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subject:"ARCH-Modell"
~subject:"Commodity market"
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ARCH-Modell
Commodity market
Rohstoffderivat
4,246
Commodity derivative
4,225
Rohstoffpreis
3,385
Commodity price
3,217
Welt
2,083
World
2,029
Theorie
1,908
Theory
1,864
Volatilität
1,718
Volatility
1,707
Renewable resources
1,433
Erneuerbare Ressourcen
1,417
Rohstoffmarkt
1,235
Warenbörse
1,191
Commodity exchange
1,175
Ölpreis
1,049
Oil price
1,039
USA
982
Schätzung
973
Estimation
958
United States
954
Derivat
739
Derivative
738
Hedging
599
Chicago (Ill.)
576
Erdöl
527
Petroleum
520
Prognoseverfahren
499
Forecasting model
497
ARCH model
470
Schock
445
Börsenkurs
440
Shock
439
Share price
438
Kapitaleinkommen
360
Capital income
358
Ölmarkt
352
Oil market
350
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535
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Sammelwerk
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1,591
German
21
French
6
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McAleer, Michael
32
Ma, Feng
26
Chang, Chia-Lin
25
Prokopczuk, Marcel
21
Manera, Matteo
19
Chevallier, Julien
13
Nicolini, Marcella
12
Sauerbeck, A.
12
Ji, Qiang
10
Tang, Ke
10
Tansuchat, Roengchai
10
Bouri, Elie
9
Roengchai Tansuchat
9
Wei, Yu
9
Xiong, Wei
9
Algieri, Bernardina
8
Hammoudeh, Shawkat
8
Nguyen, Duc Khuong
8
Pindyck, Robert S.
8
Triantafyllou, Athanasios
8
Vignati, Ilaria
8
Wohar, Mark E.
8
Wright, Brian D.
8
Zhang, Yaojie
8
Bohl, Martin T.
7
Ielpo, Florian
7
Narayan, Paresh Kumar
7
Radetzki, Marian
7
Tiwari, Aviral Kumar
7
Todorova, Neda
7
Tröster, Bernhard
7
Aizenman, Joshua
6
Bakas, Dimitrios
6
Bobenrieth H., Eugenio S.
6
Bobenrieth H., Juan R. A.
6
Geman, Hélyette
6
Gong, Xu
6
Gupta, Rangan
6
Liu, Jing
6
Lu, Xinjie
6
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12
UNCTAD
5
Association of European Conjuncture Institutes / Working Group on Commodity Prices
4
UNCTAD / Secretariat
4
International Monetary Fund
3
Foreign Investment Advisory Service
2
Internationaler Währungsfonds
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OECD
2
Organization of American States
2
University of Canterbury / Dept. of Economics and Finance
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Vereinte Nationen
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World Bank
2
World Bank Group
2
Bank für Internationalen Zahlungsausgleich / Committee on Payments and Market Infrastructures
1
Barchart.com, Inc.
1
Basel Committee on Banking Supervision
1
Centre for Economic Policy Research
1
Christian-Albrechts-Universität zu Kiel
1
Committee on Governmental Affairs, United States Senate
1
Commodity Research Bureau
1
Common Fund for Commodities
1
Conference on Trade and Development <1, 1964, Genf>
1
Conference on Trade and Development <2, 1968, Delhi>
1
East Asia Seminar on Economics <20, 2008, Hongkong>
1
Electric Power Research Institute
1
FAO / Committee on Commodity Problems
1
Federation of Commodity Associations
1
Fraunhofer IRB-Verlag
1
Fraunhofer-Institut für Techno- und Wirtschaftsmathematik
1
India USSR Chamber of Commerce and Industry
1
Indian Institute of Foreign Trade <Delhi>
1
Indien / Commodity Prices Board
1
International Conference on the Peaceful Uses of Atomic Energy <2., 1958, Genf>
1
International Monetary Fund. Research Dept
1
International Organization of Securities Commissions
1
Knight-Ridder Financial Publishing
1
Mongol ulsyn ih surguulʹ / Ėrdėm šinžilgėėnij hürėėlėn
1
Princeton University / International Finance Section
1
Project Cotton Production in Mozambique
1
Resources for the Future, Washington, D. C.
