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subject:"ARCH-Modell"
~isPartOf:"International journal of bonds and derivatives"
~isPartOf:"The energy journal"
~subject:"ARCH model"
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ARCH-Modell
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Commodity derivative
49
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Gurmeet Singh
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International journal of bonds and derivatives
The energy journal
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85
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17
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15
Finance research letters
14
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11
Econometric Institute research papers
10
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1
Futures contract implementation and the impact on commodity spot price volatility : evidence from Latin America
Zavaleta-Vázquez, Osmar H.
;
Arenas, Laura
- In:
International journal of bonds and derivatives
2
(
2016
)
3
,
pp. 249-266
Persistent link: https://www.econbiz.de/10011742334
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2
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:
3
Measuring volatility in the Indian commodity futures
Kirithiga, S.
;
Naresh, G.
;
Thiyagarajan, S.
- In:
International journal of bonds and derivatives
3
(
2017
)
3
,
pp. 253-274
Persistent link: https://www.econbiz.de/10011875999
Saved in:
4
Financial speculation in energy and agriculture futures markets : a multivariate GARCH approach
Manera, Matteo
;
Nicolini, Marcella
;
Vignatti, Ilaria
- In:
The energy journal
34
(
2013
)
3
,
pp. 55-81
Persistent link: https://www.econbiz.de/10009771887
Saved in:
5
Jump processes in the market for crude oil
Wilmot, Neil A.
;
Mason, Charles F.
- In:
The energy journal
34
(
2013
)
1
,
pp. 33-48
Persistent link: https://www.econbiz.de/10009714590
Saved in:
6
Analysis of lead-lag relationship and volatility spillover : evidence from Indian agriculture commodity markets
Shaik, Muneer
;
Lanka, Abhiram Kartik
;
Gurmeet Singh
- In:
International journal of bonds and derivatives
4
(
2021
)
3
,
pp. 258-279
Persistent link: https://www.econbiz.de/10012612673
Saved in:
7
Navigating the oil bubble : a non-linear heterogeneous-agent dynamic model of futures oil pricing
Cifarelli, Giulio
;
Paesani, Paolo
- In:
The energy journal
42
(
2021
)
5
,
pp. 101-122
Persistent link: https://www.econbiz.de/10013170656
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8
Volatility forecasting of crude oil market : which structural change based GARCH models have better performance?
Zhang, Yue-jun
;
Zhang, Han
- In:
The energy journal
44
(
2023
)
1
,
pp. 175-193
Persistent link: https://www.econbiz.de/10013542058
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