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subject:"ARCH-Modell"
~isPartOf:"Journal of forecasting"
~isPartOf:"Research in international business and finance"
~subject:"Hedging"
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ARCH-Modell
Hedging
Commodity derivative
39
Rohstoffderivat
39
Welt
17
World
17
Volatility
16
Volatilität
16
Forecasting model
15
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Chevallier, Julien
2
Ma, Feng
2
Aboura, Sofiane
1
Aiube, Fernando Antônio Lucena
1
Atukeren, Erdal
1
Bassil, Charbel
1
Bernard, Jean-Thomas
1
Bosch, David
1
Fassas, Athanasios P.
1
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1
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1
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1
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1
Lu, Xinjie
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1
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1
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1
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1
Olson, Eric
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Vivian, Andrew
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Journal of forecasting
Research in international business and finance
Energy economics
107
The journal of futures markets
41
International review of financial analysis
22
Economic modelling
20
International review of economics & finance : IREF
20
Finance research letters
18
Applied economics
17
Working paper
15
International Journal of Energy Economics and Policy : IJEEP
13
Journal of banking & finance
12
Journal of commodity markets
12
Econometric Institute research papers
10
Journal of international financial markets, institutions & money
8
The North American journal of economics and finance : a journal of financial economics studies
8
The energy journal
8
American journal of agricultural economics
7
Applied economics letters
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
Finance India : the quarterly journal of Indian Institute of Finance
5
IIMB management review
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
Journal of agricultural and applied economics
4
Journal of empirical finance
4
Journal of international money and finance
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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Bulletin of applied economics
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CESifo working papers
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ECONIS (ZBW)
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1
Interdependence among agricultural commodity markets, macroeconomic factors, crude oil and commodity index
Fernandez-Diaz, Jose M.
;
Morley, Bruce
- In:
Research in international business and finance
47
(
2019
),
pp. 174-194
Persistent link: https://www.econbiz.de/10012135526
Saved in:
2
Commodity financialization and sector ETFs : Evidence from crude oil futures
Liu, Pan
;
Vedenov, Dmitrij V.
;
Power, Gabriel J.
- In:
Research in international business and finance
51
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012208332
Saved in:
3
Traders' motivation and hedging pressure in commodity futures markets
Bosch, David
;
Smimou, Kamal
- In:
Research in international business and finance
59
(
2022
),
pp. 1-34
Persistent link: https://www.econbiz.de/10013402078
Saved in:
4
Forecasting commodity prices : GARCH, jumps, and mean reversion
Bernard, Jean-Thomas
;
Khalaf, Lynda
;
Kichian, Maral
; …
- In:
Journal of forecasting
27
(
2008
)
4
,
pp. 279-291
Persistent link: https://www.econbiz.de/10003826728
Saved in:
5
Do commodities make effective hedges for equity investors?
Olson, Eric
;
Vivian, Andrew
;
Wohar, Mark E.
- In:
Research in international business and finance
42
(
2017
),
pp. 1274-1288
Persistent link: https://www.econbiz.de/10011760993
Saved in:
6
News surprises and volatility spillover among agricultural commodities : the case of corn, wheat, soybean and soybean oil
Hamadi, Hassan
;
Bassil, Charbel
;
Nehme, Tamara
- In:
Research in international business and finance
41
(
2017
),
pp. 148-157
Persistent link: https://www.econbiz.de/10011912988
Saved in:
7
Volatility returns with vengeance : financial markets vs. commodities
Aboura, Sofiane
;
Chevallier, Julien
- In:
Research in international business and finance
33
(
2015
),
pp. 334-354
Persistent link: https://www.econbiz.de/10011325853
Saved in:
8
Price discovery in bitcoin futures
Fassas, Athanasios P.
;
Papadamou, Stephanos
;
Koulis, …
- In:
Research in international business and finance
52
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012543280
Saved in:
9
The impact of co-jumps in the oil sector
Laurini, Márcio Poletti
;
Mauad, Roberto Baltieri
; …
- In:
Research in international business and finance
52
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012548562
Saved in:
10
Forecasting the volatility of agricultural commodity futures : the role of co-volatility and oil volatility
Marfatia, Hardik A.
;
Ji, Qiang
;
Luo, Jiawen
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 383-404
Persistent link: https://www.econbiz.de/10012817783
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