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subject:"ARCH-Modell"
~isPartOf:"International review of financial analysis"
~isPartOf:"Journal of empirical finance"
~subject:"Kapitaleinkommen"
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ARCH-Modell
Kapitaleinkommen
Commodity derivative
77
Rohstoffderivat
77
Volatility
40
Volatilität
40
Commodity exchange
22
Warenbörse
22
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21
World
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Ma, Feng
3
Wang, Shixuan
3
Brooks, Robert
2
Liu, Zhenya
2
Lu, Shanglin
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Ali, Faek Menla
1
Cao, Yang
1
Choudhry, Taufiq
1
Clare, Andrew D.
1
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1
Demirer, Rıza
1
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1
Do, Hung Xuan
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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
Green, Christopher J.
1
Hao, Jianyang
1
Jarrow, Robert A.
1
Karanasos, Menelaos
1
Konstantatos, Christoforos
1
Kwok, Simon Sai Man
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Lau, Chi Keung
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International review of financial analysis
Journal of empirical finance
Energy economics
97
The journal of futures markets
28
Economic modelling
23
Finance research letters
20
Journal of banking & finance
14
Journal of commodity markets
14
Applied economics
13
Working paper
12
Econometric Institute research papers
11
International Journal of Energy Economics and Policy : IJEEP
11
International review of economics & finance : IREF
10
Research in international business and finance
9
The North American journal of economics and finance : a journal of financial economics studies
9
Applied economics letters
7
Journal of international financial markets, institutions & money
7
Journal of forecasting
6
The empirical economics letters : a monthly international journal of economics
6
The energy journal
6
The handbook of commodity investing
6
American journal of agricultural economics
5
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
5
NBER working paper series
5
The European journal of finance
5
Applied financial economics
4
International journal of forecasting
4
Journal of international money and finance
4
Review of quantitative finance and accounting
4
Working paper / National Bureau of Economic Research, Inc.
4
CESifo working papers
3
Cogent economics & finance
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
3
FEEM Working Paper
3
International journal of bonds and derivatives
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International journal of finance & economics : IJFE
3
NBER Working Paper
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Pacific-Basin finance journal
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The journal of applied business research
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1
Time-variations in commodity price jumps
Diewald, Laszlo
;
Prokopczuk, Marcel
;
Wese Simen, Chardin
- In:
Journal of empirical finance
31
(
2015
),
pp. 72-84
Persistent link: https://www.econbiz.de/10011489343
Saved in:
2
Commodity price volatility under regulatory changes and disaster
Marvasti, Akbar
;
Lamberte, Antonio
- In:
Journal of empirical finance
38
(
2016
),
pp. 355-361
Persistent link: https://www.econbiz.de/10011664764
Saved in:
3
Smooth volatility shifts and spillovers in U.S. crude oil and corn futures markets
Teterin, Pavel
;
Brooks, Robert
;
Enders, Walter
- In:
Journal of empirical finance
38
(
2016
),
pp. 22-36
Persistent link: https://www.econbiz.de/10011663220
Saved in:
4
Trend following, risk parity and momentum in commodity futures
Clare, Andrew D.
;
Seaton, James
;
Smith, Peter N.
; …
- In:
International review of financial analysis
31
(
2014
),
pp. 1-12
Persistent link: https://www.econbiz.de/10010461541
Saved in:
5
Harnessing jump component for crude oil volatility forecasting in the presence of extreme shocks
Ma, Feng
;
Liao, Yin
;
Zhang, Yaojie
;
Cao, Yang
- In:
Journal of empirical finance
52
(
2019
),
pp. 40-55
Persistent link: https://www.econbiz.de/10012170621
Saved in:
6
Modelling time varying volatility spillovers and conditional correlations across commodity metal futures
Karanasos, Menelaos
;
Ali, Faek Menla
;
Margaronis, Zannis
; …
- In:
International review of financial analysis
57
(
2018
),
pp. 246-256
Persistent link: https://www.econbiz.de/10012006357
Saved in:
7
Predictability and diversification benefits of investing in commodity and currency futures
Cotter, John
;
Eyiah-Donkor, Emmanuel
;
Potì, Valerio
- In:
International review of financial analysis
50
(
2017
),
pp. 52-66
Persistent link: https://www.econbiz.de/10011820656
Saved in:
8
Return spillovers between white precious metal ETFs : the role of oil, gold, and global equity
Lau, Chi Keung
;
Vigne, Samuel A.
;
Wang, Shixuan
; …
- In:
International review of financial analysis
52
(
2017
),
pp. 316-332
Persistent link: https://www.econbiz.de/10011868764
Saved in:
9
Testing for constant hedge ratios in commodity markets : a multivariate GARCH approach
Moschini, Giancarlo
;
Myers, Robert J.
- In:
Journal of empirical finance
9
(
2002
)
5
,
pp. 589-603
Persistent link: https://www.econbiz.de/10001712026
Saved in:
10
Short-run deviations and time-varying hedge ratios : evidence from agricultural futures markets
Choudhry, Taufiq
- In:
International review of financial analysis
18
(
2009
)
1/2
,
pp. 58-65
Persistent link: https://www.econbiz.de/10003850310
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