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subject:"ARCH-Modell"
~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of international money and finance"
~subject:"Business cycle"
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ARCH-Modell
Business cycle
Commodity price
40
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Aizenman, Joshua
1
Alberola, Enrique
1
Asai, Manabu
1
Chen, Langnan
1
Degiannakis, Stavros
1
Filis, George
1
Gargano, Antonio
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Timmermann, Allan
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International journal of forecasting
Journal of international money and finance
Energy economics
90
Economic modelling
19
The journal of futures markets
16
Finance research letters
15
Applied economics
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Econometric Institute research papers
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International Journal of Energy Economics and Policy : IJEEP
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International review of financial analysis
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The North American journal of economics and finance : a journal of financial economics studies
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American journal of agricultural economics
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NBER Working Paper
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NBER working paper series
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The energy journal
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Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
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International journal of finance & economics : IJFE
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Journal of forecasting
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Review of quantitative finance and accounting
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Documentos de trabajo Banco Central de Chile
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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1
The commodity cycle : macroeconomic and financial stability implications : an introduction
Alberola, Enrique
;
Aizenman, Joshua
;
Moreno, Ramon
; …
- In:
Journal of international money and finance
96
(
2019
),
pp. 259-262
Persistent link: https://www.econbiz.de/10012139810
Saved in:
2
Forecasting commodity price indexes using macroeconomic and financial predictors
Gargano, Antonio
;
Timmermann, Allan
- In:
International journal of forecasting
30
(
2014
)
3
,
pp. 825-843
Persistent link: https://www.econbiz.de/10010516048
Saved in:
3
Commodity price shocks and the business cycle : structural evidence for the U.S.
Gubler, Matthias
;
Hertweck, Matthias S.
- In:
Journal of international money and finance
37
(
2013
),
pp. 324-352
Persistent link: https://www.econbiz.de/10010209059
Saved in:
4
Piecewise linear trends and cycles in primary commodity prices
Winkelried, Diego
- In:
Journal of international money and finance
64
(
2016
),
pp. 196-213
Persistent link: https://www.econbiz.de/10011668389
Saved in:
5
Realized volatility forecasting of agricultural commodity futures using the HAR model with time-varying sparsity
Tian, Fengping
;
Yang, Ke
;
Chen, Langnan
- In:
International journal of forecasting
33
(
2017
)
1
,
pp. 132-152
Persistent link: https://www.econbiz.de/10011754691
Saved in:
6
Forecasting oil price realized volatility using information channels from other asset classes
Degiannakis, Stavros
;
Filis, George
- In:
Journal of international money and finance
76
(
2017
),
pp. 28-49
Persistent link: https://www.econbiz.de/10011788055
Saved in:
7
Forecasting volatility and co-volatility of crude oil and gold futures : effects of leverage, jumps, spillovers, and geopolitical risks
Asai, Manabu
;
Gupta, Rangan
;
McAleer, Michael
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 933-948
Persistent link: https://www.econbiz.de/10012497080
Saved in:
8
Global economic policy uncertainty aligned : an informative predictor for crude oil market volatility
Zhang, Yaojie
;
He, Mengxi
;
Wang, Yudong
;
Liang, Chao
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1318-1332
Persistent link: https://www.econbiz.de/10014465282
Saved in:
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