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isPartOf:"Journal of applied econometrics"
~isPartOf:"Econometric Institute research papers"
~isPartOf:"Journal of commodity markets"
~subject:"Prognoseverfahren"
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Search: subject_exact:"Commodity derivative"
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Prognoseverfahren
Commodity derivative
67
Rohstoffderivat
67
Volatility
30
Volatilität
30
Estimation
21
Schätzung
21
Commodity exchange
18
Warenbörse
18
ARCH model
17
ARCH-Modell
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Commodity price
16
Rohstoffpreis
16
Theorie
16
Theory
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Welt
15
World
15
Capital income
13
Kapitaleinkommen
13
Oil price
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Ölpreis
13
Derivat
11
Derivative
11
Commodity market
10
Rohstoffmarkt
10
Spillover effect
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Spillover-Effekt
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Hedging
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Portfolio selection
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Portfolio-Management
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USA
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United States
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Commodity futures
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Forecasting model
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Spot market
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Spotmarkt
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CAPM
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Adam, Brian D.
1
Alfeus, Mesias
1
Byers, John W.
1
Cotter, John
1
Etienne, Xiaoli Liao
1
Eyiah-Donkor, Emmanuel
1
Farhangdoost, Sara
1
Gao, Wang
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Hoffman, Linwood A.
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Hollstein, Fabian
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Jia, Jian
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Kang, Sang Baum
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Nikitopoulos, Christina Sklibosios
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Niu, Zibo
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Popova, I.
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Potì, Valerio
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Prokopczuk, Marcel
1
Simkins, Betty J.
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Tharann, Björn
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Wese Simen, Chardin
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Zhang, Hongwei
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Zhao, Xinyi
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Journal of applied econometrics
Econometric Institute research papers
Journal of commodity markets
Energy economics
50
The journal of futures markets
15
Economic modelling
12
Finance research letters
10
International journal of forecasting
10
Journal of forecasting
10
International review of financial analysis
8
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
7
The energy journal
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Applied economics
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International review of economics & finance : IREF
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Journal of banking & finance
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Research in international business and finance
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International journal of finance & economics : IJFE
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The North American journal of economics and finance : a journal of financial economics studies
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American journal of agricultural economics
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Applied economics letters
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European journal of operational research : EJOR
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Journal of empirical finance
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NBER Working Paper
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NBER working paper series
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Review of quantitative finance and accounting
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Working paper / National Bureau of Economic Research, Inc.
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Agricultural economics : the journal of the International Association of Agricultural Economists
2
BAFFI CAREFIN Centre Research Paper
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CESifo Working Paper Series
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CESifo working papers
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Emerging markets, finance and trade : EMFT
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Journal of international financial markets, institutions & money
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Journal of international money and finance
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Technological forecasting & social change : an international journal
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Academic journal of economic studies
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After the flood : how the Great Recession changed economic thought
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Agrar- und Ernährungswirtschaft: regional vernetzt und global erfolgreich : 56. Jahrestagung der Gesellschaft für Wirtschafts- und Sozialwissenschaften des Landbaues e. V. vom 28. bis 30. September 2016
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Agricultural finance review
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1
Commodity futures return predictability and intertemporal asset pricing
Cotter, John
;
Eyiah-Donkor, Emmanuel
;
Potì, Valerio
- In:
Journal of commodity markets
31
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014477804
Saved in:
2
Forecasting the U.S. season-average farm price of corn : derivation of an alternative futures-based forecasting model
Etienne, Xiaoli Liao
;
Farhangdoost, Sara
;
Hoffman, …
- In:
Journal of commodity markets
30
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014426745
Saved in:
3
The role of higher moments in predicting China's oil futures volatility : evidence from machine learning models
Zhang, Hongwei
;
Zhao, Xinyi
;
Gao, Wang
;
Niu, Zibo
- In:
Journal of commodity markets
32
(
2023
),
pp. 1-27
Persistent link: https://www.econbiz.de/10014495762
Saved in:
4
Forecasting volatility in commodity markets with long-memory models
Alfeus, Mesias
;
Nikitopoulos, Christina Sklibosios
- In:
Journal of commodity markets
28
(
2022
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014335250
Saved in:
5
Do the basis and other predictors of futures return also predict spot return with the same signs and magnitudes? : evidence from the LME
Jia, Jian
;
Kang, Sang Baum
- In:
Journal of commodity markets
25
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013204449
Saved in:
6
Predictability in commodity markets : evidence from more than a century
Hollstein, Fabian
;
Prokopczuk, Marcel
;
Tharann, Björn
; …
- In:
Journal of commodity markets
24
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013392396
Saved in:
7
Robust estimation of conditional risk measures using machine learning algorithm for commodity futures prices in the presence of outliers
Byers, John W.
;
Popova, I.
;
Simkins, Betty J.
- In:
Journal of commodity markets
24
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013392402
Saved in:
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