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subject:"ARCH-Modell"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~subject:"Estimation"
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ARCH-Modell
Estimation
Commodity price
43
Rohstoffpreis
43
Chicago (Ill.)
41
Commodity derivative
40
Rohstoffderivat
40
USA
36
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Al-Yahyaee, Khamis Hamed
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Jiang, Yong
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Kang, Sang Hoon
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Mensi, Walid
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Aiube, Fernando Antônio Lucena
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Al-Jarrah, Idries Mohammad Wanas
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The North American journal of economics and finance : a journal of financial economics studies
Working paper / National Bureau of Economic Research, Inc.
Energy economics
120
The journal of futures markets
47
Economic modelling
31
Applied economics
24
Finance research letters
23
International review of economics & finance : IREF
19
International review of financial analysis
19
Applied economics letters
17
Journal of commodity markets
17
Journal of international money and finance
17
International Journal of Energy Economics and Policy : IJEEP
16
Working paper
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Journal of banking & finance
15
American journal of agricultural economics
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Research in international business and finance
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Applied financial economics
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Econometric Institute research papers
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The energy journal
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CESifo working papers
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Journal of urban economics
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NBER working paper series
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Journal of international financial markets, institutions & money
8
International journal of forecasting
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NBER Working Paper
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Cogent economics & finance
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Discussion paper / Centre for Economic Policy Research
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International journal of finance & economics : IJFE
6
Journal of agricultural economics
6
Journal of empirical finance
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European review of agricultural economics : ERAE
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Pacific-Basin finance journal
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The empirical economics letters : a monthly international journal of economics
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Can Gaussian factor models of commodity prices capture the financialization phenomenon?
Aiube, Fernando Antônio Lucena
;
Faquieri, Winicius Botelho
- In:
The North American journal of economics and finance : a …
50
(
2019
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012203674
Saved in:
2
Distance and time effects in Swedish commodity prices, 1732- 1914
Crucini, Mario J.
;
Smith, Gregor W.
-
2016
Persistent link: https://www.econbiz.de/10011474780
Saved in:
3
World shocks, world prices, and business cycles : an empirical investigation
Fernández, Andrés
;
Schmitt-Grohé, Stephanie
;
Uribe, …
-
2016
Persistent link: https://www.econbiz.de/10011574934
Saved in:
4
Monetary policy, global liquidity and commodity price dynamics
Belke, Ansgar
;
Bordon, Ingo G.
;
Hendricks, Torben
- In:
The North American journal of economics and finance : a …
28
(
2014
),
pp. 1-16
Persistent link: https://www.econbiz.de/10010461194
Saved in:
5
Commodity-price comovement and global economic activity
Alquist, Ron
;
Coibion, Olivier
-
2014
Persistent link: https://www.econbiz.de/10010339570
Saved in:
6
Effects of speculation and interest rates in a "carry trade" model of commodity prices
Frankel, Jeffrey A.
-
2013
Persistent link: https://www.econbiz.de/10010191585
Saved in:
7
Colonial institutions, commodity booms, and the diffusion of elementary education in Brazil, 1889 - 1930
Musacchio, Aldo
;
Martinez, Andre
;
Viarengo, Martina
-
2014
Persistent link: https://www.econbiz.de/10010356248
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8
Investigating properties of commodity price responses to real and nominal shocks
Kim, Hyeongwoo
;
Zhang, Yunxiao
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012659048
Saved in:
9
Commodity-price volatility and macroeconomic spillovers : evidence from nine emerging markets
Hegerty, Scott W.
- In:
The North American journal of economics and finance : a …
35
(
2016
),
pp. 23-37
Persistent link: https://www.econbiz.de/10011672281
Saved in:
10
The "Sell in May" effect : a review and new empirical evidence
Degenhardt, Thomas
;
Auer, Benjamin R.
- In:
The North American journal of economics and finance : a …
43
(
2018
),
pp. 169-205
Persistent link: https://www.econbiz.de/10012036281
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