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subject:"ARCH model"
~isPartOf:"Research in international business and finance"
~subject:"Commodity price"
~subject:"USA"
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ARCH model
Commodity price
USA
Commodity derivative
29
Rohstoffderivat
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Welt
12
World
12
Oil price
11
Ölpreis
11
Volatility
10
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Aboura, Sofiane
1
Atukeren, Erdal
1
Bassil, Charbel
1
Bosch, David
1
Chenavaz, Régis
1
Chevallier, Julien
1
Fam, Papa Gueye
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Fassas, Athanasios P.
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Fernandez-Diaz, Jose M.
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Research in international business and finance
Energy economics
130
The journal of futures markets
114
American journal of agricultural economics
25
Finance research letters
24
Economic modelling
21
International review of economics & finance : IREF
21
Journal of commodity markets
19
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
18
Working paper
18
Applied economics letters
17
Journal of banking & finance
17
International review of financial analysis
16
Journal of agricultural and applied economics
16
Applied economics
15
Working paper / National Bureau of Economic Research, Inc.
15
The energy journal
14
Applied financial economics
13
International Journal of Energy Economics and Policy : IJEEP
13
Econometric Institute research papers
12
The review of financial studies
12
Journal of the Royal Statistical Society
11
Journal of international money and finance
10
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
10
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
European review of agricultural economics : ERAE
8
The North American journal of economics and finance : a journal of financial economics studies
8
Agricultural finance review
7
Review of quantitative finance and accounting
7
The journal of alternative investments
7
The journal of finance : the journal of the American Finance Association
7
Agricultural economics : the journal of the International Association of Agricultural Economists
6
Journal of empirical finance
6
Journal of international financial markets, institutions & money
6
NBER Working Paper
6
NBER working paper series
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Special memorandum / London & Cambridge Economic Service
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Stocks of staple commodities
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The European journal of finance
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The handbook of commodity investing
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ECONIS (ZBW)
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1
Traders' motivation and hedging pressure in commodity futures markets
Bosch, David
;
Smimou, Kamal
- In:
Research in international business and finance
59
(
2022
),
pp. 1-34
Persistent link: https://www.econbiz.de/10013402078
Saved in:
2
Volatility spillovers between WTI and Brent spot crude oil prices : an analysis of granger causality in variance patterns over time
Atukeren, Erdal
;
Çevik, Emrah İsmail
;
Korkmaz, Turhan
- In:
Research in international business and finance
56
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013267899
Saved in:
3
Price discovery in bitcoin futures
Fassas, Athanasios P.
;
Papadamou, Stephanos
;
Koulis, …
- In:
Research in international business and finance
52
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012543280
Saved in:
4
Commodity financialization and sector ETFs : Evidence from crude oil futures
Liu, Pan
;
Vedenov, Dmitrij V.
;
Power, Gabriel J.
- In:
Research in international business and finance
51
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012208332
Saved in:
5
Interdependence among agricultural commodity markets, macroeconomic factors, crude oil and commodity index
Fernandez-Diaz, Jose M.
;
Morley, Bruce
- In:
Research in international business and finance
47
(
2019
),
pp. 174-194
Persistent link: https://www.econbiz.de/10012135526
Saved in:
6
News surprises and volatility spillover among agricultural commodities : the case of corn, wheat, soybean and soybean oil
Hamadi, Hassan
;
Bassil, Charbel
;
Nehme, Tamara
- In:
Research in international business and finance
41
(
2017
),
pp. 148-157
Persistent link: https://www.econbiz.de/10011912988
Saved in:
7
The role of speculation in international futures markets on commodity prices
Huchet, Nicolas
;
Fam, Papa Gueye
- In:
Research in international business and finance
37
(
2016
),
pp. 49-65
Persistent link: https://www.econbiz.de/10011595127
Saved in:
8
Volatility returns with vengeance : financial markets vs. commodities
Aboura, Sofiane
;
Chevallier, Julien
- In:
Research in international business and finance
33
(
2015
),
pp. 334-354
Persistent link: https://www.econbiz.de/10011325853
Saved in:
9
Oil commodity returns and macroeconomic factors : a time-varying approach
Schalck, Christophe
;
Chenavaz, Régis
- In:
Research in international business and finance
33
(
2015
),
pp. 290-303
Persistent link: https://www.econbiz.de/10011325859
Saved in:
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