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~isPartOf:"Agricultural economics : the journal of the International Association of Agricultural Economists"
~isPartOf:"Applied economics"
~subject:"Forecasting model"
~subject:"Rohstoffderivat"
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Forecasting model
Rohstoffderivat
Commodity derivative
60
Commodity exchange
20
Warenbörse
20
Volatility
19
Volatilität
19
Estimation
18
Schätzung
18
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García, Philip
8
Irwin, Scott H.
6
Etienne, Xiaoli Liao
2
Goutte, Stéphane
2
Indriawan, Ivan
2
Luo, Jiawen
2
Pal, Debdatta
2
Serra, Teresa
2
Todorova, Neda
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Zhu, Huiming
2
Abid, Ilyes
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Ahn, Sung K.
1
Ahumada, Hildegart A.
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Aiube, Fernando Antônio Lucena
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Alam, Md Rafayet
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Alfano, Simon
1
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1
An, Sufang
1
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1
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1
Arreola Hernandez, Jose
1
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1
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Bielza, María
1
Boroumand, Raphaël Homayoun
1
Bouri, Elie
1
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1
Chelley-Steeley, Patricia L.
1
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1
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1
Dhaoui, Abderrazak
1
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1
Duan, Rong
1
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1
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Agricultural economics : the journal of the International Association of Agricultural Economists
Applied economics
Energy economics
270
The journal of futures markets
207
International review of financial analysis
62
Finance research letters
60
Journal of banking & finance
53
Economic modelling
52
International review of economics & finance : IREF
46
The energy journal
44
Journal of commodity markets
43
American journal of agricultural economics
41
Applied economics letters
39
International Journal of Energy Economics and Policy : IJEEP
38
Working paper
37
Research in international business and finance
29
The handbook of commodity investing
29
Diskussionspapier / Lehrstuhl für Wirtschaftsethik, Martin-Luther-Universität Halle-Wittenberg
28
Applied financial economics
27
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
23
Working paper / National Bureau of Economic Research, Inc.
22
Journal of international money and finance
20
NBER working paper series
20
Journal of agricultural and applied economics
18
The North American journal of economics and finance : a journal of financial economics studies
18
NBER Working Paper
17
The journal of alternative investments
17
Agricultural finance review
15
Econometric Institute research papers
15
Journal of empirical finance
15
Quantitative finance
15
European review of agricultural economics : ERAE
14
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
13
The European journal of finance
13
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
13
The review of financial studies
13
Finance India : the quarterly journal of Indian Institute of Finance
12
Journal of international financial markets, institutions & money
12
Journal of risk and financial management : JRFM
12
Pacific-Basin finance journal
12
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1
The distribution of commodity futures : a test of the generalized hyperbolic process
Pal, Debdatta
- In:
Applied economics
56
(
2024
)
15
,
pp. 1763-1783
Persistent link: https://www.econbiz.de/10014473212
Saved in:
2
An ARDL approach to study the cointegration relations between the Shanghai crude oil futures and global markets
Wang, Hongxia
;
Qiu, Shushu
;
Wang, Jianli
;
Yick, Ho Yin
- In:
Applied economics
56
(
2024
)
10
,
pp. 1208-1219
Persistent link: https://www.econbiz.de/10014446559
Saved in:
3
Should dominant contracts move to nearby months? : evidence from Chinese agricultural futures markets
Xie, Wei
;
Yi An
- In:
Applied economics
55
(
2023
)
41
,
pp. 4817-4840
Persistent link: https://www.econbiz.de/10014334766
Saved in:
4
Intraday high-frequency pairs trading strategies for energy futures : evidence from China
Luo, Jing
;
Lin, Yucheng
;
Wang, Sijia
- In:
Applied economics
55
(
2023
)
56
,
pp. 6646-6660
Persistent link: https://www.econbiz.de/10014382721
Saved in:
5
Influence of unconventional monetary policy on agricultural commodities futures : network connectedness and dynamic spillovers of returns and volatility
Umar, Zaghum
;
Sayed, Ayesha
;
Gubareva, Mariya
;
Xuan Vinh Vo
- In:
Applied economics
55
(
2023
)
22
,
pp. 2521-2535
Persistent link: https://www.econbiz.de/10014294972
Saved in:
6
Nonlinear dynamical analysis of metal futures price fluctuations : a recurrence quantification analysis approach
Sun, Xiaotian
;
Fang, Wei
;
Gao, Xiangyun
;
An, Sufang
;
Wu, Tao
- In:
Applied economics
55
(
2023
)
10
,
pp. 1142-1155
Persistent link: https://www.econbiz.de/10013499028
Saved in:
7
To batch or not to batch? : the release of USDA crop reports
Huang, Joshua
;
Serra, Teresa
;
García, Philip
;
Irwin, …
- In:
Agricultural economics : the journal of the …
53
(
2022
)
1
,
pp. 143-154
Persistent link: https://www.econbiz.de/10012816639
Saved in:
8
Are oil and gas futures markets efficient? : a multifractal analysis
Ftiti, Zied
;
Jawadi, Fredj
;
Louhichi, Wael
;
Madani, …
- In:
Applied economics
53
(
2021
)
2
,
pp. 164-184
Persistent link: https://www.econbiz.de/10012416030
Saved in:
9
Risk contagions between global oil markets and China's agricultural commodity markets under structural breaks
Luo, Jiawen
;
Zhang, Qun
- In:
Applied economics
53
(
2021
)
5
,
pp. 628-649
Persistent link: https://www.econbiz.de/10012416078
Saved in:
10
Speculation and food-grain prices
Lawson, Joshua
;
Alam, Md Rafayet
;
Etienne, Xiaoli Liao
- In:
Applied economics
53
(
2021
)
20
,
pp. 2305-2321
Persistent link: https://www.econbiz.de/10012501199
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