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subject:"ARCH-Modell"
~isPartOf:"Journal of banking & finance"
~subject:"Hedging"
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ARCH-Modell
Hedging
Commodity derivative
53
Rohstoffderivat
53
Commodity exchange
18
Warenbörse
18
Commodity price
17
Rohstoffpreis
17
Welt
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Yield curve
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Zinsstruktur
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Commodity futures
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Erdöl
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Forecasting model
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Fernandez-Perez, Adrian
2
Miffre, Joëlle
2
Alizadeh-Masoodian, Amir H.
1
Basu, Devraj
1
Dark, Jonathan
1
Daskalaki, Charoula
1
Dempster, Michael A. H.
1
Ederington, Louis H.
1
Frijns, Bart
1
Fuertes, Ana María
1
Hilliard, Jimmy E.
1
Hilliard, Jitka
1
Indriawan, Ivan
1
Kostakis, Alexandros
1
Li, Yang
1
Lien, Da-hsiang Donald
1
Marshall, Ben R.
1
Medova, Elena
1
Nguyen, Nhut H.
1
Nomikos, Nikos K.
1
Pouliasis, Panos K.
1
Prokopczuk, Marcel
1
Roncoroni, Andrea
1
Ronn, Ehud I.
1
Salas, Jesus M.
1
Skiadopoulos, George
1
Tang, Ke
1
Tse, Yiuman
1
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1
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Journal of banking & finance
Energy economics
110
The journal of futures markets
43
Finance research letters
26
International review of financial analysis
26
International review of economics & finance : IREF
23
Economic modelling
20
Applied economics
18
International Journal of Energy Economics and Policy : IJEEP
15
Working paper
15
Journal of commodity markets
12
Research in international business and finance
12
Econometric Institute research papers
10
The energy journal
9
Applied economics letters
8
Journal of international financial markets, institutions & money
8
The North American journal of economics and finance : a journal of financial economics studies
8
American journal of agricultural economics
7
European review of agricultural economics : ERAE
7
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
7
Applied financial economics
6
International journal of finance & economics : IJFE
6
Finance India : the quarterly journal of Indian Institute of Finance
5
IIMB management review
5
Journal of international money and finance
5
Review of quantitative finance and accounting
5
The European journal of finance
5
The review of financial studies
5
Global finance journal
4
IMF working paper
4
IMF working papers
4
International journal of forecasting
4
Journal of agricultural and applied economics
4
Journal of empirical finance
4
Journal of forecasting
4
Pacific-Basin finance journal
4
Paradigm : the journal of Institute of Management Technology
4
The empirical economics letters : a monthly international journal of economics
4
Agricultural economics : the journal of the International Association of Agricultural Economists
3
Borsa Istanbul Review
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ECONIS (ZBW)
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1
The skewness of commodity futures returns
Fernandez-Perez, Adrian
;
Frijns, Bart
;
Fuertes, Ana María
- In:
Journal of banking & finance
86
(
2018
),
pp. 127-142
Persistent link: https://www.econbiz.de/10011962440
Saved in:
2
Asymmetric effect of basis on dynamic futures hedging : empirical evidence from commodity markets
Lien, Da-hsiang Donald
;
Li, Yang
- In:
Journal of banking & finance
32
(
2008
)
2
,
pp. 187-198
Persistent link: https://www.econbiz.de/10003647092
Saved in:
3
A Markov regime switching approach for hedging energy commodities
Alizadeh-Masoodian, Amir H.
;
Nomikos, Nikos K.
; …
- In:
Journal of banking & finance
32
(
2008
)
9
,
pp. 1970-1983
Persistent link: https://www.econbiz.de/10003775048
Saved in:
4
Long term spread option valuation and hedging
Dempster, Michael A. H.
;
Medova, Elena
;
Tang, Ke
- In:
Journal of banking & finance
32
(
2008
)
12
,
pp. 2530-2540
Persistent link: https://www.econbiz.de/10003795773
Saved in:
5
Minimum variance hedging when spot price changes are partially predictable
Ederington, Louis H.
;
Salas, Jesus M.
- In:
Journal of banking & finance
32
(
2008
)
5
,
pp. 654-663
Persistent link: https://www.econbiz.de/10003702618
Saved in:
6
Capturing the risk premium of commodity futures : the role of hedging pressure
Basu, Devraj
;
Miffre, Joëlle
- In:
Journal of banking & finance
37
(
2013
)
7
,
pp. 2652-2664
Persistent link: https://www.econbiz.de/10009760567
Saved in:
7
Are there common factors in individual commodity futures returns?
Daskalaki, Charoula
;
Kostakis, Alexandros
; …
- In:
Journal of banking & finance
40
(
2014
),
pp. 346-363
Persistent link: https://www.econbiz.de/10010402662
Saved in:
8
Will tighter futures price limits decrease hedge effectiveness?
Dark, Jonathan
- In:
Journal of banking & finance
36
(
2012
)
10
,
pp. 2717-2728
Persistent link: https://www.econbiz.de/10009673263
Saved in:
9
Liquidity commonality in commodities
Marshall, Ben R.
;
Nguyen, Nhut H.
;
Visaltanachoti, Nuttawat
- In:
Journal of banking & finance
37
(
2013
)
1
,
pp. 11-20
Persistent link: https://www.econbiz.de/10009675559
Saved in:
10
Introduction: special issue on commodity and energy markets in the Journal of Banking and Finance
Roncoroni, Andrea
;
Prokopczuk, Marcel
;
Ronn, Ehud I.
- In:
Journal of banking & finance
95
(
2018
),
pp. 1-4
Persistent link: https://www.econbiz.de/10011966673
Saved in:
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