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subject:"ARCH-Modell"
~isPartOf:"Journal of empirical finance"
~subject:"Derivat"
~subject:"Kapitaleinkommen"
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ARCH-Modell
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Commodity derivative
15
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Brooks, Robert
1
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1
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Journal of empirical finance
Energy economics
134
The journal of futures markets
38
Economic modelling
31
International review of financial analysis
29
Finance research letters
26
Journal of banking & finance
22
Journal of commodity markets
22
International review of economics & finance : IREF
20
Applied economics
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Working paper
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International Journal of Energy Economics and Policy : IJEEP
15
Research in international business and finance
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The energy journal
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Applied economics letters
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Econometric Institute research papers
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American journal of agricultural economics
11
The North American journal of economics and finance : a journal of financial economics studies
10
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
9
The European journal of finance
9
The empirical economics letters : a monthly international journal of economics
8
Applied financial economics
7
Journal of forecasting
7
Journal of international financial markets, institutions & money
7
Applied economic perspectives and policy
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Cogent economics & finance
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European journal of operational research : EJOR
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International journal of forecasting
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Journal of international money and finance
6
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NBER working paper series
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The handbook of commodity investing
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
5
International journal of theoretical and applied finance
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Pacific-Basin finance journal
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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
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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
Bubbling over! : the behaviour of oil futures along the yield curve
Tsvetanov, Daniel
;
Coakley, Jerry
;
Kellard, Neil
- In:
Journal of empirical finance
38
(
2016
),
pp. 516-533
Persistent link: https://www.econbiz.de/10011663333
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
Determinants of price discovery in the VIX futures market
Chen, Yu-Lun
;
Tsai, Wei-Che
- In:
Journal of empirical finance
43
(
2017
),
pp. 59-73
Persistent link: https://www.econbiz.de/10011817906
Saved in:
7
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:
8
The forward premium in electricity futures
Bunn, Derek W.
;
Chen, Dipeng
- In:
Journal of empirical finance
23
(
2013
),
pp. 173-186
Persistent link: https://www.econbiz.de/10010221755
Saved in:
9
Time series momentum and reversal : intraday information from realized semivariance
Liu, Zhenya
;
Lu, Shanglin
;
Li, Bo
;
Wang, Shixuan
- In:
Journal of empirical finance
72
(
2023
),
pp. 54-77
Persistent link: https://www.econbiz.de/10014476799
Saved in:
10
Futures contract collateralization and its implications
Jarrow, Robert A.
;
Kwok, Simon Sai Man
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014477096
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