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subject:"ARCH-Modell"
~isPartOf:"Journal of commodity markets"
~subject:"Hedging"
~subject:"Volatilität"
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ARCH-Modell
Hedging
Volatilität
Commodity derivative
43
Rohstoffderivat
43
Commodity price
23
Rohstoffpreis
23
Commodity exchange
19
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19
Commodity market
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Rohstoffmarkt
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Commodity
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Commodity markets
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Gao, Wang
2
Zhang, Hongwei
2
Abakah, Emmanuel Joel Aikins
1
Adjemian, Michael K.
1
Alfeus, Mesias
1
Białkowski, Je̜drzej
1
Bina, Justin D.
1
Bohl, Martin T.
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Bouri, Elie
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Brockman, Paul
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Chatziantoniou, Ioannis
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Chen, Yu-Fu
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Cuñado Eizaguirre, Juncal
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Haase, Marco
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Hammoudeh, Shawkat
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Hardik, Marfatia
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Hollstein, Fabian
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Huss, Matthias
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Jena, Sangram Keshari
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Jump, Jeff
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Karali, Berna
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Phan Hoang Long
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Journal of commodity markets
Energy economics
182
The journal of futures markets
80
International review of financial analysis
44
International review of economics & finance : IREF
37
Economic modelling
36
Finance research letters
36
Applied economics
32
Working paper
29
American journal of agricultural economics
25
International Journal of Energy Economics and Policy : IJEEP
24
Journal of banking & finance
23
The energy journal
23
Applied economics letters
19
Journal of international money and finance
17
IMF working papers
14
Research in international business and finance
14
Econometric Institute research papers
13
The North American journal of economics and finance : a journal of financial economics studies
13
Applied financial economics
12
Discussion paper / Centre for Economic Policy Research
12
Journal of international financial markets, institutions & money
11
Working paper / National Bureau of Economic Research, Inc.
11
CAMA working paper series
10
NBER Working Paper
10
NBER working paper series
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Quantitative finance
10
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
9
Pacific-Basin finance journal
9
Policy research working paper : WPS
9
The European journal of finance
9
CESifo working papers
8
Cogent economics & finance
8
Economics letters
8
Finance India : the quarterly journal of Indian Institute of Finance
8
Journal of empirical finance
8
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
European review of agricultural economics : ERAE
7
IMF working paper
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ECONIS (ZBW)
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1
Wheat price volatility regimes over 140 years : an analysis of daily price ranges
Haase, Marco
;
Zimmermann, Heinz
;
Huss, Matthias
- In:
Journal of commodity markets
31
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014477785
Saved in:
2
How do USDA announcements affect international commodity prices?
McKenzie, Andrew M.
;
Ke, Yangmin
- In:
Journal of commodity markets
28
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014335236
Saved in:
3
Financialization of commodity markets ten years later
Kang, Wenjin
;
Tang, Ke
;
Wang, Ningli
- In:
Journal of commodity markets
30
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014426701
Saved in:
4
Time-to-maturity and commodity futures return volatility : the role of time-varying asymmetric information
Phan Hoang Long
;
Zurbruegg, Ralf
;
Brockman, Paul
;
Yu, …
- In:
Journal of commodity markets
26
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013450908
Saved in:
5
The "necessary evil" in Chinese commodity markets
Fan, John Hua
;
Mo, Di
;
Zhang, Tingxi
- In:
Journal of commodity markets
25
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013204452
Saved in:
6
Fourteen large commodity trading disasters : what happened and what can we learn?
Westgaard, Sjur
;
Frydenberg, Stein
;
Mohanty, Sunil
- In:
Journal of commodity markets
27
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014276627
Saved in:
7
Volatility in US dairy futures markets
Fan, Zaifeng
;
Jump, Jeff
;
Tse, Yiuman
;
Yu, Linda
- In:
Journal of commodity markets
29
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014277028
Saved in:
8
Asymmetric volatility in commodity markets
Chen, Yu-Fu
;
Mu, Xiaoyi
- In:
Journal of commodity markets
22
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012807733
Saved in:
9
Explaining intraday crude oil returns with higher order risk-neutral moments
Wong, Patrick
- In:
Journal of commodity markets
31
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014477765
Saved in:
10
Forecasting volatility in commodity markets with long-memory models
Alfeus, Mesias
;
Nikitopoulos, Christina Sklibosios
- In:
Journal of commodity markets
28
(
2022
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014335250
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