//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"ARCH model"
~isPartOf:"Applied economics letters"
~subject:"Capital income"
~subject:"Spekulation"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Warenterminmarkt"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Capital income
Spekulation
Commodity derivative
39
Rohstoffderivat
39
Volatility
14
Volatilität
14
Commodity exchange
13
Warenbörse
13
Commodity price
12
Rohstoffpreis
12
Commodity market
11
Estimation
11
Rohstoffmarkt
11
Schätzung
11
Welt
11
World
11
Börsenkurs
10
Oil price
10
Share price
10
Ölpreis
10
China
7
Derivat
7
Derivative
7
commodities
7
ARCH-Modell
5
Theorie
5
Theory
5
Time series analysis
4
USA
4
United States
4
Zeitreihenanalyse
4
Cointegration
3
Efficient market hypothesis
3
Effizienzmarkthypothese
3
Erdöl
3
Forecasting model
3
Kapitaleinkommen
3
Kointegration
3
Markov chain
3
Markov-Kette
3
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
7
Type of publication (narrower categories)
All
Article in journal
7
Aufsatz in Zeitschrift
7
Language
All
English
7
Author
All
Chevallier, Julien
2
Ielpo, Florian
2
Cui, Hao
1
Feng, Yun
1
Gatumel, Mathieu
1
Hu, Weigang
1
Jiang, Ying
1
Li, Pan
1
Li, Tao
1
Liu, Xiaoquan
1
Lu, Xinjie
1
Ma, Feng
1
Marzo, Massimiliano
1
Wang, Lu
1
Wu, Xinyu
1
Ye, Wuyi
1
Zagaglia, Paolo
1
more ...
less ...
Published in...
All
Applied economics letters
Energy economics
101
The journal of futures markets
36
Economic modelling
25
International review of financial analysis
22
Finance research letters
21
Journal of commodity markets
19
Applied economics
16
Journal of banking & finance
15
Working paper
14
The energy journal
13
International Journal of Energy Economics and Policy : IJEEP
12
Econometric Institute research papers
10
International review of economics & finance : IREF
10
Research in international business and finance
10
Journal of international money and finance
8
The North American journal of economics and finance : a journal of financial economics studies
8
American journal of agricultural economics
7
Journal of empirical finance
7
Journal of international financial markets, institutions & money
7
The handbook of commodity investing
6
FEEM Working Paper
5
International journal of finance & economics : IJFE
5
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
5
Journal of forecasting
5
NBER working paper series
5
Review of quantitative finance and accounting
5
Working paper / National Bureau of Economic Research, Inc.
5
Applied financial economics
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
International journal of forecasting
4
Journal of agricultural and applied economics
4
Pacific-Basin finance journal
4
The European journal of finance
4
The journal of alternative investments
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Agricultural finance review
3
CESifo working papers
3
Chemnitz economic papers
3
Cogent economics & finance
3
more ...
less ...
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Newspaper-based equity uncertainty or implied volatility index : new evidence from oil market volatility predictability
Lu, Xinjie
;
Ma, Feng
;
Li, Pan
;
Li, Tao
- In:
Applied economics letters
30
(
2023
)
7
,
pp. 960-964
Persistent link: https://www.econbiz.de/10014303607
Saved in:
2
Forecasting oil futures price volatility with economic policy uncertainty : a CARR-MIDAS model
Wu, Xinyu
;
Cui, Hao
;
Wang, Lu
- In:
Applied economics letters
30
(
2023
)
2
,
pp. 120-125
Persistent link: https://www.econbiz.de/10013553019
Saved in:
3
Does speculation Granger cause return in Chinese commodity markets?
Hu, Weigang
;
Feng, Yun
- In:
Applied economics letters
23
(
2016
)
4/6
,
pp. 294-297
Persistent link: https://www.econbiz.de/10011430469
Saved in:
4
Do intraday data contain more information for volatility forecasting? : evidence from the Chinese commodity futures market
Jiang, Ying
;
Liu, Xiaoquan
;
Ye, Wuyi
- In:
Applied economics letters
22
(
2015
)
1/3
,
pp. 218-222
Persistent link: https://www.econbiz.de/10010481970
Saved in:
5
Volatility spillovers in commodity markets
Chevallier, Julien
;
Ielpo, Florian
- In:
Applied economics letters
20
(
2013
)
13/15
,
pp. 1211-1227
Persistent link: https://www.econbiz.de/10010198563
Saved in:
6
Understanding momentum in commodity markets
Chevallier, Julien
;
Gatumel, Mathieu
;
Ielpo, Florian
- In:
Applied economics letters
20
(
2013
)
13/15
,
pp. 1383-1402
Persistent link: https://www.econbiz.de/10010203400
Saved in:
7
Volatility forecasting for crude oil futures
Marzo, Massimiliano
;
Zagaglia, Paolo
- In:
Applied economics letters
17
(
2010
)
16/18
,
pp. 1587-1599
Persistent link: https://www.econbiz.de/10009232176
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->