//--> //--> //--> //-->
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:"International journal of forecasting"
~isPartOf:"Quantitative finance"
~subject:"Volatilität"
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
Volatilität
Commodity derivative
25
Rohstoffderivat
25
Forecasting model
14
Prognoseverfahren
14
Volatility
14
Commodity exchange
9
Warenbörse
9
Forecast
8
Welt
8
World
8
Estimation
7
Prognose
7
Schätzung
7
Derivat
6
Derivative
6
Oil price
6
Theorie
6
Theory
6
Ölpreis
6
Commodity price
5
Erdöl
5
Petroleum
5
Rohstoffpreis
5
ARCH model
4
Commodity futures
4
Commodity market
4
Rohstoffmarkt
4
Capital income
3
China
3
Forecasting
3
Kapitaleinkommen
3
Oil market
3
Option pricing theory
3
Optionspreistheorie
3
Portfolio selection
3
Portfolio-Management
3
Spillover effect
3
Spillover-Effekt
3
more ...
less ...
Online availability
All
Undetermined
12
Free
2
Type of publication
All
Article
14
Type of publication (narrower categories)
All
Article in journal
14
Aufsatz in Zeitschrift
14
Conference paper
1
Konferenzbeitrag
1
Language
All
English
14
Author
All
Liang, Chao
2
Ahmed, Shamim
1
Asai, Manabu
1
Bouchouev, Ilia
1
Bunn, Derek W.
1
Cai, Haidong
1
Chen, Langnan
1
Ding, Shusheng
1
Gupta, Rangan
1
He, Mengxi
1
Hilliard, Jimmy E.
1
Horváth, Lajos
1
Hou, Chenghan
1
Ji, Qiang
1
Jiang, Ying
1
Johnson, Brett
1
Klein, Tony
1
Li, Haibo
1
Li, Shu-Hui
1
Liu, W.-H.
1
Liu, Xiaoquan
1
Liu, Zhenya
1
Luo, Jiawen
1
Ma, Feng
1
Manzano-Herrero, Alberto Pedro
1
Matsumoto, Takuji
1
McAleer, Michael
1
Nastasi, Emanuele
1
Ngo, Julie T. D.
1
Pallavicini, Andrea
1
Rice, Gregory
1
Tian, Fengping
1
Vázquez, Carlos
1
Wang, Shixuan
1
Wang, Yudong
1
Yamada, Yuji
1
Yang, Ke
1
Zeng, Qing
1
Zhang, Yaojie
1
Zhang, Yongmin
1
more ...
less ...
Published in...
All
International journal of forecasting
Quantitative finance
Energy economics
167
The journal of futures markets
56
International review of financial analysis
36
Economic modelling
35
Finance research letters
33
International review of economics & finance : IREF
30
Applied economics
27
Working paper
24
American journal of agricultural economics
23
International Journal of Energy Economics and Policy : IJEEP
21
The energy journal
21
Applied economics letters
17
Journal of banking & finance
14
Journal of commodity markets
14
Journal of international money and finance
14
Econometric Institute research papers
13
IMF working papers
12
Research in international business and finance
12
The North American journal of economics and finance : a journal of financial economics studies
12
Discussion paper / Centre for Economic Policy Research
11
Journal of international financial markets, institutions & money
10
CAMA working paper series
9
NBER Working Paper
9
NBER working paper series
9
Working paper / National Bureau of Economic Research, Inc.
9
Applied financial economics
8
Journal of empirical finance
8
Policy research working paper : WPS
8
CESifo working papers
7
Cogent economics & finance
7
International journal of finance & economics : IJFE
7
Journal of applied econometrics
7
Journal of forecasting
7
OxCarre research paper / Oxford Centre for the Analysis of Resource Rich Economies, Department of Economics, University of Oxford
7
Pacific-Basin finance journal
7
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
7
The European journal of finance
7
The empirical economics letters : a monthly international journal of economics
7
Agricultural finance review
6
more ...
less ...
Source
All
ECONIS (ZBW)
14
Showing
1
-
10
of
14
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Return and volatility co-movement in commodity futures markets : the effects of liquidity risk
Zhang, Yongmin
;
Ding, Shusheng
- In:
Quantitative finance
18
(
2018
)
9
,
pp. 1471-1486
Persistent link: https://www.econbiz.de/10011913167
Saved in:
2
Pricing commodity index options
Manzano-Herrero, Alberto Pedro
;
Nastasi, Emanuele
; …
- In:
Quantitative finance
23
(
2023
)
2
,
pp. 297-308
Persistent link: https://www.econbiz.de/10014232638
Saved in:
3
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:
4
Revisiting the Samuelson hypothesis on energy futures
Liu, W.-H.
- In:
Quantitative finance
21
(
2021
)
12
,
pp. 2089-2101
Persistent link: https://www.econbiz.de/10012696819
Saved in:
5
A functional time series analysis of forward curves derived from commodity futures
Horváth, Lajos
;
Liu, Zhenya
;
Rice, Gregory
;
Wang, Shixuan
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 646-665
Persistent link: https://www.econbiz.de/10012415316
Saved in:
6
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:
7
Jumps and oil futures volatility forecasting : a new insight
Ma, Feng
;
Liang, Chao
;
Zeng, Qing
;
Li, Haibo
- In:
Quantitative finance
21
(
2021
)
5
,
pp. 853-863
Persistent link: https://www.econbiz.de/10012500197
Saved in:
8
The impact of US macroeconomic news announcements on Chinese commodity futures
Cai, Haidong
;
Ahmed, Shamim
;
Jiang, Ying
;
Liu, Xiaoquan
- In:
Quantitative finance
20
(
2020
)
12
,
pp. 1927-1966
Persistent link: https://www.econbiz.de/10012313529
Saved in:
9
The impact of investor sentiment on crude oil market risks : evidence from the wavelet approach
Zhang, Yue-jun
;
Li, Shu-Hui
- In:
Quantitative finance
19
(
2019
)
8
,
pp. 1357-1371
Persistent link: https://www.econbiz.de/10012194792
Saved in:
10
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:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->