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subject:"ARCH-Modell"
~isPartOf:"Applied economics"
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ARCH-Modell
USA
Commodity derivative
46
Rohstoffderivat
46
Commodity price
25
Rohstoffpreis
25
Volatility
25
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Goutte, Stéphane
2
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Applied economics
The journal of futures markets
111
Energy economics
108
Working paper / National Bureau of Economic Research, Inc.
35
American journal of agricultural economics
30
Economic modelling
20
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
20
Working paper
17
Finance research letters
16
International review of economics & finance : IREF
16
Journal of agricultural and applied economics
16
The energy journal
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Econometric Institute research papers
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International Journal of Energy Economics and Policy : IJEEP
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International review of financial analysis
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Applied financial economics
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Ethnic Chicago
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The review of financial studies
12
NBER working paper series
10
Applied economics letters
9
Journal of commodity markets
9
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
9
Journal of international money and finance
8
The North American journal of economics and finance : a journal of financial economics studies
8
Agricultural economics : the journal of the International Association of Agricultural Economists
7
Journal of banking & finance
7
Research in international business and finance
7
The journal of alternative investments
7
Agricultural finance review
6
CESifo working papers
6
Journal of international financial markets, institutions & money
6
Agricultural and resource economics review : ARER
5
Canadian journal of agricultural economics : CJAE
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
European review of agricultural economics : ERAE
5
Finance and economics discussion series
5
Journal of urban economics
5
Review of quantitative finance and accounting
5
The empirical economics letters : a monthly international journal of economics
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Cointegration analysis with structural breaks and deterministic trends : an application to the Canadian dollar
Chaban, Maxym
- In:
Applied economics
42
(
2010
)
22/24
,
pp. 3021-3037
Persistent link: https://www.econbiz.de/10008748174
Saved in:
2
Estimating multi-period value at risk of oil futures prices
Zhou, Chunyang
;
Qin, Xiao
;
Diao, Xundi
;
He, Yingchen
- In:
Applied economics
48
(
2016
)
31/33
,
pp. 2994-3004
Persistent link: https://www.econbiz.de/10011615344
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3
Testing for weak-form efficiency of crude palm oil spot and future markets : new evidence from a GARCH unit root test with multiple structural breaks
Hooi Hooi Lean
;
Smyth, Russell
- In:
Applied economics
47
(
2015
)
16/18
,
pp. 1710-1721
Persistent link: https://www.econbiz.de/10010511983
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4
Forecasting realized volatility of crude oil futures with equity market uncertainty
Wen, Fenghua
;
Zhao, Yupei
;
Zhang, Minzhi
;
Hu, Chunyang
- In:
Applied economics
51
(
2019
)
59
,
pp. 6411-6427
Persistent link: https://www.econbiz.de/10012197349
Saved in:
5
Dynamics of volatility transmission between the U.S. and the Chinese agricultural futures markets
Jiang, Huayun
;
Todorova, Neda
;
Roca, Eduardo
;
Su, Jen-je
- In:
Applied economics
49
(
2017
)
34/36
,
pp. 3435-3452
Persistent link: https://www.econbiz.de/10011774968
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6
Is economic policy uncertainty important to forecast the realized volatility of crude oil futures?
Ma, Feng
;
Wahab, M. I. M.
;
Liu, Jing
;
Liu, Li
- In:
Applied economics
50
(
2018
)
18
,
pp. 2087-2101
Persistent link: https://www.econbiz.de/10011849647
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7
Jumps and volatility dynamics in agricultural commodity spot prices
Boroumand, Raphaël Homayoun
;
Goutte, Stéphane
; …
- In:
Applied economics
49
(
2017
)
40
,
pp. 4035-4054
Persistent link: https://www.econbiz.de/10011820009
Saved in:
8
What explains long memory in futures price volatility?
Power, G. J.
;
Turvey, Calum Greig
- In:
Applied economics
43
(
2011
)
22/24
,
pp. 3395-3404
Persistent link: https://www.econbiz.de/10009357366
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9
Trading grain now and then : the relative performance of early grain-futures markets
Santos, Joseph M.
- In:
Applied economics
45
(
2013
)
1/3
,
pp. 287-298
Persistent link: https://www.econbiz.de/10009713039
Saved in:
10
Market volatility and the dynamic hedging of multi-commodity price risk
Power, Gabriel J.
;
Vedenov, Dmitry V.
;
Anderson, David P.
; …
- In:
Applied economics
45
(
2013
)
25/27
,
pp. 3891-3903
Persistent link: https://www.econbiz.de/10010345840
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