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subject:"ARCH-Modell"
~subject:"Petroleum"
~subject:"Derivat"
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ARCH-Modell
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Derivat
Rohstoffderivat
4,246
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McAleer, Michael
39
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28
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27
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17
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14
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14
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13
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12
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11
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11
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10
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9
Ji, Qiang
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Roengchai Tansuchat
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Karali, Berna
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Lu, Xinjie
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Luo, Jiawen
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Torró, Hipòlit
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Miao, Hong
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Power, Gabriel J.
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Sévi, Benoît
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Oxford Institute for Energy Studies
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Energy economics
173
The journal of futures markets
41
International review of financial analysis
30
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The energy journal
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Finance research letters
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International review of economics & finance : IREF
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European journal of operational research : EJOR
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Journal of international money and finance
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Cogent economics & finance
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Finance India : the quarterly journal of Indian Institute of Finance
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Financial modeling and risk management of energy and environmental instruments and derivates
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International journal of finance & economics : IJFE
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International journal of theoretical and applied finance
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OPEC energy review
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ECONIS (ZBW)
1,538
EconStor
4
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1
Dynamic speculation and hedging in commodity futures markets with a stochastic convenience yield
Mellios, Constantin
;
Six, Pierre
;
Anh Ngoc Lai
- In:
European journal of operational research : EJOR
250
(
2016
)
2
,
pp. 493-504
Persistent link: https://www.econbiz.de/10011441684
Saved in:
2
Commodity spot, forward, and futures prices with a firm's optimal strategy
Nakajima, Katsushi
-
2017
Persistent link: https://www.econbiz.de/10012131904
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3
Comparison of commodity future pricing approaches with cointegration techniques
Stepanek, Christian
- In:
Journal of financial engineering
2
(
2015
)
1
,
pp. 1-31
Persistent link: https://www.econbiz.de/10010528391
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4
Commodity spot and futures prices under supply, demand, and financial trading : single input-output model
Nakajima, Katsushi
- In:
Asia Pacific financial markets
27
(
2020
)
1
,
pp. 35-59
Persistent link: https://www.econbiz.de/10012222371
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5
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:
6
Commodity price dynamics and derivative valuation : a review
Back, Janis
;
Prokopczuk, Marcel
- In:
International journal of theoretical and applied finance
16
(
2013
)
6
,
pp. 1-30
Persistent link: https://www.econbiz.de/10010197182
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7
Futures basis, inventory and commodity price volatility : an empirical analysis
Symeonidis, Lazaros
;
Prokopczuk, Marcel
;
Brooks, Chris
; …
- In:
Economic modelling
29
(
2012
)
6
,
pp. 2651-2663
Persistent link: https://www.econbiz.de/10009673627
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8
Commodity price forecasts and futures prices
Choe, Boum-Jong
-
1990
Persistent link: https://www.econbiz.de/10000131398
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9
The stochastic behavior of commodity prices : implications for valuation and hedging
Schwartz, Eduardo S.
- In:
The journal of finance : the journal of the American …
52
(
1997
)
3
,
pp. 923-973
Persistent link: https://www.econbiz.de/10001225632
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10
Commodity derivative valuation under a factor model with time-varying market prices of risk
García Mirantes, Andrés
;
Población, Javier
;
Serna, …
- In:
Review of derivatives research
18
(
2015
)
1
,
pp. 75-93
Persistent link: https://www.econbiz.de/10011414114
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