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subject:"ARCH model"
~isPartOf:"Applied economics"
~isPartOf:"Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association"
~subject:"Spekulation"
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ARCH model
Spekulation
Commodity derivative
69
Rohstoffderivat
69
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23
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23
Volatility
22
Volatilität
22
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19
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Etienne, Xiaoli Liao
2
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Anderson, David P.
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1
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Applied economics
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
Energy economics
89
The journal of futures markets
23
Economic modelling
19
Finance research letters
16
International review of financial analysis
16
Working paper
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Journal of commodity markets
12
The energy journal
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International Journal of Energy Economics and Policy : IJEEP
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Econometric Institute research papers
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International review of economics & finance : IREF
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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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Journal of international financial markets, institutions & money
6
Journal of international money and finance
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The North American journal of economics and finance : a journal of financial economics studies
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Review of quantitative finance and accounting
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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FEEM Working Paper
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Journal of agricultural and applied economics
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Chemnitz economic papers
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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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International journal of bonds and derivatives
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International journal of forecasting
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Journal of financial markets
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Pacific-Basin finance journal
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The European journal of finance
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The empirical economics letters : a monthly international journal of economics
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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1
Speculation and food-grain prices
Lawson, Joshua
;
Alam, Md Rafayet
;
Etienne, Xiaoli Liao
- In:
Applied economics
53
(
2021
)
20
,
pp. 2305-2321
Persistent link: https://www.econbiz.de/10012501199
Saved in:
2
Correlation between Shanghai crude oil futures, stock, foreign exchange, and gold markets : a GARCH-vine-copula method
He, Chaohua
;
Li, Guangchen
;
Fan, Hai
;
Wei, Weixian
- In:
Applied economics
53
(
2021
)
11
,
pp. 1249-1263
Persistent link: https://www.econbiz.de/10012485170
Saved in:
3
Spillover effects in the global copper futures markets: asymmetric multivariate GARCH approaches
Lee, Hyun-Bock
;
Park, Cheol-Ho
- In:
Applied economics
52
(
2020
)
54
,
pp. 5909-5920
Persistent link: https://www.econbiz.de/10012308379
Saved in:
4
Hedging and diversification across commodity assets
Abid, Ilyes
;
Dhaoui, Abderrazak
;
Goutte, Stéphane
; …
- In:
Applied economics
52
(
2020
)
23
,
pp. 2472-2492
Persistent link: https://www.econbiz.de/10012210890
Saved in:
5
Forecasting realized volatility of crude oil futures with equity market uncertainty
Wen, Fenghua
;
Zhao, Yupei
;
Zhang, Minzhi
;
Hu, Chunyang
- In:
Applied economics
51
(
2019
)
59
,
pp. 6411-6427
Persistent link: https://www.econbiz.de/10012197349
Saved in:
6
Speculation and corn prices
Etienne, Xiaoli Liao
;
Irwin, Scott H.
;
García, Philip
- In:
Applied economics
50
(
2018
)
44
,
pp. 4724-4744
Persistent link: https://www.econbiz.de/10012061614
Saved in:
7
Is economic policy uncertainty important to forecast the realized volatility of crude oil futures?
Ma, Feng
;
Wahab, M. I. M.
;
Liu, Jing
;
Liu, Li
- In:
Applied economics
50
(
2018
)
18
,
pp. 2087-2101
Persistent link: https://www.econbiz.de/10011849647
Saved in:
8
Asymmetric price volatility transmission between U.S. biofuel, corn, and oil markets
Saghaian, Sayed
;
Nemati, Mehdi
;
Walters, Cory
;
Chen, Bo
- In:
Journal of agricultural and resource economics : JARE ; …
43
(
2018
)
1
,
pp. 46-60
Persistent link: https://www.econbiz.de/10011833454
Saved in:
9
Dynamics of volatility transmission between the U.S. and the Chinese agricultural futures markets
Jiang, Huayun
;
Todorova, Neda
;
Roca, Eduardo
;
Su, Jen-je
- In:
Applied economics
49
(
2017
)
34/36
,
pp. 3435-3452
Persistent link: https://www.econbiz.de/10011774968
Saved in:
10
Jumps and volatility dynamics in agricultural commodity spot prices
Boroumand, Raphaël Homayoun
;
Goutte, Stéphane
; …
- In:
Applied economics
49
(
2017
)
40
,
pp. 4035-4054
Persistent link: https://www.econbiz.de/10011820009
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