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subject:"ARCH-Modell"
~subject:"Hedging"
~subject:"USA"
~subject:"Warenbörse"
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ARCH-Modell
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Energy economics
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American journal of agricultural economics
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International review of financial analysis
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Economic modelling
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International review of economics & finance : IREF
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Applied economics
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Finance research letters
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Journal of commodity markets
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NBER working paper series
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Econometric Institute research papers
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Research in international business and finance
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European review of agricultural economics : ERAE
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The review of financial studies
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Journal of the Royal Statistical Society
11
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10
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Agricultural finance review
9
Cogent economics & finance
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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IMF working papers
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ECONIS (ZBW)
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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
Hedging with two futures contracts : simplicity pays
Nguyen, Thi Tuong Van
;
Carbonez, Katelijne A. E.
; …
-
2010
Persistent link: https://www.econbiz.de/10009126825
Saved in:
4
Hedging with two futures contracts : simplicity pays
Carbonez, Katelijne A. E.
;
Nguyen, Thi Tuong Van
; …
- In:
European financial management : the journal of the …
17
(
2011
)
5
,
pp. 806-834
Persistent link: https://www.econbiz.de/10009388244
Saved in:
5
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
Saved in:
6
Commodity spot, forward, and futures prices with a firm's optimal strategy
Nakajima, Katsushi
-
2017
Persistent link: https://www.econbiz.de/10012131904
Saved in:
7
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:
8
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
Saved in:
9
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:
10
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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