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subject:"ARCH model"
~isPartOf:"The European journal of finance"
~subject:"Petroleum"
~subject:"Portfolio selection"
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ARCH model
Petroleum
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Commodity derivative
13
Rohstoffderivat
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5
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5
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4
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4
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3
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Fong, Wai-mun
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Laws, Jason
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The European journal of finance
Energy economics
146
The journal of futures markets
37
International review of financial analysis
28
Economic modelling
26
Finance research letters
25
Applied economics
21
The energy journal
21
International Journal of Energy Economics and Policy : IJEEP
19
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18
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The handbook of commodity investing
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The review of financial studies
7
Finance India : the quarterly journal of Indian Institute of Finance
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Financial modeling and risk management of energy and environmental instruments and derivates
5
International journal of finance & economics : IJFE
5
International journal of forecasting
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Journal of empirical finance
5
Journal of forecasting
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Journal of international money and finance
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OPEC energy review
5
Quantitative finance
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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Review of quantitative finance and accounting
5
The empirical economics letters : a monthly international journal of economics
5
The journal of alternative investments
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American journal of agricultural economics
4
Annals of finance
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Global business review
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
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1
Energy ETF return jump contagion : a multivariate Hawkes process approach
Yang, Steve Y.
;
Liu, Yunfeng
;
Yu, Yangyang
;
Mo, Sheung …
- In:
The European journal of finance
28
(
2022
)
7
,
pp. 761-783
Persistent link: https://www.econbiz.de/10013373322
Saved in:
2
Expected shortfall assessment in commodity (L)ETF portfolios with semi-nonparametric specifications
Brio, Esther B. del
;
Mora-Valencia, Andrés
;
Perote, Javier
- In:
The European journal of finance
25
(
2019
)
17
,
pp. 1746-1764
Persistent link: https://www.econbiz.de/10012207145
Saved in:
3
Forecasting the daily dynamic hedge ratios by GARCH models : evidence from the agricultural futures markets
Zhang, Yuanyuan
;
Choudhry, Taufiq
- In:
The European journal of finance
21
(
2015
)
4/6
,
pp. 376-399
Persistent link: https://www.econbiz.de/10010528976
Saved in:
4
Better cross hedges with composite hedging? : hedging equity portfolios using financial and commodity futures
Chen, Fei
;
Sutcliffe, Charles M. S.
- In:
The European journal of finance
18
(
2012
)
5/6
,
pp. 575-595
Persistent link: https://www.econbiz.de/10009615711
Saved in:
5
Trading futures spread portfolios : applications of higher order and recurrent networks
Dunis, Christian
;
Laws, Jason
;
Evans, Ben
- In:
The European journal of finance
14
(
2008
)
5/6
,
pp. 503-521
Persistent link: https://www.econbiz.de/10003772117
Saved in:
6
Basis variations and regime shifts in the oil futures market
Fong, Wai-mun
;
See, Kim Hock
- In:
The European journal of finance
9
(
2003
)
5
,
pp. 499-513
Persistent link: https://www.econbiz.de/10001885513
Saved in:
7
Power ARCH modelling of commodity futures data on the London metal exchange
McKenzie, Michael D.
(
contributor
)
- In:
The European journal of finance
7
(
2001
)
1
,
pp. 22-38
Persistent link: https://www.econbiz.de/10001542130
Saved in:
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