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subject:"ARCH-Modell"
~isPartOf:"The energy journal"
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ARCH-Modell
Schätzung
Commodity derivative
44
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44
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30
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30
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21
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The energy journal
Energy economics
120
The journal of futures markets
47
Economic modelling
31
Applied economics
24
Finance research letters
23
International review of economics & finance : IREF
19
International review of financial analysis
19
Applied economics letters
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Journal of commodity markets
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Journal of international money and finance
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International Journal of Energy Economics and Policy : IJEEP
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Econometric Institute research papers
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Journal of urban economics
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International journal of forecasting
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Journal of agricultural economics
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1
Unveiling the time-dependent dynamics between oil prices and exchange rates : a wavelet-based panel analysis
Karlsson, Hyunjoo Kim
;
Månsson, Kristofer
;
Sjölander, Pär
- In:
The energy journal
41
(
2020
)
6
,
pp. 87-106
Persistent link: https://www.econbiz.de/10012547025
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
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:
4
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:
5
Dynamic adjustment of crude oil price spreads
Ghoshray, Atanu
;
Trifonova, Tatiana
- In:
The energy journal
35
(
2014
)
1
,
pp. 119-136
Persistent link: https://www.econbiz.de/10010246062
Saved in:
6
International oil market risk anticipations and the cushing bottleneck : option-implied evidence
Gagnon, Marie-Hélène
;
Power, Gabriel J.
- In:
The energy journal
41
(
2020
)
6
,
pp. 255-280
Persistent link: https://www.econbiz.de/10012547136
Saved in:
7
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
Saved in:
8
Time-varying term structure of oil risk premia
Cortazar, Gonzalo
;
Liedtke, Philip
;
Ortega, Hector
; …
- In:
The energy journal
43
(
2022
)
5
,
pp. 71-91
Persistent link: https://www.econbiz.de/10013412820
Saved in:
9
Modelling the global price of Oil : is there any role for the oil futures-spot spread?
Valenti, Daniele
- In:
The energy journal
43
(
2022
)
2
,
pp. 41-66
Persistent link: https://www.econbiz.de/10013187829
Saved in:
10
Volatility forecasting of crude oil market : which structural change based GARCH models have better performance?
Zhang, Yue-jun
;
Zhang, Han
- In:
The energy journal
44
(
2023
)
1
,
pp. 175-193
Persistent link: https://www.econbiz.de/10013542058
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