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subject:"ARCH-Modell"
~isPartOf:"The energy journal"
~subject:"Commodity exchange"
~subject:"USA"
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ARCH-Modell
Commodity exchange
USA
Commodity derivative
44
Rohstoffderivat
44
Oil price
30
Ölpreis
30
Volatility
21
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Hammoudeh, Shawkat
2
Manera, Matteo
2
Nicolini, Marcella
2
Pindyck, Robert S.
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Arano, Kathleen
1
Behmiri, Niaz Bashiri
1
Bernard, Jean-Thomas
1
Burger, Scott P.
1
Byun, Sung Je
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Büyük̦sahin, Bahattin
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Chen, Li-Hsueh
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Choi, Kyongwook
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Cifarelli, Giulio
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Cortazar, Gonzalo
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Hammoudeh, Shawkat M.
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Harris, Jeffrey H.
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Kichian, Maral
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The energy journal
Energy economics
143
The journal of futures markets
128
American journal of agricultural economics
40
Working paper / National Bureau of Economic Research, Inc.
37
Economic modelling
35
Finance research letters
31
Applied economics
30
International review of financial analysis
30
Journal of commodity markets
27
Working paper
26
International review of economics & finance : IREF
25
Journal of banking & finance
25
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
22
Applied economics letters
20
International Journal of Energy Economics and Policy : IJEEP
17
Journal of agricultural and applied economics
17
NBER working paper series
17
Applied financial economics
14
Econometric Institute research papers
13
Journal of international money and finance
13
Ethnic Chicago
12
The review of financial studies
12
Journal of the Royal Statistical Society
11
Research in international business and finance
11
Agricultural economics : the journal of the International Association of Agricultural Economists
9
Agricultural finance review
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
The North American journal of economics and finance : a journal of financial economics studies
9
The journal of alternative investments
9
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
9
Cogent economics & finance
8
European review of agricultural economics : ERAE
8
Journal of empirical finance
8
Quantitative finance
8
The journal of investment compliance
8
Journal of international financial markets, institutions & money
7
Review of quantitative finance and accounting
7
The empirical economics letters : a monthly international journal of economics
7
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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
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
The long-run evolution of energy prices
Pindyck, Robert S.
- In:
The energy journal
20
(
1999
)
2
,
pp. 1-27
Persistent link: https://www.econbiz.de/10001366086
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
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:
9
Long memory in oil and refined products markets
Choi, Kyongwook
;
Hammoudeh, Shawkat
- In:
The energy journal
30
(
2009
)
2
,
pp. 97-116
Persistent link: https://www.econbiz.de/10003842673
Saved in:
10
Asymmetric adjustments in oil and metals markets
Hammoudeh, Shawkat
;
Chen, Li-Hsueh
;
Fattouh, Bassam
- In:
The energy journal
31
(
2010
)
4
,
pp. 183-203
Persistent link: https://www.econbiz.de/10008736249
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