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subject:"ARCH-Modell"
~subject:"Commodity derivative"
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ARCH-Modell
Commodity derivative
Rohstoffderivat
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Hammoudeh, Shawkat
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61
Crude oil and agricultural futures : an analysis of correlation dynamics
Silvennoinen, Annastiina
;
Thorp, Susan
- In:
The journal of futures markets
36
(
2016
)
6
,
pp. 522-544
Persistent link: https://www.econbiz.de/10011568451
Saved in:
62
Financialization and the rise in co-movement of commodity prices
Pradhananga, Manisha
- In:
International review of applied economics
30
(
2016
)
5
,
pp. 547-566
Persistent link: https://www.econbiz.de/10011569282
Saved in:
63
Hedging effectiveness of European wheat futures markets : an application of multivariate GARCH models
Zuppiroli, Marco
;
Revoredo Giha, César L.
- In:
International journal of applied management science
8
(
2016
)
2
,
pp. 132-148
Persistent link: https://www.econbiz.de/10011636094
Saved in:
64
What explains agricultural price movements?
Baffes, John
;
Haniotis, Tassos
- In:
Journal of agricultural economics
67
(
2016
)
3
,
pp. 706-721
Persistent link: https://www.econbiz.de/10011657928
Saved in:
65
Introduction to the special issue on recent developments in energy commodities markets
D'Ecclesia, Rita L.
- In:
Energy economics
53
(
2016
),
pp. 1-4
Persistent link: https://www.econbiz.de/10011660418
Saved in:
66
On the dynamic dependence between equity markets, commodity futures and economic uncertainty indexes
Berger, Theo
;
Uddin, Mohammed Gazi Salah
- In:
Energy economics
56
(
2016
),
pp. 374-383
Persistent link: https://www.econbiz.de/10011664267
Saved in:
67
Commodities: flight in precious metals
In:
Intereconomics : review of European economic policy
9
(
1974
)
4
,
pp. 101
Persistent link: https://www.econbiz.de/10011587958
Saved in:
68
A model of financialization of commodities
Başak, Suleyman
;
Pavlova, Anna
- In:
The journal of finance : the journal of the American …
71
(
2016
)
4
,
pp. 1511-1555
Persistent link: https://www.econbiz.de/10011588922
Saved in:
69
Expected commodity returns and pricing models
Cortazar, Gonzalo
;
Kovacevic, Ivo
;
Schwartz, Eduardo S.
- In:
Energy economics
49
(
2015
),
pp. 60-71
Persistent link: https://www.econbiz.de/10011536656
Saved in:
70
Financialization of commodity markets
Cheng, Ing-Haw
;
Xiong, Wei
- In:
Annual review of financial economics
6
(
2014
),
pp. 419-441
Persistent link: https://www.econbiz.de/10010492497
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