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subject:"ARCH-Modell"
~subject:"Forecasting model"
~subject:"Petroleum"
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ARCH-Modell
Forecasting model
Petroleum
Ölmarkt
Rohstoffderivat
4,247
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4,226
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3,387
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35
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19
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14
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14
Wang, Yudong
13
Chevallier, Julien
12
Tansuchat, Roengchai
11
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11
Hamilton, James D.
10
Kilian, Lutz
10
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10
Schwartz, Eduardo S.
10
Wu, Jing Cynthia
10
Hammoudeh, Shawkat
9
Nguyen, Duc Khuong
9
Nicolini, Marcella
9
Roengchai Tansuchat
9
Sévi, Benoît
9
García, Philip
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Irwin, Scott H.
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Lu, Xinjie
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Klein, Tony
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Liang, Chao
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Nikitopoulos, Christina Sklibosios
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Xu, Yahua
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Algieri, Bernardina
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Bouri, Elie
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Caporale, Guglielmo Maria
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Ciferri, Davide
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6
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Energy economics
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50
Economic modelling
34
Finance research letters
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International Journal of Energy Economics and Policy : IJEEP
24
International review of financial analysis
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Applied economics
23
International review of economics & finance : IREF
21
Research in international business and finance
15
Working paper
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Journal of banking & finance
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International journal of forecasting
13
Journal of commodity markets
13
The North American journal of economics and finance : a journal of financial economics studies
12
Journal of forecasting
11
Journal of international money and finance
11
Econometric Institute research papers
10
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
10
American journal of agricultural economics
9
Applied financial economics
9
The review of financial studies
9
Applied economics letters
8
OPEC energy review
8
CESifo working papers
7
Journal of international financial markets, institutions & money
7
NBER working paper series
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Review of quantitative finance and accounting
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
Journal of empirical finance
6
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European review of agricultural economics : ERAE
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ECONIS (ZBW)
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EconStor
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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:
2
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:
3
Commodity price forecasts and futures prices
Choe, Boum-Jong
-
1990
Persistent link: https://www.econbiz.de/10000131398
Saved in:
4
Speculation, hedging and commodity price forecasts
Labys, Walter C.
;
Granger, C. W. J.
-
1970
Persistent link: https://www.econbiz.de/10000571163
Saved in:
5
Futures prices as forecasts of commodity spot prices
Giles, David E. A.
;
Goss, Barry A.
-
1980
Persistent link: https://www.econbiz.de/10000012349
Saved in:
6
The stochastic behavior of commodity prices : implications for valuation and hedging
Schwartz, Eduardo S.
- In:
The journal of finance : the journal of the American …
52
(
1997
)
3
,
pp. 923-973
Persistent link: https://www.econbiz.de/10001225632
Saved in:
7
Commodity futures prices as forecasts
Tomek, William G.
- In:
Review of agricultural economics : RAE
19
(
1997
)
1
,
pp. 23-44
Persistent link: https://www.econbiz.de/10001230571
Saved in:
8
Forecasting ability of the rational expectations model in the commodity futures market
Akkina, Krishna Rao
- In:
The journal of economics
13
(
1987
),
pp. 105-109
Persistent link: https://www.econbiz.de/10001250098
Saved in:
9
Interdependence among agricultural commodity markets, macroeconomic factors, crude oil and commodity index
Fernandez, Jose M.
-
2015
Persistent link: https://www.econbiz.de/10011409070
Saved in:
10
Financialization and commodity prices : an empirical analysis for coffee, cotton, wheat and oil
Ederer, Stefan
;
Heumesser, Christine
;
Staritz, Cornelia
- In:
International review of applied economics
30
(
2016
)
4
,
pp. 462-487
Persistent link: https://www.econbiz.de/10011472537
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