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subject:"ARCH-Modell"
~isPartOf:"European review of agricultural economics : ERAE"
~isPartOf:"The energy journal"
~subject:"Petroleum"
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ARCH-Modell
Petroleum
Commodity derivative
58
Rohstoffderivat
58
Oil price
30
Ölpreis
30
Volatility
23
Volatilität
23
Welt
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Buyuksahin, Bahattin
2
Manera, Matteo
2
Nicolini, Marcella
2
Robe, Michel A.
2
Behmiri, Niaz Bashiri
1
Blomkvist, Magnus
1
Brunetti, Celso
1
Bunn, Derek W.
1
Byun, Sung Je
1
Chen, Sheng-Hung
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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1
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1
Hernandez, Manuel A.
1
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1
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Jumah, Adusei
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Kunst, Robert M.
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Song Zan Chiou Wei
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European review of agricultural economics : ERAE
The energy journal
Energy economics
140
The journal of futures markets
30
Economic modelling
23
Finance research letters
23
International Journal of Energy Economics and Policy : IJEEP
19
Applied economics
18
International review of financial analysis
17
International review of economics & finance : IREF
16
Working paper
14
Econometric Institute research papers
10
Journal of banking & finance
9
The North American journal of economics and finance : a journal of financial economics studies
9
Applied economics letters
8
Applied financial economics
8
Journal of commodity markets
8
Research in international business and finance
8
Journal of international financial markets, institutions & money
7
The review of financial studies
7
Journal of forecasting
6
The empirical economics letters : a monthly international journal of economics
6
American journal of agricultural economics
5
International journal of forecasting
5
OPEC energy review
5
Review of quantitative finance and accounting
5
The European journal of finance
5
Finance India : the quarterly journal of Indian Institute of Finance
4
Financial modeling and risk management of energy and environmental instruments and derivates
4
International journal of finance & economics : IJFE
4
Journal of empirical finance
4
Journal of international money and finance
4
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
4
Economies : open access journal
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
FEEM Working Paper
3
Financial innovation : FIN
3
IES working paper
3
International journal of bonds and derivatives
3
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
3
Journal of energy finance & development
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ECONIS (ZBW)
22
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1
Speculation in commodity futures markets, inventories and the price of crude oil
Byun, Sung Je
- In:
The energy journal
38
(
2017
)
5
,
pp. 93-113
Persistent link: https://www.econbiz.de/10011791800
Saved in:
2
The dynamics of commodity spot and futures markets : a primer
Pindyck, Robert S.
- In:
The energy journal
22
(
2001
)
3
,
pp. 1-29
Persistent link: https://www.econbiz.de/10001594337
Saved in:
3
Measuring index investment in commodity futures markets
Sanders, Dwight R.
;
Irwin, Scott H.
- In:
The energy journal
34
(
2013
)
3
,
pp. 105-127
Persistent link: https://www.econbiz.de/10009771880
Saved in:
4
Understanding dynamic conditional correlations between oil, natural gas and non-energy commodity futures markets
Behmiri, Niaz Bashiri
;
Manera, Matteo
;
Nicolini, Marcella
- In:
The energy journal
40
(
2019
)
2
,
pp. 55-76
Persistent link: https://www.econbiz.de/10012037403
Saved in:
5
Informed trading in the WTI oil futures market
Rousse, Olivier
;
Sévi, Benoît
- In:
The energy journal
40
(
2019
)
2
,
pp. 139-159
Persistent link: https://www.econbiz.de/10012037434
Saved in:
6
Energy and agricultural commodity markets interaction : an analysis of crude oil, natural gas, corn, soybean, and ethanol prices
Song Zan Chiou Wei
;
Chen, Sheng-Hung
;
Zhu, Zhen
- In:
The energy journal
40
(
2019
)
2
,
pp. 265-296
Persistent link: https://www.econbiz.de/10012037451
Saved in:
7
Fundamental and financial influences on the co-movement of oil and gas prices
Bunn, Derek W.
;
Chevallier, Julien
;
LePen, Yannick
; …
- In:
The energy journal
38
(
2017
)
2
,
pp. 201-228
Persistent link: https://www.econbiz.de/10011661711
Saved in:
8
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:
9
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:
10
Volatility dynamics and seasonality in energy prices : implications for crack-spread price risk
Suenaga, Hiroaki
;
Smith, Aaron D.
- In:
The energy journal
32
(
2011
)
3
,
pp. 27-58
Persistent link: https://www.econbiz.de/10009309725
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