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subject:"ARCH-Modell"
~type:"article"
~person:"Nicolini, Marcella"
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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
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2
Modelling futures price volatility in energy markets : is there a role for financial speculation?
Manera, Matteo
;
Nicolini, Marcella
;
Vignati, Ilaria
- In:
Energy economics
53
(
2016
),
pp. 220-229
Persistent link: https://www.econbiz.de/10011660521
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
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