1
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Energy economics
118
Finance research letters
32
Applied economics
25
Intereconomics : review of European economic policy
25
Economic modelling
22
International review of financial analysis
22
Journal of commodity markets
22
The journal of futures markets
22
Applied economics letters
19
International review of economics & finance : IREF
19
Journal of international money and finance
19
Journal of banking & finance
15
Working paper
15
International Journal of Energy Economics and Policy : IJEEP
13
IMF working papers
12
Research in international business and finance
12
American journal of agricultural economics
11
Journal of the Royal Statistical Society
11
NBER Working Paper
11
NBER working paper series
11
Econometric Institute research papers
10
The North American journal of economics and finance : a journal of financial economics studies
9
The energy journal
9
Journal of international financial markets, institutions & money
8
CESifo working papers
7
Finance India : the quarterly journal of Indian Institute of Finance
7
Policy, research and external affairs working papers : WPS
7
The empirical economics letters : a monthly international journal of economics
7
Working paper / National Bureau of Economic Research, Inc.
7
International journal of economics and finance
6
International journal of finance & economics : IJFE
6
Journal of empirical finance
6
Journal of risk and financial management : JRFM
6
Mineral economics : raw materials report
6
Special memorandum / London & Cambridge Economic Service
6
Stocks of staple commodities
6
CAMA working paper series
5
Economics letters
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
International review of applied economics
5
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ECONIS (ZBW)
1,616
EconStor
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71
Die Finanzialisierung von Rohstoffmärkten
Mayer, Herbert Georg
-
2017
Persistent link: https://www.econbiz.de/10011729697
Saved in:
72
Financial crises and the nature of correlation between commodity and stock markets
Öztek, Mehmet Fatih
;
Öcal, Nadir
- In:
International review of economics & finance : IREF
48
(
2017
),
pp. 56-68
Persistent link: https://www.econbiz.de/10011747083
Saved in:
73
Volatility risk premia and future commodities returns
Ornelas, José Renato Haas
;
Mauad, Roberto Baltieri
-
2017
-
Revised July 2017
Persistent link: https://www.econbiz.de/10011752576
Saved in:
74
Internet, noise trading and commodity prices
Peri, Massimo
;
Vandone, Daniela
;
Baldi, Lucia
-
2012
Persistent link: https://www.econbiz.de/10011759934
Saved in:
75
Are futures prices influenced by spot prices or vice-versa? : an analysis of crude oil, natural gas and gold markets
Nicolau, Mihaela
;
Palomba, Giulio
;
Traini, Ilaria
-
2013
Persistent link: https://www.econbiz.de/10011771321
Saved in:
76
Crude oil and agricultural futures : an analysis of correlation dynamics
Silvennoinen, Annastiina
;
Thorp, Susan
-
2015
Persistent link: https://www.econbiz.de/10011777147
Saved in:
77
Volatility spillovers arising from the financialization of commodities
Shelton, Bryce
;
Chan, Wing Hong
-
2016
Persistent link: https://www.econbiz.de/10011798631
Saved in:
78
Futures contract implementation and the impact on commodity spot price volatility : evidence from Latin America
Zavaleta-Vázquez, Osmar H.
;
Arenas, Laura
- In:
International journal of bonds and derivatives
2
(
2016
)
3
,
pp. 249-266
Persistent link: https://www.econbiz.de/10011742334
Saved in:
79
Improved forward buying of commodity materials
Manikas, Andrew
;
Kroes, James
- In:
International journal of production research
54
(
2016
)
15/16
,
pp. 4568-4583
Persistent link: https://www.econbiz.de/10011518902
Saved in:
80
Economic cycles and downside commodities risk
Powell, Robert
;
Duc Hong Vo
;
Thach Ngoc Pham
- In:
Applied economics letters
25
(
2018
)
4
,
pp. 258-263
Persistent link: https://www.econbiz.de/10011854446
Saved in:
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