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subject:"ARCH-Modell"
~isPartOf:"The energy journal"
~subject:"Commodity exchange"
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ARCH-Modell
Commodity exchange
Commodity derivative
44
Rohstoffderivat
44
Oil price
30
Ölpreis
30
Volatility
21
Volatilität
21
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ARCH model
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Manera, Matteo
2
Nicolini, Marcella
2
Behmiri, Niaz Bashiri
1
Bernard, Jean-Thomas
1
Byun, Sung Je
1
Cifarelli, Giulio
1
Cortazar, Gonzalo
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1
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Paesani, Paolo
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Rousse, Olivier
1
Sanders, Dwight R.
1
Schwartz, Eduardo S.
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Snudden, Stephen
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Sévi, Benoît
1
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The energy journal
Energy economics
124
The journal of futures markets
45
Economic modelling
32
Finance research letters
29
International review of financial analysis
27
Applied economics
26
Journal of commodity markets
26
Journal of banking & finance
21
International review of economics & finance : IREF
20
Working paper
19
Applied economics letters
18
American journal of agricultural economics
15
International Journal of Energy Economics and Policy : IJEEP
15
Journal of the Royal Statistical Society
11
Econometric Institute research papers
10
Research in international business and finance
10
Cogent economics & finance
8
Journal of empirical finance
8
The North American journal of economics and finance : a journal of financial economics studies
8
The journal of investment compliance
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
Journal of international financial markets, institutions & money
7
NBER working paper series
7
Quantitative finance
7
Wiley finance series
7
International journal of finance & economics : IJFE
6
International journal of forecasting
6
Journal of international money and finance
6
NBER Working Paper
6
Review of quantitative finance and accounting
6
Special memorandum / London & Cambridge Economic Service
6
Stocks of staple commodities
6
The empirical economics letters : a monthly international journal of economics
6
Agricultural finance review
5
Applied economic perspectives and policy
5
Applied financial economics
5
European review of agricultural economics : ERAE
5
International journal of bonds and derivatives
5
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Speculation in commodity futures markets, inventories and the price of crude oil
Byun, Sung Je
- In:
The energy journal
38
(
2017
)
5
,
pp. 93-113
Persistent link: https://www.econbiz.de/10011791800
Saved in:
2
Measuring index investment in commodity futures markets
Sanders, Dwight R.
;
Irwin, Scott H.
- In:
The energy journal
34
(
2013
)
3
,
pp. 105-127
Persistent link: https://www.econbiz.de/10009771880
Saved in:
3
The convenience yield and the informational content of the oil futures price
Bernard, Jean-Thomas
;
Khalaf, Lynda
;
Kichian, Maral
; …
- In:
The energy journal
36
(
2015
)
2
,
pp. 29-46
Persistent link: https://www.econbiz.de/10010528362
Saved in:
4
Understanding dynamic conditional correlations between oil, natural gas and non-energy commodity futures markets
Behmiri, Niaz Bashiri
;
Manera, Matteo
;
Nicolini, Marcella
- In:
The energy journal
40
(
2019
)
2
,
pp. 55-76
Persistent link: https://www.econbiz.de/10012037403
Saved in:
5
Informed trading in the WTI oil futures market
Rousse, Olivier
;
Sévi, Benoît
- In:
The energy journal
40
(
2019
)
2
,
pp. 139-159
Persistent link: https://www.econbiz.de/10012037434
Saved in:
6
Multi-period VaR-constrained portfolio optimization with applications to the electric power sector
Kleindorfer, Paul R.
;
Li, Lide
- In:
The energy journal
26
(
2005
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10002643010
Saved in:
7
Financial speculation in energy and agriculture futures markets : a multivariate GARCH approach
Manera, Matteo
;
Nicolini, Marcella
;
Vignatti, Ilaria
- In:
The energy journal
34
(
2013
)
3
,
pp. 55-81
Persistent link: https://www.econbiz.de/10009771887
Saved in:
8
Jump processes in the market for crude oil
Wilmot, Neil A.
;
Mason, Charles F.
- In:
The energy journal
34
(
2013
)
1
,
pp. 33-48
Persistent link: https://www.econbiz.de/10009714590
Saved in:
9
Futures prices are useful predictors of the spot price of crude oil
Ellwanger, Reinhard
;
Snudden, Stephen
- In:
The energy journal
44
(
2023
)
4
,
pp. 65-82
Persistent link: https://www.econbiz.de/10014323790
Saved in:
10
Navigating the oil bubble : a non-linear heterogeneous-agent dynamic model of futures oil pricing
Cifarelli, Giulio
;
Paesani, Paolo
- In:
The energy journal
42
(
2021
)
5
,
pp. 101-122
Persistent link: https://www.econbiz.de/10013170656
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