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subject:"ARCH-Modell"
~subject:"Estimation"
~subject:"Share price"
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Remodeling the Working-Kaldor...
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ARCH-Modell
Estimation
Share price
Rohstoffderivat
4,247
Commodity derivative
4,226
Rohstoffpreis
3,387
Commodity price
3,218
Welt
2,083
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2,029
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1,908
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1,864
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1,719
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1,708
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1,437
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1,235
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1,191
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1,175
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1,050
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1,040
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982
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974
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954
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739
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738
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599
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576
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528
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521
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500
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498
ARCH model
471
Schock
445
Börsenkurs
440
Shock
439
Kapitaleinkommen
360
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358
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352
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McAleer, Michael
34
Ma, Feng
28
Chang, Chia-Lin
26
Wei, Yu
14
Manera, Matteo
13
McMillen, Daniel P.
13
Tansuchat, Roengchai
11
Arezki, Rabah
10
Belke, Ansgar
10
Chevallier, Julien
10
Hamilton, James D.
10
Hammoudeh, Shawkat
10
Ji, Qiang
10
Prokopczuk, Marcel
10
Wang, Yudong
10
Wu, Jing Cynthia
10
Zhang, Yaojie
10
Bordon, Ingo G.
9
Nguyen, Duc Khuong
9
Nicolini, Marcella
9
Roengchai Tansuchat
9
Triantafyllou, Athanasios
8
Vigfusson, Robert J.
8
Chiarella, Carl
7
Dehn, Jan
7
Gupta, Rangan
7
Korn, Olaf
7
Luo, Jiawen
7
McDonald, John F.
7
Mignon, Valérie
7
Nielsen, Morten Ørregaard
7
Robe, Michel A.
7
Xiong, Wei
7
Balcilar, Mehmet
6
Bohl, Martin T.
6
Caporale, Guglielmo Maria
6
Chakravarty, Sugato
6
Ciferri, Davide
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Czudaj, Robert
6
Frankel, Jeffrey A.
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Centre for Economic Policy Research
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Eric Cuvillier <Firma>
1
Humboldt-Universität zu Berlin
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Leibniz-Institut für Agrarentwicklung in Transformationsökonomien
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Logos Verlag Berlin
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Martin-Luther-Universität Halle-Wittenberg
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Robert Schuman Centre for Advanced Studies
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Springer-Verlag GmbH
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1
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University of New England / Department of Econometrics
1
University of Western Australia / Business School
1
University of York / Department of Economics and Related Studies
1
World Bank / Development Research Group / Rural Development
1
World Bank / Development Research Group / Rural development
1
World Institute for Development Economics Research
1
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Energy economics
133
The journal of futures markets
65
Economic modelling
34
Finance research letters
28
Applied economics
26
Applied economics letters
25
International Journal of Energy Economics and Policy : IJEEP
22
International review of financial analysis
22
International review of economics & finance : IREF
20
Journal of banking & finance
19
Journal of international money and finance
19
Journal of commodity markets
18
Working paper / National Bureau of Economic Research, Inc.
17
American journal of agricultural economics
16
Working paper
16
The North American journal of economics and finance : a journal of financial economics studies
15
Applied financial economics
14
NBER working paper series
12
The energy journal
12
Journal of empirical finance
11
Research in international business and finance
11
Econometric Institute research papers
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NBER Working Paper
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CESifo working papers
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Journal of urban economics
9
The empirical economics letters : a monthly international journal of economics
9
Discussion paper / Centre for Economic Policy Research
8
International journal of finance & economics : IJFE
8
Journal of applied econometrics
8
Journal of international financial markets, institutions & money
8
International journal of forecasting
7
The European journal of finance
7
Cogent economics & finance
6
Economics letters
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
Journal of agricultural economics
6
Journal of forecasting
6
Special memorandum / London & Cambridge Economic Service
6
Stocks of staple commodities
6
CAMA working paper series
5
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ECONIS (ZBW)
1,592
EconStor
3
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11
Price discovery in commodity futures and cash markets with heterogeneous agents
Van Huellen, Sophie
- In:
Journal of international money and finance
95
(
2019
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012135182
Saved in:
12
Interdependence among agricultural commodity markets, macroeconomic factors, crude oil and commodity index
Fernandez-Diaz, Jose M.
;
Morley, Bruce
- In:
Research in international business and finance
47
(
2019
),
pp. 174-194
Persistent link: https://www.econbiz.de/10012135526
Saved in:
13
The asymmetric return-volatility relationship of commodity prices
Baur, Dirk G.
;
Dimpfl, Thomas
- In:
Energy economics
76
(
2018
),
pp. 378-387
Persistent link: https://www.econbiz.de/10011976677
Saved in:
14
Inflation hedging with commodities : a wavelet analysis of seven centuries worth of data
Zaremba, Adam
;
Umar, Zaghum
;
Mikutowski, Mateusz
- In:
Economics letters
181
(
2019
),
pp. 90-94
Persistent link: https://www.econbiz.de/10012121850
Saved in:
15
Commodity forward curve dynamics with inventory information
Vicedom, Sebastian
- In:
Essays in finance : commodity derivatives, volatility …
,
(pp. 8-49)
.
2016
Persistent link: https://www.econbiz.de/10011646898
Saved in:
16
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:
17
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:
18
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:
19
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:
20
Impact of Indian commodity futures on price discovery, volatility spill-over, systematic risk and wholesale price index
Kakati, Rinalini P.
- In:
Finance India : the quarterly journal of Indian …
28
(
2014
)
4
,
pp. 1313-1334
Persistent link: https://www.econbiz.de/10010495217
Saved in:
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