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subject:"ARCH model"
~isPartOf:"Applied economics"
~subject:"Agrarprodukt"
~subject:"Spekulation"
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Search: subject_exact:"Warenterminmarkt"
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ARCH model
Agrarprodukt
Spekulation
Commodity derivative
46
Rohstoffderivat
46
Volatility
18
Volatilität
18
Commodity exchange
17
Estimation
17
Schätzung
17
Warenbörse
17
Theorie
14
Theory
14
Oil price
12
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12
ARCH-Modell
11
Erdöl
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11
Hedging
9
Welt
9
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9
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7
Derivat
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7
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6
Efficient market hypothesis
6
Effizienzmarkthypothese
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Forecasting model
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Prognoseverfahren
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Rohstoffmarkt
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5
Spillover effect
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Spillover-Effekt
5
USA
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5
Ölmarkt
5
Portfolio selection
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19
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Etienne, Xiaoli Liao
2
García, Philip
2
Goutte, Stéphane
2
Abid, Ilyes
1
Alam, Md Rafayet
1
Anderson, David P.
1
Boroumand, Raphaël Homayoun
1
Dhaoui, Abderrazak
1
Diao, Xundi
1
Fan, Hai
1
Frank, J.
1
Garcia, P.
1
Guesmi, Khaled
1
He, Chaohua
1
He, Yingchen
1
Holt, Matthew T.
1
Hooi Hooi Lean
1
Hu, Chunyang
1
Hu, Zhepeng
1
Irwin, Scott H.
1
Jiang, Huayun
1
Klose, Steven L.
1
Lawson, Joshua
1
Lee, Hsiang-tai
1
Lee, Hyun-Bock
1
Li, Guangchen
1
Liu, Jing
1
Liu, Li
1
Luo, Jiawen
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Ma, Feng
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McKenzie, Andrew M.
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Porcher, Simon
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Porcher, Thomas
1
Power, G. J.
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Power, Gabriel J.
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Qin, Xiao
1
Roca, Eduardo
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Applied economics
Energy economics
90
The journal of futures markets
27
Economic modelling
19
Finance research letters
16
International review of financial analysis
16
Working paper
14
Journal of commodity markets
13
American journal of agricultural economics
12
The energy journal
12
Diskussionspapier / Lehrstuhl für Wirtschaftsethik, Martin-Luther-Universität Halle-Wittenberg
11
International Journal of Energy Economics and Policy : IJEEP
11
Research in international business and finance
10
Econometric Institute research papers
9
International review of economics & finance : IREF
9
Applied economics letters
6
Journal of international financial markets, institutions & money
6
Journal of international money and finance
6
The North American journal of economics and finance : a journal of financial economics studies
6
European review of agricultural economics : ERAE
5
International journal of finance & economics : IJFE
5
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
5
Review of quantitative finance and accounting
5
Agricultural finance review
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
FEEM Working Paper
4
IIMB management review
4
Journal of agricultural and applied economics
4
Journal of banking & finance
4
Journal of empirical finance
4
Journal of forecasting
4
Agricultural economics : the journal of the International Association of Agricultural Economists
3
Chemnitz economic papers
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
Finance India : the quarterly journal of Indian Institute of Finance
3
International journal of bonds and derivatives
3
International journal of forecasting
3
Journal of agricultural economics
3
Journal of financial markets
3
Journal of risk and financial management : JRFM
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ECONIS (ZBW)
19
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1
Risk contagions between global oil markets and China's agricultural commodity markets under structural breaks
Luo, Jiawen
;
Zhang, Qun
- In:
Applied economics
53
(
2021
)
5
,
pp. 628-649
Persistent link: https://www.econbiz.de/10012416078
Saved in:
2
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:
3
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:
4
Algorithmic quoting, trading, and market quality in agricultural commodity futures markets
Hu, Zhepeng
;
Serra, Teresa
;
García, Philip
- In:
Applied economics
52
(
2020
)
58
,
pp. 6277-6291
Persistent link: https://www.econbiz.de/10012415989
Saved in:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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
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