3
Chang, Chun Ping
3
Demirer, Rıza
3
Hou, Yang
3
Hu, Yang
3
Klein, Tony
3
Luo, Jiawen
3
Maitra, Debasish
3
Manera, Matteo
3
Naeem, Muhammad Abubakr
3
Ramchander, Sanjay
3
Roubaud, David
3
Shahzad, Syed Jawad Hussain
3
Wang, Yudong
3
Weron, Rafał
3
Zhang, Yaojie
3
Alizadeh-Masoodian, Amir H.
2
Benth, Fred Espen
2
Chatrath, Arjun
2
Corbet, Shaen
2
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Energy economics
The journal of futures markets
210
International review of financial analysis
64
Finance research letters
61
Economic modelling
57
Journal of banking & finance
54
Applied economics
49
International review of economics & finance : IREF
49
American journal of agricultural economics
45
Journal of commodity markets
45
The energy journal
45
Applied economics letters
42
International Journal of Energy Economics and Policy : IJEEP
40
Working paper
39
Journal of international money and finance
31
Research in international business and finance
29
The handbook of commodity investing
29
Working paper / National Bureau of Economic Research, Inc.
29
Diskussionspapier / Lehrstuhl für Wirtschaftsethik, Martin-Luther-Universität Halle-Wittenberg
28
Applied financial economics
27
NBER working paper series
26
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
23
NBER Working Paper
22
The North American journal of economics and finance : a journal of financial economics studies
21
Journal of agricultural and applied economics
19
Journal of empirical finance
17
The journal of alternative investments
17
Econometric Institute research papers
16
Agricultural economics : the journal of the International Association of Agricultural Economists
15
Agricultural finance review
15
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
15
European review of agricultural economics : ERAE
15
Journal of risk and financial management : JRFM
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Quantitative finance
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The European journal of finance
14
CESifo working papers
13
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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The review of financial studies
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Cogent economics & finance
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Discussion paper / Centre for Economic Policy Research
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ECONIS (ZBW)
282
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1
Causality between market liquidity and depth for energy and grains
Sari, Ramazan
;
Hammoudeh, Shawkat
;
Chang, Chia-Lin
; …
- In:
Energy economics
34
(
2012
)
5
,
pp. 1683-1692
Persistent link: https://www.econbiz.de/10009687959
Saved in:
2
The stochastic seasonal behavior of energy commodity convenience yields
García Mirantes, Andrés
;
Población, Javier
;
Serna, …
- In:
Energy economics
40
(
2013
),
pp. 155-166
Persistent link: https://www.econbiz.de/10010349595
Saved in:
3
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:
4
Analyzing the time-frequency lead-lag relationship between oil and agricultural commodities
Tiwari, Aviral Kumar
;
Khalfaoui, Rabeh
;
Solarin Sakiru …
- In:
Energy economics
76
(
2018
),
pp. 470-494
Persistent link: https://www.econbiz.de/10011976711
Saved in:
5
Pricing of forwards and other derivatives in cointegrated commodity markets
Benth, Fred Espen
;
Koekebakker, Steen
- In:
Energy economics
52
(
2015
)
1
,
pp. 104-117
Persistent link: https://www.econbiz.de/10011568135
Saved in:
6
Introduction to the special issue on recent developments in energy commodities markets
D'Ecclesia, Rita L.
- In:
Energy economics
53
(
2016
),
pp. 1-4
Persistent link: https://www.econbiz.de/10011660418
Saved in:
7
On the dynamic dependence between equity markets, commodity futures and economic uncertainty indexes
Berger, Theo
;
Uddin, Mohammed Gazi Salah
- In:
Energy economics
56
(
2016
),
pp. 374-383
Persistent link: https://www.econbiz.de/10011664267
Saved in:
8
Expected commodity returns and pricing models
Cortazar, Gonzalo
;
Kovacevic, Ivo
;
Schwartz, Eduardo S.
- In:
Energy economics
49
(
2015
),
pp. 60-71
Persistent link: https://www.econbiz.de/10011536656
Saved in:
9
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:
10
Tail events : a new approach to understanding extreme energy commodity prices
Koch, Nikolas
- In:
Energy economics
43
(
2014
),
pp. 195-205
Persistent link: https://www.econbiz.de/10010504824
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