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subject:"Derivat"
~isPartOf:"Applied financial economics"
~subject:"Ölpreis"
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Search: subject_exact:"Rohstoffderivat"
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Derivat
Ölpreis
Commodity derivative
27
Rohstoffderivat
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Estimation
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Andersson, Henrik
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Henker, Thomas
1
Lien, Da-hsiang Donald
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Mazaheri, A.
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Milonas, Nikolaos T.
1
Nakajima, Tadahiro
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Applied financial economics
Energy economics
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Finance research letters
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International Journal of Energy Economics and Policy : IJEEP
27
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Research in international business and finance
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Applied economics letters
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The North American journal of economics and finance : a journal of financial economics studies
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American journal of agricultural economics
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Econometric Institute research papers
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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International journal of forecasting
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The European journal of finance
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The journal of energy markets
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CESifo working papers
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Cogent economics & finance
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Financial modeling and risk management of energy and environmental instruments and derivates
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International journal of theoretical and applied finance
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Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
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Journal of forecasting
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Review of quantitative finance and accounting
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Risks : open access journal
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1
Crude oil hedging strategy : new evidence from the data of the financial crisis
Toyoshima, Yuki
;
Nakajima, Tadahiro
;
Hamori, Shigeyuki
- In:
Applied financial economics
23
(
2013
)
10/12
,
pp. 1033-1041
Persistent link: https://www.econbiz.de/10009772197
Saved in:
2
Efficiency and unbiasedness of corn futures markets : new evidence across the financial crisis
Pederzoli, C.
;
Torricelli, Costanza
- In:
Applied financial economics
23
(
2013
)
22/24
,
pp. 1853-1863
Persistent link: https://www.econbiz.de/10010337258
Saved in:
3
Estimating optimal hedge ratio : a multivariate skew-normal distribution approach
Lien, Da-hsiang Donald
;
Shrestha, Keshab
- In:
Applied financial economics
20
(
2010
)
7/9
,
pp. 627-636
Persistent link: https://www.econbiz.de/10009009324
Saved in:
4
Are commodity prices mean reverting?
Andersson, Henrik
- In:
Applied financial economics
17
(
2007
)
10/12
,
pp. 769-783
Persistent link: https://www.econbiz.de/10003537543
Saved in:
5
Price spread and convenience yield behaviour in the international oil market
Milonas, Nikolaos T.
;
Henker, Thomas
- In:
Applied financial economics
11
(
2001
)
1
,
pp. 23-36
Persistent link: https://www.econbiz.de/10001545380
Saved in:
6
Convenience yield, mean reverting prices, and long memory in the petroleum market
Mazaheri, A.
- In:
Applied financial economics
9
(
1999
)
1
,
pp. 31-50
Persistent link: https://www.econbiz.de/10001363837
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