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subject:"ARCH-Modell"
~isPartOf:"Research in international business and finance"
~subject:"Forecasting model"
~subject:"Hedging"
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ARCH-Modell
Forecasting model
Hedging
Commodity derivative
29
Rohstoffderivat
29
Welt
13
World
13
Oil price
11
Ölpreis
11
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10
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Abedin, Mohammad Zoynul
1
Aboura, Sofiane
1
Aiube, Fernando Antônio Lucena
1
Atukeren, Erdal
1
Bassil, Charbel
1
Bosch, David
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Bouteska, Ahmed
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Cartwright, Phillip A.
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Chen, Shun
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Chevallier, Julien
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Chu, Pyung Kun
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Dbouk, Wassim
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Duan, Kun
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Fassas, Athanasios P.
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Fernandez-Diaz, Jose M.
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Fisher, Ben
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Ge, Lei
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Hamadi, Hassan
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Hoff, Kristian
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Hájek, Petr
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Jamali, Ibrahim
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Korkmaz, Turhan
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Koulis, Alexandros
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Laurini, Márcio Poletti
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Mauad, Roberto Baltieri
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Olson, Eric
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Research in international business and finance
Energy economics
133
The journal of futures markets
56
Economic modelling
28
International review of financial analysis
27
International review of economics & finance : IREF
24
Applied economics
21
Finance research letters
21
Journal of banking & finance
18
Journal of commodity markets
17
Working paper
16
International Journal of Energy Economics and Policy : IJEEP
14
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
14
The energy journal
14
International journal of forecasting
13
American journal of agricultural economics
11
Journal of forecasting
11
Econometric Institute research papers
10
The North American journal of economics and finance : a journal of financial economics studies
10
European review of agricultural economics : ERAE
9
Journal of international money and finance
9
Journal of international financial markets, institutions & money
8
Applied economics letters
7
Agricultural economics : the journal of the International Association of Agricultural Economists
6
Applied financial economics
6
IMF working paper
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IMF working papers
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Journal of agricultural and applied economics
6
Journal of empirical finance
6
NBER working paper series
6
Review of quantitative finance and accounting
6
The review of financial studies
6
Working paper / National Bureau of Economic Research, Inc.
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Discussion paper / Tinbergen Institute
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
Finance India : the quarterly journal of Indian Institute of Finance
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IIMB management review
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Journal of risk and financial management : JRFM
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NBER Working Paper
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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
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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
Predicting daily oil prices : linear and non-linear models
Dbouk, Wassim
;
Jamali, Ibrahim
- In:
Research in international business and finance
46
(
2018
),
pp. 149-165
Persistent link: https://www.econbiz.de/10011983600
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
Measuring the effect of oil prices on wheat futures prices
Cartwright, Phillip A.
;
Riabko, Natalija
- In:
Research in international business and finance
33
(
2015
),
pp. 355-369
Persistent link: https://www.econbiz.de/10011325850
Saved in:
8
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:
9
Exploring the predictability of attention mechanism with LSTM : evidence from EU carbon futures prices
Duan, Kun
;
Wang, Rui
;
Chen, Shun
;
Ge, Lei
- In:
Research in international business and finance
66
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014463400
Saved in:
10
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
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