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subject:"ARCH-Modell"
~isPartOf:"The journal of futures markets"
~subject:"Schock"
~subject:"Volatility"
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ARCH-Modell
Schock
Volatility
Commodity derivative
207
Rohstoffderivat
207
USA
100
United States
99
Volatilität
51
Estimation
36
Schätzung
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The journal of futures markets
Energy economics
172
Economic modelling
39
International review of financial analysis
36
Finance research letters
34
International review of economics & finance : IREF
32
Applied economics
30
IMF working papers
30
American journal of agricultural economics
27
Working paper
27
The energy journal
23
International Journal of Energy Economics and Policy : IJEEP
22
Journal of international money and finance
20
Applied economics letters
18
CAMA working paper series
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NBER Working Paper
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NBER working paper series
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Working paper / National Bureau of Economic Research, Inc.
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Journal of commodity markets
15
Discussion paper / Centre for Economic Policy Research
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Journal of banking & finance
14
Econometric Institute research papers
13
The North American journal of economics and finance : a journal of financial economics studies
13
OxCarre research paper / Oxford Centre for the Analysis of Resource Rich Economies, Department of Economics, University of Oxford
12
Research in international business and finance
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IMF Working Paper
11
Policy research working paper : WPS
11
Applied financial economics
10
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Journal of international financial markets, institutions & money
10
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
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9
CESifo working papers
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International journal of finance & economics : IJFE
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Journal of empirical finance
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The empirical economics letters : a monthly international journal of economics
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Cogent economics & finance
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Does futures speculation destabilize commodity markets?
Kim, Abby
- In:
The journal of futures markets
35
(
2015
)
8
,
pp. 696-714
Persistent link: https://www.econbiz.de/10011392627
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2
Volatility and commodity price dynamics
Pindyck, Robert S.
- In:
The journal of futures markets
24
(
2004
)
11
,
pp. 1029-1047
Persistent link: https://www.econbiz.de/10002248629
Saved in:
3
A maximal affine stochastic volatility model of oil prices
Hughen, W. Keener
- In:
The journal of futures markets
30
(
2010
)
2
,
pp. 101-133
Persistent link: https://www.econbiz.de/10003962429
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4
Option pricing with threshold mean reversion
Chi, Zeyu
;
Dong, Fangyuan
;
Wong, Hoi Ying
- In:
The journal of futures markets
37
(
2017
)
2
,
pp. 107-131
Persistent link: https://www.econbiz.de/10011669768
Saved in:
5
Returns and volatility in the Kuala Lumpur crude palm oil futures market
Liew, Keng Yap
;
Brooks, Robert D.
- In:
The journal of futures markets
18
(
1998
)
8
,
pp. 985-999
Persistent link: https://www.econbiz.de/10001352427
Saved in:
6
Detecting and modeling changing volatility in the copper futures market
Brackert, Kevin
;
Smith, Kenneth L.
- In:
The journal of futures markets
19
(
1999
)
1
,
pp. 79 -100
Persistent link: https://www.econbiz.de/10001377599
Saved in:
7
Margin requirements and futures activity : evidence from the soybean and corn markets
Adrangi, Bahram
;
Chatrath, Arjun
- In:
The journal of futures markets
19
(
1999
)
4
,
pp. 433-455
Persistent link: https://www.econbiz.de/10001378224
Saved in:
8
Optimal margin level in futures markets : extreme price movements
Longin, François M.
- In:
The journal of futures markets
19
(
1999
)
2
,
pp. 127-152
Persistent link: https://www.econbiz.de/10001369624
Saved in:
9
Volatility, storage and convenience : evidence from natural gas markets
Susmel, Raul
- In:
The journal of futures markets
17
(
1997
)
1
,
pp. 17-43
Persistent link: https://www.econbiz.de/10001216345
Saved in:
10
An examination of linear and nonlinear causal relationships between price variability and volume in petroleum futures markets
Fujihara, Roger Arnold
- In:
The journal of futures markets
17
(
1997
)
4
,
pp. 385-416
Persistent link: https://www.econbiz.de/10001221157
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