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accessRights:"restricted"
~person:"Cifarelli, Giulio"
~source:"econis"
~subject:"Schätzung"
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Schätzung
ARCH model
2
ARCH-Modell
2
Commodity derivative
2
Dynamic hedging
2
Estimation
2
Hedging
2
Rohstoffderivat
2
Speculation
2
Spekulation
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Theorie
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Theory
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Volatility
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Volatilität
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Bubble
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Bubbles
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Cointegration
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Commodity exchange
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Commodity market
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Commodity price
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Commodity speculation
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Commodity spot and futures markets
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Futures
1
Kointegration
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Logistic smooth transition
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Markov chain
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Markov regime switching
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Markov-Kette
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Multivariate GARCH
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Non-linear GARCH
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Oil market
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Oil price
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Oil pricing
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Rohstoffmarkt
1
Rohstoffpreis
1
Rohstoffspekulation
1
Spekulationsblase
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Spot market
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Spotmarkt
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Cifarelli, Giulio
Mensi, Walid
12
Kang, Sang Hoon
11
Xuan Vinh Vo
7
Yoon, Seong-min
7
Bouri, Elie
4
Hammoudeh, Shawkat
4
Al-Yahyaee, Khamis Hamed
3
Dunbar, Kwamie
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Gupta, Rangan
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Lai, Yu-Sheng
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Li, Johnny Siu-Hang
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Salisu, Afees A.
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Tiwari, Aviral Kumar
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Wohar, Mark E.
3
Akanni, Lateef O.
2
Ali, Shoaib
2
Beckmann, Joscha
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Choudhry, Taufiq
2
Czudaj, Robert
2
Dar, Arif Billah
2
Dew-Becker, Ian
2
Dong, Xiyong
2
Floros, Christos
2
Giglio, Stefano
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Gubareva, Mariya
2
Hasan, Mohammad S.
2
Hohmann, Ralf
2
Kelly, Bryan T.
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Li, Yanyan
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Liu, Li
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Lyonnet, Victor
2
Maitra, Debasish
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Martin, Julien
2
McIver, Ron
2
Méjean, Isabelle
2
Ngo Thai Hung
2
Owusu-Amoako, Johnson
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Journal of financial markets
1
The energy journal
1
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ECONIS (ZBW)
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Navigating the oil bubble : a non-linear heterogeneous-agent dynamic model of futures oil pricing
Cifarelli, Giulio
;
Paesani, Paolo
- In:
The energy journal
42
(
2021
)
5
,
pp. 101-122
Persistent link: https://www.econbiz.de/10013170656
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2
A dynamic model of hedging and speculation in the commodity futures markets
Cifarelli, Giulio
;
Paladino, Giovanna
- In:
Journal of financial markets
25
(
2015
),
pp. 1-15
Persistent link: https://www.econbiz.de/10011477250
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