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subject:"ARCH-Modell"
~isPartOf:"European review of agricultural economics : ERAE"
~isPartOf:"Applied economics"
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ARCH-Modell
Commodity derivative
60
Rohstoffderivat
60
Commodity price
34
Rohstoffpreis
34
Volatility
27
Volatilität
27
Theorie
26
Theory
26
Estimation
24
Schätzung
24
Commodity exchange
20
Warenbörse
20
Welt
20
World
20
Commodity market
16
Rohstoffmarkt
16
Oil price
15
Ölpreis
15
Hedging
14
ARCH model
13
Erdöl
11
Petroleum
11
USA
11
United States
11
Agrarprodukt
9
Agricultural product
9
China
9
Derivat
9
Derivative
9
Forecasting model
9
Prognoseverfahren
9
VAR model
8
VAR-Modell
8
Exchange rate
7
Spillover effect
7
Spillover-Effekt
7
Wechselkurs
7
commodity prices
7
Efficient market hypothesis
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Goutte, Stéphane
2
Abid, Ilyes
1
Anderson, David P.
1
Boroumand, Raphaël Homayoun
1
Dhaoui, Abderrazak
1
Diao, Xundi
1
Fan, Hai
1
Guesmi, Khaled
1
He, Chaohua
1
He, Yingchen
1
Hernandez, Manuel A.
1
Hooi Hooi Lean
1
Hu, Chunyang
1
Ibarra, Raul
1
Jiang, Huayun
1
Jumah, Adusei
1
Klose, Steven L.
1
Kunst, Robert M.
1
Lee, Hsiang-tai
1
Lee, Hyun-Bock
1
Li, Guangchen
1
Liu, Jing
1
Liu, Li
1
Ma, Feng
1
Park, Cheol-Ho
1
Porcher, Simon
1
Porcher, Thomas
1
Power, Gabriel J.
1
Qin, Xiao
1
Roca, Eduardo
1
Smyth, Russell
1
Su, Jen-je
1
Todorova, Neda
1
Trupkin, Danilo R.
1
Vedenov, Dmitry V.
1
Wahab, M. I. M.
1
Wei, Weixian
1
Wen, Fenghua
1
Yoder, Jonathan K.
1
Zhang, Minzhi
1
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European review of agricultural economics : ERAE
Applied economics
Energy economics
85
Economic modelling
17
The journal of futures markets
15
Finance research letters
14
Econometric Institute research papers
10
International Journal of Energy Economics and Policy : IJEEP
10
International review of financial analysis
10
Working paper
10
International review of economics & finance : IREF
9
Journal of commodity markets
7
The North American journal of economics and finance : a journal of financial economics studies
7
Journal of international financial markets, institutions & money
6
Research in international business and finance
6
American journal of agricultural economics
5
Applied economics letters
5
The energy journal
5
Journal of empirical finance
4
Journal of forecasting
4
Review of quantitative finance and accounting
4
The empirical economics letters : a monthly international journal of economics
4
International journal of bonds and derivatives
3
International journal of finance & economics : IJFE
3
International journal of forecasting
3
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
3
Journal of banking & finance
3
The European journal of finance
3
Agricultural finance review
2
Applied financial economics
2
CESifo working papers
2
Chemnitz economic papers
2
Cogent economics & finance
2
Economies : open access journal
2
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
FEEM Working Paper
2
Finance India : the quarterly journal of Indian Institute of Finance
2
Financial innovation : FIN
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1
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
Saved in:
2
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
Saved in:
3
How far do shocks move across borders? : Examining volatility transmission in major agricultural futures markets
Hernandez, Manuel A.
;
Ibarra, Raul
;
Trupkin, Danilo R.
- In:
European review of agricultural economics : ERAE
41
(
2014
)
2
,
pp. 301-325
Persistent link: https://www.econbiz.de/10010426621
Saved in:
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
Saved in:
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
The effects of dollar/sterling exchange rate volatility on futures markets for coffee and cocoa
Jumah, Adusei
;
Kunst, Robert M.
- In:
European review of agricultural economics : ERAE
28
(
2001
)
3
,
pp. 307-328
Persistent link: https://www.econbiz.de/10001613439
Saved in:
9
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
Saved in:
10
A bivariate Markov regime switching GARCH approach to estimate time varying minimum variance hedge ratios
Lee, Hsiang-tai
;
Yoder, Jonathan K.
- In:
Applied economics
39
(
2007
)
10/12
,
pp. 1253-1265
Persistent link: https://www.econbiz.de/10003511726
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