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subject:"ARCH-Modell"
~type:"article"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
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ARCH-Modell
Commodity derivative
18
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Al-Jarrah, Idries Mohammad Wanas
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Chan, Kam C.
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The North American journal of economics and finance : a journal of financial economics studies
Energy economics
85
Economic modelling
17
The journal of futures markets
15
Finance research letters
14
Applied economics
11
International Journal of Energy Economics and Policy : IJEEP
10
International review of financial analysis
10
International review of economics & finance : IREF
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Journal of commodity markets
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Journal of international financial markets, institutions & money
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Research in international business and finance
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American journal of agricultural economics
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Applied economics letters
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The energy journal
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Journal of empirical finance
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Journal of forecasting
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Review of quantitative finance and accounting
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The empirical economics letters : a monthly international journal of economics
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International journal of bonds and derivatives
3
International journal of finance & economics : IJFE
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International journal of forecasting
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Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
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Journal of banking & finance
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The European journal of finance
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Agricultural finance review
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Applied financial economics
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Cogent economics & finance
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Economies : open access journal
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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European review of agricultural economics : ERAE
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Finance India : the quarterly journal of Indian Institute of Finance
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Financial innovation : FIN
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IIMB management review
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International journal of financial research
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Journal of Asian finance, economics and business : JAFEB
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ECONIS (ZBW)
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1
Commodity-price volatility and macroeconomic spillovers : evidence from nine emerging markets
Hegerty, Scott W.
- In:
The North American journal of economics and finance : a …
35
(
2016
),
pp. 23-37
Persistent link: https://www.econbiz.de/10011672281
Saved in:
2
The "Sell in May" effect : a review and new empirical evidence
Degenhardt, Thomas
;
Auer, Benjamin R.
- In:
The North American journal of economics and finance : a …
43
(
2018
),
pp. 169-205
Persistent link: https://www.econbiz.de/10012036281
Saved in:
3
Assessing risk contagion among the Brent crude oil market, London gold market and stock markets : Evidence based on a new wavelet decomposition approach
Lin, Ling
;
Kuang, Yuanpei
;
Jiang, Yong
;
Su, Xianfang
- In:
The North American journal of economics and finance : a …
50
(
2019
),
pp. 1-26
Persistent link: https://www.econbiz.de/10012203817
Saved in:
4
Conditional correlations and volatility spillovers between crude oil and stock index returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 116-138
Persistent link: https://www.econbiz.de/10009777824
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5
Forecasting oil futures market volatility in a financialized world : why speculative activities matter
Chan, Kam C.
;
Chan, Leo H.
;
Nguyen, Chi M.
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012667181
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6
Risk spillovers and hedge strategies between global crude oil markets and stock markets : do regime switching processes combining long memory and asymmetry matter?
Lin, Ling
;
Zhou, Zhongbao
;
Jiang, Yong
;
Ou, Yangchen
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-25
Persistent link: https://www.econbiz.de/10012822126
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7
Volatility forecasting, downside risk, and diversification benefits of Bitcoin and oil and international commodity markets : a comparative analysis with yellow metal
Al-Yahyaee, Khamis Hamed
;
Mensi, Walid
;
Al-Jarrah, …
- In:
The North American journal of economics and finance : a …
49
(
2019
),
pp. 104-120
Persistent link: https://www.econbiz.de/10012269157
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