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subject:"ARCH-Modell"
~isPartOf:"The energy journal"
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ARCH-Modell
Schätzung
Theory
Commodity derivative
44
Rohstoffderivat
44
Oil price
30
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30
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21
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Manera, Matteo
2
Nicolini, Marcella
2
Behmiri, Niaz Bashiri
1
Byun, Sung Je
1
Cairns, Robert D.
1
Cifarelli, Giulio
1
Cortazar, Gonzalo
1
Davis, Graham A.
1
Degiannakis, Stavros
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1
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Li, Lide
1
Liedtke, Philip
1
Mason, Charles F.
1
Miffre, Joëlle
1
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1
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The energy journal
Energy economics
152
The journal of futures markets
68
Economic modelling
42
Applied economics
35
American journal of agricultural economics
30
Journal of environmental economics and management : JEEM ; the official journal of the Association of Environmental and Resource Economists
30
Working paper
30
International review of economics & finance : IREF
27
International review of financial analysis
27
Journal of international money and finance
27
Working paper / National Bureau of Economic Research, Inc.
27
Finance research letters
26
Journal of commodity markets
26
NBER working paper series
25
Applied economics letters
24
Journal of banking & finance
24
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
22
NBER Working Paper
22
CESifo working papers
21
Journal of economic dynamics & control
21
International Journal of Energy Economics and Policy : IJEEP
17
Research in international business and finance
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Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
16
The North American journal of economics and finance : a journal of financial economics studies
15
Applied financial economics
13
Natural resource modeling : the official journal of the Resource Modeling Association
13
Resource and energy economics
12
Discussion paper / Centre for Economic Policy Research
11
Discussion paper / Tinbergen Institute
11
Economics letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
11
Journal of empirical finance
11
Journal of urban economics
11
Marine resource economics
11
Volkswirtschaftliche Diskussionsbeiträge
11
Econometric Institute research papers
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European review of agricultural economics : ERAE
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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
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:
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
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:
6
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:
7
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:
8
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
Saved in:
9
Dynamic adjustment of crude oil price spreads
Ghoshray, Atanu
;
Trifonova, Tatiana
- In:
The energy journal
35
(
2014
)
1
,
pp. 119-136
Persistent link: https://www.econbiz.de/10010246062
Saved in:
10
International oil market risk anticipations and the cushing bottleneck : option-implied evidence
Gagnon, Marie-Hélène
;
Power, Gabriel J.
- In:
The energy journal
41
(
2020
)
6
,
pp. 255-280
Persistent link: https://www.econbiz.de/10012547136
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