//--> //--> //--> //-->
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:"Economic modelling"
~subject:"Commodity price"
~subject:"Kapitaleinkommen"
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
Commodity price
Kapitaleinkommen
Commodity derivative
52
Rohstoffderivat
52
Volatility
30
Volatilität
30
Oil price
17
Ölpreis
17
ARCH-Modell
16
Commodity exchange
16
Estimation
16
Schätzung
16
Warenbörse
16
Forecasting model
12
Prognoseverfahren
12
China
10
Derivat
10
Derivative
10
Erdöl
10
Oil market
10
Petroleum
10
Theorie
10
Theory
10
Welt
10
World
10
Ölmarkt
10
Capital income
9
Hedging
9
Commodity futures
7
Spot market
7
Spotmarkt
7
Time series analysis
7
Zeitreihenanalyse
7
Portfolio selection
6
Portfolio-Management
6
Cointegration
5
Correlation
5
Kointegration
5
Korrelation
5
more ...
less ...
Online availability
All
Undetermined
12
Type of publication
All
Article
26
Type of publication (narrower categories)
All
Article in journal
26
Aufsatz in Zeitschrift
26
Conference paper
1
Konferenzbeitrag
1
Language
All
English
26
Author
All
Wang, Yudong
2
Zhang, Yaojie
2
Ahmad, Wasim
1
Beckmann, Joscha
1
Bei, Shuhua
1
Beljid, Makram
1
Bhar, Ramaprasad
1
Boubaker, Adel
1
Brooks, Chris
1
Chang, Kuang-liang
1
Chen, Chuang
1
Chen, Qiang
1
Chen, Wang
1
Chung, Richard
1
Czudaj, Robert
1
Ding, Shusheng
1
Dong, Minyi
1
Dong, Yizhe
1
Ghorbel, Ahmed
1
Gong, Xu
1
Hamori, Shigeyuki
1
Haugom, Erik
1
Huang, Dengshi
1
Ji, Hao
1
Jiang, Zhi-qiang
1
Lazar, Emese
1
Li, Bin
1
Li, Meng
1
Lien, Gudbrand
1
Lin, Xiaoqiang
1
Liu, Jing
1
Liu, Li
1
Ma, Diandian
1
Ma, Feng
1
Managi, Shunsuke
1
Mensi, Walid
1
Ming, Lei
1
Mitra, Subrata Kumar
1
Omura, Akihiro
1
Pal, Debdatta
1
more ...
less ...
Published in...
All
Economic modelling
Energy economics
122
The journal of futures markets
37
Finance research letters
26
Journal of commodity markets
23
Journal of banking & finance
21
International review of financial analysis
20
International review of economics & finance : IREF
17
Applied economics letters
16
Working paper
15
Applied economics
14
Econometric Institute research papers
11
International Journal of Energy Economics and Policy : IJEEP
11
Journal of the Royal Statistical Society
11
NBER working paper series
11
Research in international business and finance
10
Journal of international money and finance
9
NBER Working Paper
9
The North American journal of economics and finance : a journal of financial economics studies
9
The energy journal
9
The handbook of commodity investing
9
Journal of empirical finance
8
Applied financial economics
7
European review of agricultural economics : ERAE
7
Journal of international financial markets, institutions & money
7
Working paper / National Bureau of Economic Research, Inc.
7
American journal of agricultural economics
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
Review of quantitative finance and accounting
6
Special memorandum / London & Cambridge Economic Service
6
Stocks of staple commodities
6
The European journal of finance
6
The journal of finance : the journal of the American Finance Association
6
CESifo working papers
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
AFI
4
Agricultural finance review
4
Finance India : the quarterly journal of Indian Institute of Finance
4
more ...
less ...
Source
All
ECONIS (ZBW)
26
Showing
1
-
10
of
26
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Dynamic dependence of futures basis between the Chinese and international grains markets
Wang, Hao
;
Dong, Yizhe
;
Sun, Mingli
;
Shi, Baofeng
;
Ji, Hao
- In:
Economic modelling
130
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014451147
Saved in:
2
Hedging pressure momentum and the predictability of oil futures returns
Yu, Dan
;
Chen, Chuang
;
Wang, Yudong
;
Zhang, Yaojie
- In:
Economic modelling
121
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014384325
Saved in:
3
Price risk analysis using GARCH family models : evidence from Shanghai crude oil futures market
Bei, Shuhua
;
Yang, Aijun
;
Pei, Haotian
;
Si, Xiaoli
- In:
Economic modelling
125
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014463673
Saved in:
4
Revisiting time series momentum in China's commodity futures market : evidence on sources of momentum profits
Ming, Lei
;
Song, Wuqi
;
Dong, Minyi
- In:
Economic modelling
128
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014464418
Saved in:
5
Intraday return predictability in China's crude oil futures market : new evidence from a unique trading mechanism
Wen, Danyan
;
Wang, Yudong
;
Zhang, Yaojie
- In:
Economic modelling
96
(
2021
),
pp. 209-219
Persistent link: https://www.econbiz.de/10012745351
Saved in:
6
Intraday momentum and return predictability : evidence from the crude oil market
Wen, Zhuzhu
;
Gong, Xu
;
Ma, Diandian
;
Xu, Yahua
- In:
Economic modelling
95
(
2021
),
pp. 374-384
Persistent link: https://www.econbiz.de/10012696009
Saved in:
7
Cross market predictions for commodity prices
Ding, Shusheng
;
Zhang, Yongmin
- In:
Economic modelling
91
(
2020
),
pp. 455-462
Persistent link: https://www.econbiz.de/10012429115
Saved in:
8
Correlation dynamics of crude oil with agricultural commodities : a comparison between energy and food crops
Pal, Debdatta
;
Mitra, Subrata Kumar
- In:
Economic modelling
82
(
2019
),
pp. 453-466
Persistent link: https://www.econbiz.de/10012203189
Saved in:
9
Optimal hedge ratios for clean energy equities
Ahmad, Wasim
;
Sadorsky, Perry A.
;
Sharma, Amit
- In:
Economic modelling
72
(
2018
),
pp. 278-295
Persistent link: https://www.econbiz.de/10012100422
Saved in:
10
Return transmission and asymmetric volatility spillovers between oil futures and oil equities : new DCC-MEGARCH analyses
Tsuji, Chikashi
- In:
Economic modelling
74
(
2018
),
pp. 167-185
Persistent link: https://www.econbiz.de/10012101322
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->