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subject:"ARCH-Modell"
~subject:"Commodity exchange"
~subject:"United States"
~subject:"Ölpreis"
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ARCH-Modell
Commodity exchange
United States
Ölpreis
Rohstoffderivat
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3,386
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445
Börsenkurs
440
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439
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438
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43
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Ma, Feng
29
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25
Till, Hilary
25
Manera, Matteo
24
Sanders, Dwight R.
21
García, Philip
20
Chevallier, Julien
17
Wei, Yu
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Hammoudeh, Shawkat
15
Miffre, Joëlle
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Bohl, Martin T.
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Ji, Qiang
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Fernandez-Perez, Adrian
13
Kilian, Lutz
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Nguyen, Duc Khuong
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Karali, Berna
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10
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10
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Vereinte Nationen
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Barchart.com, Inc.
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Commodity Exchange Authority, Washington, D. C.
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Common Fund for Commodities
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Energy economics
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The journal of futures markets
136
Finance research letters
45
American journal of agricultural economics
40
Economic modelling
40
Applied economics
38
International review of financial analysis
38
Working paper / National Bureau of Economic Research, Inc.
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The energy journal
37
International review of economics & finance : IREF
34
Working paper
33
Journal of commodity markets
32
International Journal of Energy Economics and Policy : IJEEP
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Journal of banking & finance
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Applied economics letters
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NBER working paper series
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Journal of international money and finance
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Research in international business and finance
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Applied financial economics
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Journal of agricultural and applied economics
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Econometric Institute research papers
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IMF working papers
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
12
Ethnic Chicago
12
The North American journal of economics and finance : a journal of financial economics studies
12
The review of financial studies
12
CESifo working papers
11
Journal of the Royal Statistical Society
11
OPEC energy review
11
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
11
Quantitative finance
10
Agricultural economics : the journal of the International Association of Agricultural Economists
9
Agricultural finance review
9
Journal of international financial markets, institutions & money
9
The empirical economics letters : a monthly international journal of economics
9
The journal of alternative investments
9
Cogent economics & finance
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European review of agricultural economics : ERAE
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International journal of finance & economics : IJFE
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ECONIS (ZBW)
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EconStor
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USB Cologne (EcoSocSci)
4
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1
Causality between market liquidity and depth for energy and grains
Sari, Ramazan
;
Hammoudeh, Shawkat
;
Chang, Chia-Lin
; …
-
2011
Persistent link: https://www.econbiz.de/10009619369
Saved in:
2
Causality between market liquidity and depth for energy and grains
Sari, Ramazan
;
Hammoudeh, Shawkat
;
Chang, Chia-Lin
; …
-
2011
Persistent link: https://www.econbiz.de/10009012031
Saved in:
3
Dynamic speculation and hedging in commodity futures markets with a stochastic convenience yield
Mellios, Constantin
;
Six, Pierre
;
Anh Ngoc Lai
- In:
European journal of operational research : EJOR
250
(
2016
)
2
,
pp. 493-504
Persistent link: https://www.econbiz.de/10011441684
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4
Commodity spot, forward, and futures prices with a firm's optimal strategy
Nakajima, Katsushi
-
2017
Persistent link: https://www.econbiz.de/10012131904
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5
Comparison of commodity future pricing approaches with cointegration techniques
Stepanek, Christian
- In:
Journal of financial engineering
2
(
2015
)
1
,
pp. 1-31
Persistent link: https://www.econbiz.de/10010528391
Saved in:
6
Commodity spot and futures prices under supply, demand, and financial trading : single input-output model
Nakajima, Katsushi
- In:
Asia Pacific financial markets
27
(
2020
)
1
,
pp. 35-59
Persistent link: https://www.econbiz.de/10012222371
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7
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:
8
Commodity price dynamics and derivative valuation : a review
Back, Janis
;
Prokopczuk, Marcel
- In:
International journal of theoretical and applied finance
16
(
2013
)
6
,
pp. 1-30
Persistent link: https://www.econbiz.de/10010197182
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9
The stochastic seasonal behavior of energy commodity convenience yields
García Mirantes, Andrés
;
Población, Javier
;
Serna, …
- In:
Energy economics
40
(
2013
),
pp. 155-166
Persistent link: https://www.econbiz.de/10010349595
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10
Futures basis, inventory and commodity price volatility : an empirical analysis
Symeonidis, Lazaros
;
Prokopczuk, Marcel
;
Brooks, Chris
; …
- In:
Economic modelling
29
(
2012
)
6
,
pp. 2651-2663
Persistent link: https://www.econbiz.de/10009673627
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