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subject:"ARCH-Modell"
~subject:"Commodity market"
~subject:"Schock"
~type:"article"
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ARCH-Modell
Commodity market
Schock
Rohstoffderivat
2,553
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2,550
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1,490
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1,447
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9
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8
Wei, Yu
8
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8
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7
McAleer, Michael
7
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7
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7
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6
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6
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6
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5
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5
Wang, Lu
5
Wang, Yudong
5
Zaremba, Adam
5
Bobenrieth H., Eugenio S.
4
Bobenrieth H., Juan R. A.
4
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Finance research letters
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Intereconomics : review of European economic policy
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Economic modelling
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International review of financial analysis
25
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24
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Review of quantitative finance and accounting
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ECONIS (ZBW)
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1
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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2
Financial investments and commodity prices
Liu, Peng
;
Qiu, Zhigang
;
Xu, David Xiaoyu
- In:
International review of finance : the official journal …
22
(
2022
)
4
,
pp. 637-661
Persistent link: https://www.econbiz.de/10013472702
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3
Impact of macroeconomic indicators on commodity futures
Kirithiga, S.
;
Thiyagarajan, S.
;
Naresh, G.
- In:
International journal of business innovation and research
18
(
2019
)
3
,
pp. 279-292
Persistent link: https://www.econbiz.de/10012024742
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4
Portfolio speculation and commodity price volatility in a stochastic storage model
Vercammen, James Alfred
;
Doroudian, Ali
- In:
American journal of agricultural economics
96
(
2014
)
2
,
pp. 517-532
Persistent link: https://www.econbiz.de/10010411908
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5
UNCTAD : stabilising commodity markets
In:
Intereconomics : review of European economic policy
2
(
1967
)
5
,
pp. 117
Persistent link: https://www.econbiz.de/10011549056
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6
Three narratives on the changing face of global commodities market structure
Valiante, Diego
- In:
Credit and capital markets : Kredit und Kapital
48
(
2015
)
2
,
pp. 243-308
Persistent link: https://www.econbiz.de/10011414253
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7
Mean reversion property in Indian commodities futures market
Ahamed, Naseem
;
Tiwari, Aviral Kumar
- In:
The empirical economics letters : a monthly …
14
(
2015
)
5
,
pp. 443-450
Persistent link: https://www.econbiz.de/10011419068
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8
Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 557-579
Persistent link: https://www.econbiz.de/10011499761
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9
The financialization of commodity markets
Xiong, Wei
- In:
NBER reporter online
(
2014
)
2
,
pp. 20-23
Persistent link: https://www.econbiz.de/10011369089
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10
Impact of macro economic factors on commodity futures price with reference to agricultural commodities in Indian and US markets
Raghu Kumari P. S.
- In:
International journal of applied business and economic …
13
(
2015
)
1
,
pp. 331-346
Persistent link: https://www.econbiz.de/10011376388
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