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subject:"ARCH-Modell"
~isPartOf:"The energy journal"
~subject:"Oil market"
~subject:"Schätzung"
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ARCH-Modell
Oil market
Schätzung
Commodity derivative
44
Rohstoffderivat
44
Oil price
30
Ölpreis
30
Volatility
21
Volatilität
21
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ARCH model
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Brunetti, Celso
2
Buyuksahin, Bahattin
2
Manera, Matteo
2
Nicolini, Marcella
2
Behmiri, Niaz Bashiri
1
Bernard, Jean-Thomas
1
Byun, Sung Je
1
Chen, Sheng-Hung
1
Cifarelli, Giulio
1
Cortazar, Gonzalo
1
Ellwanger, Reinhard
1
Fattouh, Bassam
1
Gagnon, Marie-Hélène
1
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1
Kichian, Maral
1
Kilian, Lutz
1
Liedtke, Philip
1
Lien, Da-hsiang Donald
1
Mahadeva, Lavan
1
Mason, Charles F.
1
McMahon, Sebastien
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1
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Paesani, Paolo
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Rousse, Olivier
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1
Song Zan Chiou Wei
1
Sévi, Benoît
1
Trifonova, Tatiana
1
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1
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The energy journal
Energy economics
161
The journal of futures markets
54
Economic modelling
35
Finance research letters
29
Applied economics
27
International Journal of Energy Economics and Policy : IJEEP
23
International review of financial analysis
23
International review of economics & finance : IREF
21
Journal of international money and finance
20
Applied economics letters
17
Journal of commodity markets
17
Working paper
17
Journal of banking & finance
15
The North American journal of economics and finance : a journal of financial economics studies
15
Research in international business and finance
14
CESifo working papers
12
Working paper / National Bureau of Economic Research, Inc.
12
American journal of agricultural economics
11
Applied financial economics
11
Econometric Institute research papers
10
NBER working paper series
10
Journal of urban economics
9
Journal of applied econometrics
8
Journal of forecasting
8
Journal of international financial markets, institutions & money
8
NBER Working Paper
8
Discussion paper / Centre for Economic Policy Research
7
International journal of forecasting
7
Review of quantitative finance and accounting
7
Cogent economics & finance
6
International journal of finance & economics : IJFE
6
Journal of agricultural economics
6
Journal of empirical finance
6
The empirical economics letters : a monthly international journal of economics
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
European review of agricultural economics : ERAE
5
Journal of risk and financial management : JRFM
5
OPEC energy review
5
Pacific-Basin finance journal
5
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ECONIS (ZBW)
19
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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 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:
3
Unveiling the time-dependent dynamics between oil prices and exchange rates : a wavelet-based panel analysis
Karlsson, Hyunjoo Kim
;
Månsson, Kristofer
;
Sjölander, Pär
- In:
The energy journal
41
(
2020
)
6
,
pp. 87-106
Persistent link: https://www.econbiz.de/10012547025
Saved in:
4
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:
5
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:
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
Herding and speculation in the crude oil market
Brunetti, Celso
;
Buyuksahin, Bahattin
;
Harris, Jeffrey H.
- In:
The energy journal
34
(
2013
)
3
,
pp. 83-104
Persistent link: https://www.econbiz.de/10009771883
Saved in:
8
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:
9
The role of speculation in oil markets : what have we learned so far?
Fattouh, Bassam
;
Kilian, Lutz
;
Mahadeva, Lavan
- In:
The energy journal
34
(
2013
)
3
,
pp. 7-33
Persistent link: https://www.econbiz.de/10009771896
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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