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subject:"ARCH-Modell"
~isPartOf:"Journal of empirical finance"
~subject:"Oil price"
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ARCH-Modell
Oil price
Commodity derivative
15
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Brooks, Robert
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Ma, Feng
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Marvasti, Akbar
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Journal of empirical finance
Energy economics
192
Finance research letters
31
The energy journal
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International Journal of Energy Economics and Policy : IJEEP
28
The journal of futures markets
28
Economic modelling
24
Applied economics
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International review of economics & finance : IREF
21
International review of financial analysis
18
Research in international business and finance
14
Applied economics letters
12
Journal of commodity markets
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The North American journal of economics and finance : a journal of financial economics studies
11
Journal of banking & finance
10
OPEC energy review
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Journal of international financial markets, institutions & money
9
Journal of international money and finance
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
Review of quantitative finance and accounting
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International journal of finance & economics : IJFE
6
Journal of forecasting
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The empirical economics letters : a monthly international journal of economics
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The journal of energy markets
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American journal of agricultural economics
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Applied financial economics
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International journal of forecasting
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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Journal of applied econometrics
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Studies in economics and finance
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The European journal of finance
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Borsa Istanbul Review
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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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:
2
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:
3
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:
4
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
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