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subject:"ARCH-Modell"
~subject:"Kapitaleinkommen"
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ARCH-Modell
Kapitaleinkommen
Commodity derivative
60
Rohstoffderivat
60
Volatility
29
Volatilität
29
Oil price
26
Ölpreis
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Welt
24
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24
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Alshammari, Saad
1
Antonakakis, Nikolaos
1
Bassène, Théophile
1
Cao, Zhen
1
Chang, Tsangyao
1
Chen, Rongda
1
Chen, Shu
1
Cuñado Eizaguirre, Juncal
1
Gupta, Rangan
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Han, Liyan
1
Huang, Dengshi
1
Huang, Lixin
1
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Kwon, Kyungyoon
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Lang, Qiaoqi
1
Lanza, Alessandro
1
Li, Chao
1
Li, Jie
1
Li, Ping
1
Li, Ziwei
1
Liang, Fang
1
Liu, Shan
1
Liu, Xiao
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Lo, Gaye Del
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Lu, Xinjie
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Luo, Xingguo
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Ma, Feng
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Manera, Matteo
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Marcelin, Isaac
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McAleer, Michael
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Mei, Dexiang
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Finance research letters
Energy economics
97
The journal of futures markets
28
Economic modelling
23
International review of financial analysis
16
Journal of banking & finance
14
Journal of commodity markets
14
Applied economics
13
Working paper
12
Econometric Institute research papers
11
International Journal of Energy Economics and Policy : IJEEP
11
International review of economics & finance : IREF
10
Research in international business and finance
9
The North American journal of economics and finance : a journal of financial economics studies
9
Applied economics letters
7
Journal of empirical finance
7
Journal of international financial markets, institutions & money
7
Journal of forecasting
6
The empirical economics letters : a monthly international journal of economics
6
The energy journal
6
The handbook of commodity investing
6
American journal of agricultural economics
5
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
5
NBER working paper series
5
The European journal of finance
5
Applied financial economics
4
International journal of forecasting
4
Journal of international money and finance
4
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Cogent economics & finance
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
3
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3
International journal of bonds and derivatives
3
International journal of finance & economics : IJFE
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Pacific-Basin finance journal
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The relationship between commodity markets and commodity mutual funds : a wavelet-based analysis
Antonakakis, Nikolaos
;
Chang, Tsangyao
;
Cuñado …
- In:
Finance research letters
24
(
2018
),
pp. 1-9
Persistent link: https://www.econbiz.de/10011982439
Saved in:
2
Marginal speculation and hedging in commodity markets
Ulusoy, Veysel
;
Onbirler, Özgür Ünal
- In:
Finance research letters
23
(
2017
),
pp. 269-282
Persistent link: https://www.econbiz.de/10011808416
Saved in:
3
Fear in commodity return prediction
Cao, Zhen
;
Han, Liyan
;
Wei, Xinbei
;
Zhang, Qunzi
- In:
Finance research letters
46
(
2022
)
2
,
pp. 1-13
Persistent link: https://www.econbiz.de/10013342809
Saved in:
4
Testing for asymmetric causality between U.S. equity returns and commodity futures returns
Nguyen, Duc Khuong
;
Sousa, Ricardo M.
;
Uddin, Mohammed …
- In:
Finance research letters
12
(
2015
),
pp. 38-47
Persistent link: https://www.econbiz.de/10011552233
Saved in:
5
Predicting volatility of the Shanghai silver futures market : what is the role of the U.S. options market?
Luo, Xingguo
;
Ye, Zinan
- In:
Finance research letters
15
(
2015
),
pp. 68-77
Persistent link: https://www.econbiz.de/10011552969
Saved in:
6
Modeling dynamic conditional correlations in WTI oil forward and futures returns
Lanza, Alessandro
;
Manera, Matteo
;
McAleer, Michael
- In:
Finance research letters
3
(
2006
)
2
,
pp. 114-132
Persistent link: https://www.econbiz.de/10003333927
Saved in:
7
Global economic policy uncertainty and oil futures volatility prediction
Zhao, Ling
- In:
Finance research letters
54
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014472626
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8
Analyzing commodity futures and stock market indices : hedging strategies using asymmetric dynamic conditional correlation models
Alshammari, Saad
;
Obeid, Hassan
- In:
Finance research letters
56
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014473654
Saved in:
9
The Chinese oil futures volatility : evidence from high-low estimator information
Huang, Xiaozhou
;
Wang, Yubao
;
Song, Juan
- In:
Finance research letters
56
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014473684
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10
Macroeconomic attention and oil futures volatility prediction
Liu, Shan
;
Li, Ziwei
- In:
Finance research letters
57
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014505944
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