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subject:"ARCH-Modell"
~isPartOf:"The energy journal"
~subject:"Commodity market"
~subject:"Derivative"
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ARCH-Modell
Commodity market
Derivative
Commodity derivative
44
Rohstoffderivat
44
Oil price
30
Ölpreis
30
Volatility
21
Volatilität
21
Erdöl
15
Oil market
15
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Natural gas
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Manera, Matteo
2
Nicolini, Marcella
2
Alquist, Ron
1
Behmiri, Niaz Bashiri
1
Bernard, Jean-Thomas
1
Chen, Sheng-Hung
1
Cifarelli, Giulio
1
Daskalakis, George
1
Dupuis, Debbie J.
1
Ellwanger, Reinhard
1
Fattouh, Bassam
1
Gauthier, Geneviève
1
Gervais, Olivier
1
Godin, Frédéric
1
Hamilton, James D.
1
Hanly, Jim
1
Irwin, Scott H.
1
Jawadi, Fredj
1
Khalaf, Lynda
1
Kichian, Maral
1
Kilian, Lutz
1
Mahadeva, Lavan
1
Markellos, Raphaēl N.
1
Mason, Charles F.
1
McMahon, Sebastien
1
Paesani, Paolo
1
Peña Sánchez de Rivera, Juan Ignacio
1
Pindyck, Robert S.
1
Rodríguez, Rosa
1
Sanders, Dwight R.
1
Snudden, Stephen
1
Song Zan Chiou Wei
1
Steinert, Rick
1
Symeonidis, Lazaros
1
Vignatti, Ilaria
1
Wilmot, Neil A.
1
Zhang, Han
1
Zhang, Yue-jun
1
Zhu, Zhen
1
Ziel, Florian
1
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The energy journal
Energy economics
154
Finance research letters
38
International review of financial analysis
33
Economic modelling
32
The journal of futures markets
32
Applied economics
31
Journal of commodity markets
30
International review of economics & finance : IREF
29
Applied economics letters
25
Intereconomics : review of European economic policy
25
Journal of banking & finance
25
Journal of international money and finance
21
Working paper
20
American journal of agricultural economics
17
International Journal of Energy Economics and Policy : IJEEP
17
Research in international business and finance
17
NBER working paper series
13
IMF working papers
12
NBER Working Paper
12
Econometric Institute research papers
11
Journal of empirical finance
11
Journal of the Royal Statistical Society
11
Journal of risk and financial management : JRFM
10
The North American journal of economics and finance : a journal of financial economics studies
10
Working paper / National Bureau of Economic Research, Inc.
10
The empirical economics letters : a monthly international journal of economics
9
European journal of operational research : EJOR
8
Finance India : the quarterly journal of Indian Institute of Finance
8
Journal of international financial markets, institutions & money
8
Policy, research and external affairs working papers : WPS
8
Quantitative finance
8
The European journal of finance
8
Applied economic perspectives and policy
7
Applied financial economics
7
CESifo working papers
7
Cogent economics & finance
7
International journal of economics and finance
7
International journal of finance & economics : IJFE
7
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
7
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ECONIS (ZBW)
18
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1
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:
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
Analyzing commodity prices in the context of COVID-19, high inflation, and the Ukrainian war
Hamilton, James D.
(
interviewee
);
Jawadi, Fredj
(
interviewer
)
- In:
The energy journal
44
(
2023
)
1
,
pp. 1-7
Persistent link: https://www.econbiz.de/10013540892
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
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:
7
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
Saved in:
8
Short-to mid-term day-ahead electricity price forecasting using futures
Steinert, Rick
;
Ziel, Florian
- In:
The energy journal
40
(
2019
)
1
,
pp. 105-127
Persistent link: https://www.econbiz.de/10011970839
Saved in:
9
Electricity futures prices in an emissions constrained economy : evidence from European power markets
Daskalakis, George
;
Symeonidis, Lazaros
;
Markellos, …
- In:
The energy journal
36
(
2015
)
3
,
pp. 1-33
Persistent link: https://www.econbiz.de/10011403464
Saved in:
10
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:
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