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isPartOf:"Management von Rohstoffrisiken : Strategien, Märkte und Produkte"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~subject:"ARCH model"
~subject:"Warenbörse"
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Commodity derivative
18
Rohstoffderivat
18
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7
Volatilität
7
Theorie
6
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6
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5
Oil price
5
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Management von Rohstoffrisiken : Strategien, Märkte und Produkte
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Energy economics
121
The journal of futures markets
44
Economic modelling
31
Finance research letters
29
International review of financial analysis
27
Applied economics
26
Journal of commodity markets
25
Journal of banking & finance
21
International review of economics & finance : IREF
20
Working paper
19
Applied economics letters
18
International Journal of Energy Economics and Policy : IJEEP
15
American journal of agricultural economics
13
The energy journal
13
Journal of the Royal Statistical Society
11
Research in international business and finance
10
Econometric Institute research papers
9
Cogent economics & finance
8
The journal of investment compliance
8
Journal of empirical finance
7
Journal of international financial markets, institutions & money
7
Quantitative finance
7
The North American journal of economics and finance : a journal of financial economics studies
7
International journal of forecasting
6
Journal of international money and finance
6
Review of quantitative finance and accounting
6
Special memorandum / London & Cambridge Economic Service
6
Stocks of staple commodities
6
Wiley finance series
6
Agricultural finance review
5
Applied economic perspectives and policy
5
European review of agricultural economics : ERAE
5
International journal of bonds and derivatives
5
International journal of economics and finance
5
International journal of finance & economics : IJFE
5
International journal of theoretical and applied finance
5
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
5
Journal of risk and financial management : JRFM
5
The European journal of finance
5
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1
Co-movements in commodity markets andimplications in diversification benefits
Cai, Xiao Jing
;
Fang, Zheng
;
Youngho, Chang
;
Tian, Shuairu
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
2
,
pp. 393-425
Persistent link: https://www.econbiz.de/10012219019
Saved in:
2
Assessing the role of futures position substitutability in a monthly model of factor demand for softwood lumber
Babula, Ronald Alexander
;
Zhang, Daowei
- In:
Empirical economics : a journal of the Institute for …
56
(
2019
)
3
,
pp. 1097-1116
Persistent link: https://www.econbiz.de/10012041698
Saved in:
3
Permanent and transitory price shocks in commodity futures markets and their relation to speculation
Haase, Marco
;
Seiler Zimmermann, Yvonne
;
Zimmermann, Heinz
- In:
Empirical economics : a journal of the Institute for …
56
(
2019
)
4
,
pp. 1359-1382
Persistent link: https://www.econbiz.de/10012052196
Saved in:
4
Forecasting the volatility of crude oil futures using high-frequency data : further evidence
Ma, Feng
;
Wei, Yu
;
Chen, Wang
;
He, Feng
- In:
Empirical economics : a journal of the Institute for …
55
(
2018
)
2
,
pp. 653-678
Persistent link: https://www.econbiz.de/10011949867
Saved in:
5
Do hedging and speculative pressures drive commodity prices, or the other way round?
Lehecka, Georg V.
- In:
Empirical economics : a journal of the Institute for …
49
(
2015
)
2
,
pp. 575-603
Persistent link: https://www.econbiz.de/10011333378
Saved in:
6
Revealing asymmetries in the loss function of WTI oil futures market
Mamatzakis, Emmanuel C.
- In:
Empirical economics : a journal of the Institute for …
47
(
2014
)
2
,
pp. 411-426
Persistent link: https://www.econbiz.de/10010391169
Saved in:
7
Univariate und Multivariate Modellierung täglicher Volatilitäten von Rohstoff-Futures
Füss, Roland
;
Glück, Thorsten
;
Tilmes, Rolf
- In:
Management von Rohstoffrisiken : Strategien, Märkte …
,
(pp. 425-441)
.
2010
Persistent link: https://www.econbiz.de/10003902619
Saved in:
8
Test of the efficiency of commodity futures in a multi-contract framework
Canarella, Giorgio
;
Pollard, Stephen K.
- In:
Empirical economics : a journal of the Institute for …
12
(
1987
)
2
,
pp. 67-78
Persistent link: https://www.econbiz.de/10003509281
Saved in:
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