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subject:"ARCH-Modell"
~isPartOf:"The energy journal"
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ARCH-Modell
Derivative
Commodity derivative
44
Rohstoffderivat
44
Oil price
30
Ölpreis
30
Volatility
21
Volatilität
21
Erdöl
15
Oil market
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Price
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Rohstoffpreis
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ARCH model
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14
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Manera, Matteo
2
Nicolini, Marcella
2
Alquist, Ron
1
Behmiri, Niaz Bashiri
1
Bernard, Jean-Thomas
1
Cifarelli, Giulio
1
Daskalakis, George
1
Dupuis, Debbie J.
1
Ellwanger, Reinhard
1
Fattouh, Bassam
1
Gauthier, Geneviève
1
Gervais, Olivier
1
Godin, Frédéric
1
Hanly, Jim
1
Khalaf, Lynda
1
Kichian, Maral
1
Kilian, Lutz
1
Mahadeva, Lavan
1
Markellos, Raphaēl N.
1
Mason, Charles F.
1
McMahon, Sebastien
1
Paesani, Paolo
1
Peña Sánchez de Rivera, Juan Ignacio
1
Rodríguez, Rosa
1
Snudden, Stephen
1
Steinert, Rick
1
Symeonidis, Lazaros
1
Vignatti, Ilaria
1
Wilmot, Neil A.
1
Zhang, Han
1
Zhang, Yue-jun
1
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The energy journal
Energy economics
123
Economic modelling
27
The journal of futures markets
26
International review of financial analysis
23
Finance research letters
20
International review of economics & finance : IREF
19
Applied economics
17
Journal of commodity markets
16
Working paper
15
International Journal of Energy Economics and Policy : IJEEP
14
Journal of banking & finance
14
Research in international business and finance
13
American journal of agricultural economics
11
Applied economics letters
11
Econometric Institute research papers
11
Journal of empirical finance
9
The North American journal of economics and finance : a journal of financial economics studies
8
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
7
The European journal of finance
7
Applied economic perspectives and policy
6
European journal of operational research : EJOR
6
Journal of international financial markets, institutions & money
6
The empirical economics letters : a monthly international journal of economics
6
Applied financial economics
5
Cogent economics & finance
5
International journal of forecasting
5
International journal of theoretical and applied finance
5
Journal of forecasting
5
Journal of risk and financial management : JRFM
5
Quantitative finance
5
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
5
Review of quantitative finance and accounting
5
Annals of finance
4
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Empirical economics : a quarterly journal of the Institute for Advanced Studies
4
European review of agricultural economics : ERAE
4
IIMB management review
4
International journal of bonds and derivatives
4
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ECONIS (ZBW)
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1
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:
2
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:
3
Managing energy price risk using futures contracts : a comparative analysis
Hanly, Jim
- In:
The energy journal
38
(
2017
)
3
,
pp. 93-112
Persistent link: https://www.econbiz.de/10011661816
Saved in:
4
Short-to mid-term day-ahead electricity price forecasting using futures
Steinert, Rick
;
Ziel, Florian
- In:
The energy journal
40
(
2019
)
1
,
pp. 105-127
Persistent link: https://www.econbiz.de/10011970839
Saved in:
5
Electricity futures prices in an emissions constrained economy : evidence from European power markets
Daskalakis, George
;
Symeonidis, Lazaros
;
Markellos, …
- In:
The energy journal
36
(
2015
)
3
,
pp. 1-33
Persistent link: https://www.econbiz.de/10011403464
Saved in:
6
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:
7
The role of financial speculation in driving the price of crude oil
Alquist, Ron
;
Gervais, Olivier
- In:
The energy journal
34
(
2013
)
3
,
pp. 35-54
Persistent link: https://www.econbiz.de/10009771893
Saved in:
8
The role of speculation in oil markets : what have we learned so far?
Fattouh, Bassam
;
Kilian, Lutz
;
Mahadeva, Lavan
- In:
The energy journal
34
(
2013
)
3
,
pp. 7-33
Persistent link: https://www.econbiz.de/10009771896
Saved in:
9
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:
10
Short-term hedging for an electricity retailer
Dupuis, Debbie J.
;
Gauthier, Geneviève
;
Godin, Frédéric
- In:
The energy journal
37
(
2016
)
2
,
pp. 31-59
Persistent link: https://www.econbiz.de/10011458291
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