//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"ARCH-Modell"
~isPartOf:"Energy economics"
~subject:"Derivative"
~subject:"Schätzung"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Remodeling the Working-Kaldor...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
ARCH-Modell
Derivative
Schätzung
Commodity derivative
270
Rohstoffderivat
270
Oil price
168
Ölpreis
168
Volatility
157
Volatilität
157
Welt
120
World
120
ARCH model
85
Erdöl
83
Petroleum
83
Commodity price
79
Rohstoffpreis
79
Oil market
62
Ölmarkt
62
Estimation
57
Forecasting model
57
Prognoseverfahren
57
Commodity exchange
47
Warenbörse
47
Theorie
46
Theory
46
Derivat
42
Commodity market
39
Spillover effect
39
Spillover-Effekt
39
Rohstoffmarkt
38
Crude oil
33
USA
31
United States
30
Forecast
29
Prognose
29
Time series analysis
29
Zeitreihenanalyse
29
Energiemarkt
28
Energy market
28
Hedging
28
more ...
less ...
Online availability
All
Undetermined
112
Type of publication
All
Article
154
Type of publication (narrower categories)
All
Article in journal
154
Aufsatz in Zeitschrift
154
Language
All
English
154
Author
All
Ma, Feng
11
Hammoudeh, Shawkat
5
Lee, Chien-chiang
4
Wei, Yu
4
Chang, Chia-Lin
3
Chang, Chun Ping
3
Chevallier, Julien
3
Gong, Xu
3
McAleer, Michael
3
Nguyen, Duc Khuong
3
Wang, Yudong
3
Zhang, Yaojie
3
Alizadeh-Masoodian, Amir H.
2
Benth, Fred Espen
2
Das, Debojyoti
2
Demirer, Rıza
2
Dutta, Anupam
2
Fonseca, José da
2
Hasanov, Akram Shavkatovich
2
Huang, Dengshi
2
Ji, Qiang
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
Prokopczuk, Marcel
2
Ramchander, Sanjay
2
Roengchai Tansuchat
2
Sadorsky, Perry A.
2
Sun, Chuanwang
2
Tamvakis, Michael
2
Todorova, Neda
2
Torró, Hipòlit
2
more ...
less ...
Published in...
All
Energy economics
The journal of futures markets
57
Economic modelling
37
International review of financial analysis
31
Applied economics
29
Finance research letters
29
International review of economics & finance : IREF
29
Journal of commodity markets
25
Journal of banking & finance
24
Applied economics letters
22
International Journal of Energy Economics and Policy : IJEEP
20
Working paper
20
Journal of international money and finance
19
The energy journal
19
Research in international business and finance
18
American journal of agricultural economics
17
The North American journal of economics and finance : a journal of financial economics studies
15
Working paper / National Bureau of Economic Research, Inc.
13
Applied financial economics
11
Econometric Institute research papers
11
Journal of empirical finance
11
NBER working paper series
10
CESifo working papers
9
International journal of forecasting
9
Journal of urban economics
9
Cogent economics & finance
8
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
8
Journal of applied econometrics
8
Journal of international financial markets, institutions & money
8
Journal of risk and financial management : JRFM
8
NBER Working Paper
8
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
8
The European journal of finance
8
Discussion paper / Centre for Economic Policy Research
7
International journal of finance & economics : IJFE
7
Journal of forecasting
7
Pacific-Basin finance journal
7
The empirical economics letters : a monthly international journal of economics
7
Applied economic perspectives and policy
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
more ...
less ...
Source
All
ECONIS (ZBW)
154
Showing
1
-
10
of
154
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
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
Distributional predictability between commodity spot and futures : evidence from nonparametric causality-in-quantiles tests
Jena, Sangram Keshari
;
Tiwari, Aviral Kumar
;
Hammoudeh, …
- In:
Energy economics
78
(
2019
),
pp. 615-628
Persistent link: https://www.econbiz.de/10012160046
Saved in:
5
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:
6
A multifactor stochastic volatility model of commodity prices
Cortazar, Gonzalo
;
Lopez, Matias
;
Naranjo, Lorenzo
- In:
Energy economics
67
(
2017
),
pp. 182-201
Persistent link: https://www.econbiz.de/10011897898
Saved in:
7
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:
8
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:
9
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:
10
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:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->