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subject:"Commodity derivative"
~isPartOf:"Applied financial economics"
~subject:"Estimation"
~subject:"Rohstoffpreis"
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Commodity derivative
Estimation
Rohstoffpreis
Rohstoffderivat
27
USA
11
United States
11
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10
Commodity price
6
Erdöl
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McAleer, Michael
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Lien, Da-hsiang Donald
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1
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1
Bordon, Ingo D.
1
Bryant, Henry L.
1
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Applied financial economics
Energy economics
314
The journal of futures markets
213
IMF working papers
85
Applied economics
70
Economic modelling
67
Finance research letters
66
International review of financial analysis
65
Working paper / National Bureau of Economic Research, Inc.
60
International review of economics & finance : IREF
59
Journal of banking & finance
59
NBER working paper series
58
American journal of agricultural economics
57
Journal of commodity markets
53
NBER Working Paper
52
Working paper
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Applied economics letters
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Journal of international money and finance
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The energy journal
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Intereconomics : review of European economic policy
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International Journal of Energy Economics and Policy : IJEEP
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Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
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IMF working paper
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Research in international business and finance
33
CAMA working paper series
31
Discussion paper / Centre for Economic Policy Research
31
The handbook of commodity investing
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Diskussionspapier / Lehrstuhl für Wirtschaftsethik, Martin-Luther-Universität Halle-Wittenberg
28
Wirtschaftsdienst
26
IMF Working Paper
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CESifo working papers
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Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
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Agricultural economics : the journal of the International Association of Agricultural Economists
21
The North American journal of economics and finance : a journal of financial economics studies
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Journal of agricultural and applied economics
20
The journal of alternative investments
20
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
19
CAMA Working Paper
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European review of agricultural economics : ERAE
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Simple and extended Kalman filters : an application to term structures of commodity prices
Lautier, Delphine
;
Galli, Alain
- In:
Applied financial economics
14
(
2004
)
13
,
pp. 963-973
Persistent link: https://www.econbiz.de/10002195491
Saved in:
2
Commodity futures price behaviour following large one-day price changes
Mazouz, Khelifa
;
Wang, Jian
- In:
Applied financial economics
24
(
2014
)
13/15
,
pp. 939-948
Persistent link: https://www.econbiz.de/10010410296
Saved in:
3
Are commodity prices mean reverting?
Andersson, Henrik
- In:
Applied financial economics
17
(
2007
)
10/12
,
pp. 769-783
Persistent link: https://www.econbiz.de/10003537543
Saved in:
4
Forward-looking agents and macroeconomic determinants of the equity price in a small open economy
Kia, Amir
- In:
Applied financial economics
13
(
2003
)
1
,
pp. 37-54
Persistent link: https://www.econbiz.de/10001725721
Saved in:
5
Global liquidity and commodity prices : a cointegrated VAR approach for OECD countries
Belke, Ansgar
;
Bordon, Ingo D.
;
Hendricks, Torben
- In:
Applied financial economics
20
(
2010
)
1/3
,
pp. 227-242
Persistent link: https://www.econbiz.de/10003936012
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6
Execution edge of pit traders and intraday price ranges of soft commodities
Kliakhandler, Igor L.
- In:
Applied financial economics
17
(
2007
)
4/6
,
pp. 343-350
Persistent link: https://www.econbiz.de/10003446026
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7
Convenience yield, mean reverting prices, and long memory in the petroleum market
Mazaheri, A.
- In:
Applied financial economics
9
(
1999
)
1
,
pp. 31-50
Persistent link: https://www.econbiz.de/10001363837
Saved in:
8
Interest rate differentials, market integration, and the efficiency of commodity futures markets
Jumah, Adusei
;
Karbuz, Sohbet
;
Rünstler, Gerhard
- In:
Applied financial economics
9
(
1999
)
1
,
pp. 101-108
Persistent link: https://www.econbiz.de/10001363845
Saved in:
9
Does futures speculation stabilize spot prices? : Evidence from metals markets
Kocagil, Ahmet Enis
- In:
Applied financial economics
7
(
1997
)
1
,
pp. 115-125
Persistent link: https://www.econbiz.de/10001219226
Saved in:
10
The linkage between aggregate stock market investor sentiment and commodity futures returns
Zheng, Yao
- In:
Applied financial economics
24
(
2014
)
22/24
,
pp. 1491-1513
Persistent link: https://www.econbiz.de/10010460087
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