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subject:"ARCH-Modell"
~isPartOf:"Energy economics"
~subject:"Commodity derivative"
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ARCH-Modell
Commodity derivative
Rohstoffderivat
270
Oil price
167
Ölpreis
167
Volatility
157
Volatilität
157
Welt
119
World
119
ARCH model
85
Erdöl
83
Petroleum
83
Commodity price
78
Rohstoffpreis
78
Oil market
61
Ölmarkt
61
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57
Forecasting model
57
Prognoseverfahren
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Commodity exchange
47
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Theorie
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Derivat
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Derivative
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Commodity market
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USA
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United States
30
Forecast
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Prognose
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Zeitreihenanalyse
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273
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Ma, Feng
11
Uddin, Mohammed Gazi Salah
7
Hammoudeh, Shawkat
6
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
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
Research in international business and finance
29
The handbook of commodity investing
29
Applied financial economics
27
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
23
Journal of international money and finance
20
The North American journal of economics and finance : a journal of financial economics studies
19
Journal of agricultural and applied economics
18
The journal of alternative investments
17
Journal of empirical finance
16
Agricultural economics : the journal of the International Association of Agricultural Economists
15
Agricultural finance review
15
Quantitative finance
15
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
13
European review of agricultural economics : ERAE
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
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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
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Pacific-Basin finance journal
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Applied economic perspectives and policy
11
Journal of forecasting
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Journal of the Royal Statistical Society
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OPEC energy review
11
The IUP journal of financial risk management : IJFRM
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Theoretical economics letters
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ECONIS (ZBW)
273
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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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