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subject:"ARCH model"
~isPartOf:"Applied economics"
~subject:"Spekulation"
~subject:"Warenbörse"
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Search: subject_exact:"Warenterminmarkt"
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ARCH model
Spekulation
Warenbörse
Commodity derivative
46
Rohstoffderivat
46
Volatility
18
Volatilität
18
Commodity exchange
17
Estimation
17
Schätzung
17
Theorie
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García, Philip
3
Etienne, Xiaoli Liao
2
Goutte, Stéphane
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Irwin, Scott H.
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Applied economics
Energy economics
126
The journal of futures markets
53
Economic modelling
33
Finance research letters
30
International review of financial analysis
27
Journal of commodity markets
25
Journal of banking & finance
22
Working paper
21
International review of economics & finance : IREF
20
Applied economics letters
19
The energy journal
18
International Journal of Energy Economics and Policy : IJEEP
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American journal of agricultural economics
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Journal of the Royal Statistical Society
11
Journal of international money and finance
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Research in international business and finance
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Econometric Institute research papers
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Cogent economics & finance
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Journal of empirical finance
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The journal of investment compliance
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
Journal of international financial markets, institutions & money
7
Quantitative finance
7
Review of quantitative finance and accounting
7
The North American journal of economics and finance : a journal of financial economics studies
7
European review of agricultural economics : ERAE
6
International journal of finance & economics : IJFE
6
International journal of forecasting
6
Journal of risk and financial management : JRFM
6
Special memorandum / London & Cambridge Economic Service
6
Stocks of staple commodities
6
Wiley finance series
6
Working papers / Österreichische Forschungsstiftung für Internationale Entwicklung
6
Agricultural finance review
5
Finance India : the quarterly journal of Indian Institute of Finance
5
International journal of bonds and derivatives
5
International journal of economics and finance
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International journal of theoretical and applied finance
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ECONIS (ZBW)
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1
The distribution of commodity futures : a test of the generalized hyperbolic process
Pal, Debdatta
- In:
Applied economics
56
(
2024
)
15
,
pp. 1763-1783
Persistent link: https://www.econbiz.de/10014473212
Saved in:
2
Are oil and gas futures markets efficient? : a multifractal analysis
Ftiti, Zied
;
Jawadi, Fredj
;
Louhichi, Wael
;
Madani, …
- In:
Applied economics
53
(
2021
)
2
,
pp. 164-184
Persistent link: https://www.econbiz.de/10012416030
Saved in:
3
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:
4
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:
5
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:
6
Dependence risk analysis in energy, agricultural and precious metals commodities : a pair vine copula approach
Kumar, Satish
;
Tiwari, Aviral Kumar
;
Raheem, I. D.
;
Ji, …
- In:
Applied economics
52
(
2020
)
28
,
pp. 3055-3072
Persistent link: https://www.econbiz.de/10012221480
Saved in:
7
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:
8
Minimum-variance hedging of Bitcoin inverse futures
Deng, Jun
;
Pan, Huifeng
;
Zhang, Shuyu
;
Zou, Bin
- In:
Applied economics
52
(
2020
)
58
,
pp. 6320-6337
Persistent link: https://www.econbiz.de/10012415993
Saved in:
9
Pairs trading of Chinese and international commodities
Fernandez-Perez, Adrian
;
Frijns, Bart
;
Indriawan, Ivan
; …
- In:
Applied economics
52
(
2020
)
48
,
pp. 5203-5217
Persistent link: https://www.econbiz.de/10012307208
Saved in:
10
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
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