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subject:"Commodity derivative"
~isPartOf:"Applied economics"
~person:"Indriawan, Ivan"
~subject:"Börsenkurs"
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Commodity derivative
Börsenkurs
Commodity market
2
Rohstoffderivat
2
Rohstoffmarkt
2
Arbitrage
1
China
1
Chinese commodity futures
1
Commodity exchange
1
Commodity markets
1
Estimation
1
Financial investment
1
Forecasting model
1
Hedging
1
Kapitalanlage
1
Pair trading
1
Portfolio selection
1
Portfolio-Management
1
Prognoseverfahren
1
Risikoprämie
1
Risk premium
1
Schätzung
1
Share price
1
Theorie
1
Theory
1
Volatility
1
Volatilität
1
Warenbörse
1
Welt
1
World
1
arbitrage opportunities
1
asymmetric risk
1
portfolio gains
1
prediction
1
upside and downside variance risk premiums
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Indriawan, Ivan
García, Philip
5
Irwin, Scott H.
3
Etienne, Xiaoli Liao
2
Goutte, Stéphane
2
Luo, Jiawen
2
Pal, Debdatta
2
Todorova, Neda
2
Zhu, Huiming
2
Abid, Ilyes
1
Aiube, Fernando Antônio Lucena
1
Alam, Md Rafayet
1
Alfano, Simon
1
Alizadeh-Masoodian, Amir H.
1
An, Sufang
1
Anderson, David P.
1
Arreola Hernandez, Jose
1
Aulerich, Nicole M.
1
Babalos, Vassilios
1
Boroumand, Raphaël Homayoun
1
Bouri, Elie
1
Chelley-Steeley, Patricia L.
1
Chen, Langnan
1
Chung, Richard
1
Deng, Jun
1
Dhaoui, Abderrazak
1
Diao, Xundi
1
Duan, Rong
1
Egelkraut, Thorsten Michael
1
Fan, Hai
1
Fang, Wei
1
Fernandez-Perez, Adrian
1
Feuerriegel, Stefan
1
Frank, J.
1
Frijns, Bart
1
Ftiti, Zied
1
Gao, Xiangyun
1
Garcia, P.
1
Gubareva, Mariya
1
Guesmi, Khaled
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Applied economics
Journal of banking & finance
1
Journal of commodity markets
1
The energy journal
1
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ECONIS (ZBW)
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Bad volatility is not always bad : evidence from the commodity markets
Indriawan, Ivan
;
Lien, Da-hsiang Donald
;
Roh, Tai-Yong
; …
- In:
Applied economics
52
(
2020
)
40
,
pp. 4384-4402
Persistent link: https://www.econbiz.de/10012259062
Saved in:
2
Pairs trading of Chinese and international commodities
Fernandez-Perez, Adrian
;
Frijns, Bart
;
Indriawan, Ivan
; …
- In:
Applied economics
52
(
2020
)
48
,
pp. 5203-5217
Persistent link: https://www.econbiz.de/10012307208
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