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subject:"ARCH-Modell"
~isPartOf:"International review of financial analysis"
~subject:"Schock"
~subject:"Volatility"
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ARCH-Modell
Schock
Volatility
Commodity derivative
62
Rohstoffderivat
62
Volatilität
33
Welt
21
World
21
Commodity exchange
18
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18
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Speculation
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36
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Bouri, Elie
2
DeBoyrie, Maria Eugenia
2
Han, Liyan
2
Lu, Xinjie
2
Ma, Feng
2
Miffre, Joëlle
2
Nguyen, Duc Khuong
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Pavlova, Ivelina
2
Wang, Shixuan
2
Alexiou, Constantinos
1
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1
Andreasson, Pierre
1
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Chen, Rongda
1
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1
Cui, Tianxiang
1
Das, Debojyoti
1
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International review of financial analysis
Energy economics
172
The journal of futures markets
58
Economic modelling
39
Finance research letters
34
International review of economics & finance : IREF
32
Applied economics
30
IMF working papers
30
American journal of agricultural economics
27
Working paper
27
The energy journal
23
International Journal of Energy Economics and Policy : IJEEP
22
Journal of international money and finance
20
Applied economics letters
18
CAMA working paper series
16
NBER Working Paper
16
NBER working paper series
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Working paper / National Bureau of Economic Research, Inc.
16
Journal of commodity markets
15
Discussion paper / Centre for Economic Policy Research
14
Journal of banking & finance
14
Econometric Institute research papers
13
The North American journal of economics and finance : a journal of financial economics studies
13
OxCarre research paper / Oxford Centre for the Analysis of Resource Rich Economies, Department of Economics, University of Oxford
12
Research in international business and finance
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IMF Working Paper
11
Policy research working paper : WPS
11
Applied financial economics
10
CAMA Working Paper
10
IMF working paper
10
Journal of international financial markets, institutions & money
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
Quantitative finance
9
CESifo working papers
8
International journal of finance & economics : IJFE
8
Journal of empirical finance
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The empirical economics letters : a monthly international journal of economics
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Cogent economics & finance
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Documentos de trabajo Banco Central de Chile
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Journal of applied econometrics
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1
Impact of speculation and economic uncertainty on commodity markets
Andreasson, Pierre
;
Bekiros, Stelios
;
Nguyen, Duc Khuong
; …
- In:
International review of financial analysis
43
(
2016
),
pp. 115-127
Persistent link: https://www.econbiz.de/10011623721
Saved in:
2
Do long-short speculators destabilize commodity futures markets?
Miffre, Joëlle
;
Brooks, Chris
- In:
International review of financial analysis
30
(
2013
),
pp. 230-240
Persistent link: https://www.econbiz.de/10010460310
Saved in:
3
Exploring the transmission mechanism of speculative and inventory arbitrage activity to commodity price volatility : novel evidence for the US economy
Yao, Wei
;
Alexiou, Constantinos
- In:
International review of financial analysis
80
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013366201
Saved in:
4
Is idiosyncratic volatility priced in commodity futures markets?
Fernandez-Perez, Adrian
;
Fuertes, Ana María
;
Miffre, …
- In:
International review of financial analysis
46
(
2016
),
pp. 219-226
Persistent link: https://www.econbiz.de/10011581812
Saved in:
5
An analysis of time-varying commodity market price discovery
Narayan, Paresh Kumar
;
Sharma, Susan Sunila
- In:
International review of financial analysis
57
(
2018
),
pp. 122-133
Persistent link: https://www.econbiz.de/10012006333
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
Volatility transmission from commodity markets to sovereign CDS spreads in emerging and frontier countries
Bouri, Elie
;
DeBoyrie, Maria Eugenia
;
Pavlova, Ivelina
- In:
International review of financial analysis
49
(
2017
),
pp. 155-165
Persistent link: https://www.econbiz.de/10011741285
Saved in:
8
Dynamic spillover effects across petroleum spot and futures volatilities, trading volume and open interest
Magkonis, Georgios
;
Tsouknidis, Dimitris A.
- In:
International review of financial analysis
52
(
2017
),
pp. 104-118
Persistent link: https://www.econbiz.de/10011868715
Saved in:
9
Pricing commodity futures options in the Schwartz multi factor model with stochastic volatility : an asymptotic method
Chen, Jilong
;
Ewald, Christian-Oliver
- In:
International review of financial analysis
52
(
2017
),
pp. 144-151
Persistent link: https://www.econbiz.de/10011868721
Saved in:
10
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
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