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subject:"ARCH-Modell"
~isPartOf:"The energy journal"
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ARCH-Modell
Commodity exchange
Theorie
Commodity derivative
44
Rohstoffderivat
44
Oil price
30
Ölpreis
30
Volatility
21
Volatilität
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15
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Manera, Matteo
2
Nicolini, Marcella
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Behmiri, Niaz Bashiri
1
Bernard, Jean-Thomas
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Byun, Sung Je
1
Cairns, Robert D.
1
Cifarelli, Giulio
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Cortazar, Gonzalo
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1
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1
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1
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1
Liedtke, Philip
1
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The energy journal
Energy economics
159
The journal of futures markets
68
Economic modelling
39
Applied economics
36
American journal of agricultural economics
33
Journal of commodity markets
33
Working paper
33
International review of financial analysis
31
Journal of banking & finance
30
Journal of environmental economics and management : JEEM ; the official journal of the Association of Environmental and Resource Economists
30
Finance research letters
29
International review of economics & finance : IREF
29
Applied economics letters
23
NBER working paper series
23
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
22
Journal of economic dynamics & control
22
NBER Working Paper
20
Working paper / National Bureau of Economic Research, Inc.
20
International Journal of Energy Economics and Policy : IJEEP
17
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
16
Journal of international money and finance
16
CESifo working papers
15
Research in international business and finance
15
Journal of empirical finance
13
Natural resource modeling : the official journal of the Resource Modeling Association
13
Volkswirtschaftliche Diskussionsbeiträge
13
Discussion paper / Tinbergen Institute
12
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
12
Resource and energy economics
12
European review of agricultural economics : ERAE
11
Journal of the Royal Statistical Society
11
Marine resource economics
11
The North American journal of economics and finance : a journal of financial economics studies
11
Econometric Institute research papers
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Economics letters
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Journal of urban economics
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International journal of theoretical and applied finance
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ECONIS (ZBW)
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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
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:
3
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:
4
Mineral depletion and the rules of resource dynamics
Cairns, Robert D.
;
Davis, Graham A.
- In:
The energy journal
36
(
2015
),
pp. 159-178
Persistent link: https://www.econbiz.de/10011494169
Saved in:
5
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:
6
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:
7
Multi-period VaR-constrained portfolio optimization with applications to the electric power sector
Kleindorfer, Paul R.
;
Li, Lide
- In:
The energy journal
26
(
2005
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10002643010
Saved in:
8
Strategic forward contracting in the wholesale electricity market
Holmberg, Pär
- In:
The energy journal
32
(
2011
)
1
,
pp. 169-202
Persistent link: https://www.econbiz.de/10009261599
Saved in:
9
Financial speculation in energy and agriculture futures markets : a multivariate GARCH approach
Manera, Matteo
;
Nicolini, Marcella
;
Vignatti, Ilaria
- In:
The energy journal
34
(
2013
)
3
,
pp. 55-81
Persistent link: https://www.econbiz.de/10009771887
Saved in:
10
Jump processes in the market for crude oil
Wilmot, Neil A.
;
Mason, Charles F.
- In:
The energy journal
34
(
2013
)
1
,
pp. 33-48
Persistent link: https://www.econbiz.de/10009714590
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