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subject:"ARCH model"
~person:"Nicolini, Marcella"
~subject:"Rohstoffderivat"
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ARCH model
Rohstoffderivat
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Nicolini, Marcella
Irwin, Scott H.
40
Ma, Feng
28
García, Philip
26
Lien, Da-hsiang Donald
22
Sanders, Dwight R.
21
Chevallier, Julien
19
Prokopczuk, Marcel
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Miffre, Joëlle
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Kang, Sang Hoon
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Bouri, Elie
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Ji, Qiang
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Hammoudeh, Shawkat
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Hamori, Shigeyuki
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McKenzie, Andrew M.
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Power, Gabriel J.
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Uddin, Mohammed Gazi Salah
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Wang, Yudong
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Brorsen, B. Wade
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Fernandez-Perez, Adrian
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Karali, Berna
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Pennings, Joost M. E.
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Tiwari, Aviral Kumar
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Westgaard, Sjur
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Schwartz, Eduardo S.
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Turvey, Calum Greig
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The energy journal
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ECONIS (ZBW)
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Understanding dynamic conditional correlations between oil, natural gas and non-energy commodity futures markets
Behmiri, Niaz Bashiri
;
Manera, Matteo
;
Nicolini, Marcella
- In:
The energy journal
40
(
2019
)
2
,
pp. 55-76
Persistent link: https://www.econbiz.de/10012037403
Saved in:
2
Modelling futures price volatility in energy markets : is there a role for financial speculation?
Manera, Matteo
;
Nicolini, Marcella
;
Vignati, Ilaria
- In:
Energy economics
53
(
2016
),
pp. 220-229
Persistent link: https://www.econbiz.de/10011660521
Saved in:
3
Financial speculation in energy and agriculture futures markets : a multivariate GARCH approach
Manera, Matteo
;
Nicolini, Marcella
;
Vignatti, Ilaria
- In:
The energy journal
34
(
2013
)
3
,
pp. 55-81
Persistent link: https://www.econbiz.de/10009771887
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