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subject:"ARCH-Modell"
~isPartOf:"The energy journal"
~subject:"Commodity derivative"
~subject:"Commodity exchange"
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ARCH-Modell
Commodity derivative
Commodity exchange
Rohstoffderivat
44
Oil price
30
Ölpreis
30
Volatility
21
Volatilität
21
Erdöl
15
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15
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Buyuksahin, Bahattin
3
Robe, Michel A.
3
Brunetti, Celso
2
Chevallier, Julien
2
Fattouh, Bassam
2
Hammoudeh, Shawkat
2
Harris, Jeffrey H.
2
Manera, Matteo
2
Nicolini, Marcella
2
Raynaud, Franck
2
Alberola, Emilie
1
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1
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1
Bernard, Jean-Thomas
1
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1
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1
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1
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1
Chen, Sheng-Hung
1
Chen, Yihsu
1
Choi, Kyongwook
1
Chwee, Victor
1
Cifarelli, Giulio
1
Cortazar, Gonzalo
1
Daskalakis, George
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Degiannakis, Stavros
1
Delis, Panagiotis
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Dimic, Nebojsa
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1
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1
Ghoshray, Atanu
1
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1
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1
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The energy journal
Energy economics
273
The journal of futures markets
208
International review of financial analysis
62
Finance research letters
60
Economic modelling
53
Journal of banking & finance
53
Applied economics
46
International review of economics & finance : IREF
46
Journal of commodity markets
44
American journal of agricultural economics
43
Applied economics letters
39
International Journal of Energy Economics and Policy : IJEEP
38
Working paper
37
The handbook of commodity investing
30
Research in international business and finance
29
Applied financial economics
28
Diskussionspapier / Lehrstuhl für Wirtschaftsethik, Martin-Luther-Universität Halle-Wittenberg
28
Working paper / National Bureau of Economic Research, Inc.
24
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
23
NBER working paper series
23
Journal of international money and finance
20
NBER Working Paper
20
The North American journal of economics and finance : a journal of financial economics studies
19
Journal of agricultural and applied economics
18
The journal of alternative investments
18
Econometric Institute research papers
16
Journal of empirical finance
16
Agricultural economics : the journal of the International Association of Agricultural Economists
15
Agricultural finance review
15
Quantitative finance
15
European review of agricultural economics : ERAE
14
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
13
The European journal of finance
13
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
13
The review of financial studies
13
Finance India : the quarterly journal of Indian Institute of Finance
12
Journal of international financial markets, institutions & money
12
Journal of risk and financial management : JRFM
12
Pacific-Basin finance journal
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ECONIS (ZBW)
44
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1
Speculation in commodity futures markets, inventories and the price of crude oil
Byun, Sung Je
- In:
The energy journal
38
(
2017
)
5
,
pp. 93-113
Persistent link: https://www.econbiz.de/10011791800
Saved in:
2
The dynamics of commodity spot and futures markets : a primer
Pindyck, Robert S.
- In:
The energy journal
22
(
2001
)
3
,
pp. 1-29
Persistent link: https://www.econbiz.de/10001594337
Saved in:
3
Measuring index investment in commodity futures markets
Sanders, Dwight R.
;
Irwin, Scott H.
- In:
The energy journal
34
(
2013
)
3
,
pp. 105-127
Persistent link: https://www.econbiz.de/10009771880
Saved in:
4
The convenience yield and the informational content of the oil futures price
Bernard, Jean-Thomas
;
Khalaf, Lynda
;
Kichian, Maral
; …
- In:
The energy journal
36
(
2015
)
2
,
pp. 29-46
Persistent link: https://www.econbiz.de/10010528362
Saved in:
5
Chaos in natural gas futures?
Chwee, Victor
- In:
The energy journal
19
(
1998
)
2
,
pp. 149-164
Persistent link: https://www.econbiz.de/10001236782
Saved in:
6
Understanding dynamic conditional correlations between oil, natural gas and non-energy commodity futures markets
Behmiri, Niaz Bashiri
;
Manera, Matteo
;
Nicolini, Marcella
- In:
The energy journal
40
(
2019
)
2
,
pp. 55-76
Persistent link: https://www.econbiz.de/10012037403
Saved in:
7
Informed trading in the WTI oil futures market
Rousse, Olivier
;
Sévi, Benoît
- In:
The energy journal
40
(
2019
)
2
,
pp. 139-159
Persistent link: https://www.econbiz.de/10012037434
Saved in:
8
Energy and agricultural commodity markets interaction : an analysis of crude oil, natural gas, corn, soybean, and ethanol prices
Song Zan Chiou Wei
;
Chen, Sheng-Hung
;
Zhu, Zhen
- In:
The energy journal
40
(
2019
)
2
,
pp. 265-296
Persistent link: https://www.econbiz.de/10012037451
Saved in:
9
Fundamental and financial influences on the co-movement of oil and gas prices
Bunn, Derek W.
;
Chevallier, Julien
;
LePen, Yannick
; …
- In:
The energy journal
38
(
2017
)
2
,
pp. 201-228
Persistent link: https://www.econbiz.de/10011661711
Saved in:
10
Managing energy price risk using futures contracts : a comparative analysis
Hanly, Jim
- In:
The energy journal
38
(
2017
)
3
,
pp. 93-112
Persistent link: https://www.econbiz.de/10011661816
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