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subject:"ARCH-Modell"
~isPartOf:"The energy journal"
~subject:"Schätzung"
~subject:"Welt"
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ARCH-Modell
Schätzung
Welt
Commodity derivative
44
Rohstoffderivat
44
Oil price
30
Ölpreis
30
Volatility
21
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Manera, Matteo
2
Nicolini, Marcella
2
Alquist, Ron
1
Behmiri, Niaz Bashiri
1
Bunn, Derek W.
1
Byun, Sung Je
1
Chevallier, Julien
1
Chwee, Victor
1
Cifarelli, Giulio
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1
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Kilian, Lutz
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The energy journal
Energy economics
192
The journal of futures markets
65
Economic modelling
38
Finance research letters
38
Intereconomics : review of European economic policy
37
Applied economics
36
International review of financial analysis
35
Journal of international money and finance
32
Applied economics letters
28
Journal of commodity markets
28
Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
28
Working paper / National Bureau of Economic Research, Inc.
28
International review of economics & finance : IREF
27
Journal of banking & finance
25
Working paper
25
NBER working paper series
24
International Journal of Energy Economics and Policy : IJEEP
23
NBER Working Paper
22
IMF working papers
21
Diskussionspapier / Lehrstuhl für Wirtschaftsethik, Martin-Luther-Universität Halle-Wittenberg
20
CAMA working paper series
18
CESifo working papers
18
Research in international business and finance
17
The North American journal of economics and finance : a journal of financial economics studies
17
Wirtschaftsdienst
17
Discussion paper / Centre for Economic Policy Research
16
IMF working paper
16
American journal of agricultural economics
13
Econometric Institute research papers
12
Policy research working paper : WPS
11
Applied financial economics
10
Journal of applied econometrics
10
Journal of international financial markets, institutions & money
10
World commodity prices : report of the AIECE Working Group on Commodity Prices presented at the AIECE spring meeting
10
Intereconomics
9
International journal of finance & economics : IJFE
9
Journal of urban economics
9
CESifo Working Paper Series
8
Discussion paper / Tinbergen Institute
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ECONIS (ZBW)
21
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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
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
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
Chaos in natural gas futures?
Chwee, Victor
- In:
The energy journal
19
(
1998
)
2
,
pp. 149-164
Persistent link: https://www.econbiz.de/10001236782
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
Fundamental and financial influences on the co-movement of oil and gas prices
Bunn, Derek W.
;
Chevallier, Julien
;
LePen, Yannick
; …
- In:
The energy journal
38
(
2017
)
2
,
pp. 201-228
Persistent link: https://www.econbiz.de/10011661711
Saved in:
8
implied volatility of oil futures options surrounding OPEC meeting
Horan, Stephen M.
;
Peterson, Jeffrey H.
;
Mahar, James
- In:
The energy journal
25
(
2004
)
3
,
pp. 103-125
Persistent link: https://www.econbiz.de/10002172804
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
The role of financial speculation in driving the price of crude oil
Alquist, Ron
;
Gervais, Olivier
- In:
The energy journal
34
(
2013
)
3
,
pp. 35-54
Persistent link: https://www.econbiz.de/10009771893
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