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subject:"ARCH-Modell"
~isPartOf:"European review of agricultural economics : ERAE"
~isPartOf:"Finance research letters"
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ARCH-Modell
Commodity derivative
74
Rohstoffderivat
74
Volatility
31
Volatilität
31
Oil price
26
Ölpreis
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Welt
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Alshammari, Saad
1
Hernandez, Manuel A.
1
Huang, Dengshi
1
Huang, Lixin
1
Huang, Xiaozhou
1
Huang, Zhuo
1
Ibarra, Raul
1
Ji, Qiang
1
Jiang, Wei
1
Jumah, Adusei
1
Kunst, Robert M.
1
Lang, Qiaoqi
1
Lanza, Alessandro
1
Li, Chao
1
Li, Jie
1
Li, Ping
1
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1
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1
Liu, Shan
1
Liu, Xiao
1
Lu, Xinjie
1
Luo, Xingguo
1
Ma, Feng
1
Manera, Matteo
1
McAleer, Michael
1
Mei, Dexiang
1
Obeid, Hassan
1
Onbirler, Özgür Ünal
1
Song, Juan
1
Tang, Wanqing
1
Trupkin, Danilo R.
1
Ulusoy, Veysel
1
Wang, Ruizhi
1
Wang, Tianyi
1
Wang, Yubao
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Xie, Yutang
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Ye, Zinan
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1
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European review of agricultural economics : ERAE
Finance research letters
Energy economics
85
Economic modelling
17
The journal of futures markets
15
Applied economics
11
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
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Cogent economics & finance
2
Economies : open access journal
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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
Marginal speculation and hedging in commodity markets
Ulusoy, Veysel
;
Onbirler, Özgür Ünal
- In:
Finance research letters
23
(
2017
),
pp. 269-282
Persistent link: https://www.econbiz.de/10011808416
Saved in:
2
Predicting volatility of the Shanghai silver futures market : what is the role of the U.S. options market?
Luo, Xingguo
;
Ye, Zinan
- In:
Finance research letters
15
(
2015
),
pp. 68-77
Persistent link: https://www.econbiz.de/10011552969
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
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:
5
Modeling dynamic conditional correlations in WTI oil forward and futures returns
Lanza, Alessandro
;
Manera, Matteo
;
McAleer, Michael
- In:
Finance research letters
3
(
2006
)
2
,
pp. 114-132
Persistent link: https://www.econbiz.de/10003333927
Saved in:
6
Global economic policy uncertainty and oil futures volatility prediction
Zhao, Ling
- In:
Finance research letters
54
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014472626
Saved in:
7
Analyzing commodity futures and stock market indices : hedging strategies using asymmetric dynamic conditional correlation models
Alshammari, Saad
;
Obeid, Hassan
- In:
Finance research letters
56
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014473654
Saved in:
8
The Chinese oil futures volatility : evidence from high-low estimator information
Huang, Xiaozhou
;
Wang, Yubao
;
Song, Juan
- In:
Finance research letters
56
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014473684
Saved in:
9
Macroeconomic attention and oil futures volatility prediction
Liu, Shan
;
Li, Ziwei
- In:
Finance research letters
57
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014505944
Saved in:
10
Modeling dynamic higher moments of crude oil futures
Huang, Zhuo
;
Liang, Fang
;
Wang, Tianyi
;
Li, Chao
- In:
Finance research letters
39
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012805140
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