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subject:"ARCH-Modell"
~isPartOf:"Review of quantitative finance and accounting"
~subject:"Ölmarkt"
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ARCH-Modell
Ölmarkt
Commodity derivative
10
Rohstoffderivat
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Review of quantitative finance and accounting
Energy economics
134
The journal of futures markets
25
Economic modelling
24
Finance research letters
21
International Journal of Energy Economics and Policy : IJEEP
19
The energy journal
17
Applied economics
16
International review of financial analysis
15
International review of economics & finance : IREF
12
Research in international business and finance
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The North American journal of economics and finance : a journal of financial economics studies
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Journal of international financial markets, institutions & money
6
American journal of agricultural economics
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The empirical economics letters : a monthly international journal of economics
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International journal of finance & economics : IJFE
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Journal of empirical finance
4
Journal of international money and finance
4
The journal of energy markets
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
International journal of bonds and derivatives
3
International journal of forecasting
3
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
3
OPEC energy review
3
Quantitative finance
3
The European journal of finance
3
Theoretical economics letters
3
USAEE Working Paper
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Working paper / Department of Economics, Uppsala University
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Agricultural finance review
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Chemnitz economic papers
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Do spot food commodity and oil prices predict futures prices?
Cartwright, Phillip A.
;
Riabko, Natalija
- In:
Review of quantitative finance and accounting
53
(
2019
)
1
,
pp. 153-194
Persistent link: https://www.econbiz.de/10012173033
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2
Crude oil and gasoline volatility risk into a Realized-EGARCH model
Ben Sita, Bernard
- In:
Review of quantitative finance and accounting
53
(
2019
)
3
,
pp. 701-720
Persistent link: https://www.econbiz.de/10012234368
Saved in:
3
Volatility forecasting in the Chinese commodity futures market with intraday data
Jiang, Ying
;
Ahmed, Shamim
;
Liu, Xiaoquan
- In:
Review of quantitative finance and accounting
48
(
2017
)
4
,
pp. 1123-1173
Persistent link: https://www.econbiz.de/10011797006
Saved in:
4
Forecasting changes in copper futures volatility with GARCH models using an iterated algorithm
Smith, Kenneth L.
;
Bracker, Kevin
- In:
Review of quantitative finance and accounting
20
(
2003
)
3
,
pp. 245-265
Persistent link: https://www.econbiz.de/10001773901
Saved in:
5
Information flows between the U.S. and China commodity futures trading
Fung, Hung-gay
;
Leung, Wai K.
;
Xu, Xiaoqing Eleanor
- In:
Review of quantitative finance and accounting
21
(
2003
)
3
,
pp. 267-285
Persistent link: https://www.econbiz.de/10001839848
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6
Oil convenience yields estimated under demand/supply shock
Lin, William
;
Duan, Chang-wen
- In:
Review of quantitative finance and accounting
28
(
2007
)
2
,
pp. 203-225
Persistent link: https://www.econbiz.de/10003492797
Saved in:
7
Risk premia in the term structure of crude oil futures : long-run and short-run volatility components
Boyd, Naomi E.
;
Li, Bingxin
;
Liu, Rui
- In:
Review of quantitative finance and accounting
58
(
2022
)
4
,
pp. 1505-1533
Persistent link: https://www.econbiz.de/10013191983
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