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subject:"ARCH model"
~isPartOf:"Journal of agricultural economics"
~subject:"Agricultural market"
~type_genre:"Aufsatz in Zeitschrift"
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ARCH model
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Commodity derivative
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Baffes, John
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Journal of agricultural economics
Energy economics
84
Economic modelling
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The journal of futures markets
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International Journal of Energy Economics and Policy : IJEEP
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China agricultural economic review : publ. in association with the China Agricultural University
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Finance India : the quarterly journal of Indian Institute of Finance
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Financial innovation : FIN
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IIMB management review
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Journal of emerging market finance
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Volatility effects of index trading and spillovers on US agricultural futures markets : a multivariate GARCH approach
Sanjuán-López, Ana I.
;
Dawson, Philip J.
- In:
Journal of agricultural economics
68
(
2017
)
3
,
pp. 822-838
Persistent link: https://www.econbiz.de/10011949368
Saved in:
2
What explains agricultural price movements?
Baffes, John
;
Haniotis, Tassos
- In:
Journal of agricultural economics
67
(
2016
)
3
,
pp. 706-721
Persistent link: https://www.econbiz.de/10011657928
Saved in:
3
Optimal hedging ratios for wheat and barley at the LIFFE : a GARCH approach
Dawson, Philip J.
;
Tiffin, Abigail L.
;
White, Ben
- In:
Journal of agricultural economics
51
(
2000
)
2
,
pp. 147-161
Persistent link: https://www.econbiz.de/10001474672
Saved in:
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