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subject:"ARCH-Modell"
~isPartOf:"European review of agricultural economics : ERAE"
~isPartOf:"Finance research letters"
~subject:"USA"
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ARCH-Modell
USA
Commodity derivative
74
Rohstoffderivat
74
Volatility
31
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31
Oil price
26
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Alshammari, Saad
1
Bourgeon, Jean-Marc
1
Chen, Xiao-mei
1
De Gorter, Harry
1
Feng, Yun
1
Hernandez, Manuel A.
1
Huang, Dengshi
1
Huang, Lixin
1
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1
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1
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1
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1
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European review of agricultural economics : ERAE
Finance research letters
The journal of futures markets
111
Energy economics
108
Working paper / National Bureau of Economic Research, Inc.
35
American journal of agricultural economics
30
Economic modelling
20
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
20
Working paper
17
Applied economics
16
International review of economics & finance : IREF
16
Journal of agricultural and applied economics
16
The energy journal
15
Econometric Institute research papers
13
International Journal of Energy Economics and Policy : IJEEP
13
International review of financial analysis
13
Applied financial economics
12
Ethnic Chicago
12
The review of financial studies
12
NBER working paper series
10
Applied economics letters
9
Journal of commodity markets
9
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
9
Journal of international money and finance
8
The North American journal of economics and finance : a journal of financial economics studies
8
Agricultural economics : the journal of the International Association of Agricultural Economists
7
Journal of banking & finance
7
Research in international business and finance
7
The journal of alternative investments
7
Agricultural finance review
6
CESifo working papers
6
Journal of international financial markets, institutions & money
6
Agricultural and resource economics review : ARER
5
Canadian journal of agricultural economics : CJAE
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
Finance and economics discussion series
5
Journal of urban economics
5
Review of quantitative finance and accounting
5
The empirical economics letters : a monthly international journal of economics
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The journal of finance : the journal of the American Finance Association
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1
Marginal speculation and hedging in commodity markets
Ulusoy, Veysel
;
Onbirler, Özgür Ünal
- In:
Finance research letters
23
(
2017
),
pp. 269-282
Persistent link: https://www.econbiz.de/10011808416
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2
Cost-benefit tests for GHS emissions from biofuel production
De Gorter, Harry
;
Tsur, Yaʿaḳov
- In:
European review of agricultural economics : ERAE
37
(
2010
)
2
,
pp. 133-145
Persistent link: https://www.econbiz.de/10003983723
Saved in:
3
Killing two birds with one stone : US and EU biofuel programmes
Bourgeon, Jean-Marc
;
Tréguer, David
- In:
European review of agricultural economics : ERAE
37
(
2010
)
3
,
pp. 369-394
Persistent link: https://www.econbiz.de/10008665432
Saved in:
4
Testing for asymmetric causality between U.S. equity returns and commodity futures returns
Nguyen, Duc Khuong
;
Sousa, Ricardo M.
;
Uddin, Mohammed …
- In:
Finance research letters
12
(
2015
),
pp. 38-47
Persistent link: https://www.econbiz.de/10011552233
Saved in:
5
Predicting volatility of the Shanghai silver futures market : what is the role of the U.S. options market?
Luo, Xingguo
;
Ye, Zinan
- In:
Finance research letters
15
(
2015
),
pp. 68-77
Persistent link: https://www.econbiz.de/10011552969
Saved in:
6
How far do shocks move across borders? : Examining volatility transmission in major agricultural futures markets
Hernandez, Manuel A.
;
Ibarra, Raul
;
Trupkin, Danilo R.
- In:
European review of agricultural economics : ERAE
41
(
2014
)
2
,
pp. 301-325
Persistent link: https://www.econbiz.de/10010426621
Saved in:
7
The effects of dollar/sterling exchange rate volatility on futures markets for coffee and cocoa
Jumah, Adusei
;
Kunst, Robert M.
- In:
European review of agricultural economics : ERAE
28
(
2001
)
3
,
pp. 307-328
Persistent link: https://www.econbiz.de/10001613439
Saved in:
8
The impact of US commodity programmes on hedging in the presence of crop insurance
Wang, H. Holly
;
Makus, Larry D.
;
Chen, Xiao-mei
- In:
European review of agricultural economics : ERAE
31
(
2004
)
3
,
pp. 331-352
Persistent link: https://www.econbiz.de/10002532584
Saved in:
9
Modeling dynamic conditional correlations in WTI oil forward and futures returns
Lanza, Alessandro
;
Manera, Matteo
;
McAleer, Michael
- In:
Finance research letters
3
(
2006
)
2
,
pp. 114-132
Persistent link: https://www.econbiz.de/10003333927
Saved in:
10
Multiscale correlation analysis of Sino-US corn futures markets and the impact of international crude oil price : a new perspective from the multifractal method
Feng, Yun
;
Yang, Jie
;
Huang, Qian
- In:
Finance research letters
53
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014472534
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