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~isPartOf:"Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets"
~isPartOf:"Review of quantitative finance and accounting"
~subject:"Spot market"
~subject:"Volatilität"
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Search: subject_exact:"Rohstoff-Futures"
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Volatilität
Commodity derivative
16
Rohstoffderivat
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ARCH model
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ARCH-Modell
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Ahmed, Shamim
1
Ben Sita, Bernard
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Boyd, Naomi E.
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Bracker, Kevin
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Cartwright, Phillip A.
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Chen, Qian
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Inci, Ahmet Can
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Jiang, Ying
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Seyhun, H. Nejat
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
Review of quantitative finance and accounting
Energy economics
161
The journal of futures markets
57
Economic modelling
34
International review of financial analysis
33
Finance research letters
29
International review of economics & finance : IREF
24
The energy journal
23
Working paper
23
International Journal of Energy Economics and Policy : IJEEP
22
Applied economics
18
Applied economics letters
14
Econometric Institute research papers
14
Journal of banking & finance
13
Journal of commodity markets
13
American journal of agricultural economics
12
Research in international business and finance
12
Journal of international financial markets, institutions & money
10
The North American journal of economics and finance : a journal of financial economics studies
10
Journal of international money and finance
9
Quantitative finance
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
International journal of finance & economics : IJFE
7
Pacific-Basin finance journal
7
International journal of forecasting
6
Journal of applied econometrics
6
Journal of empirical finance
6
Journal of forecasting
6
Agricultural finance review
5
Applied financial economics
5
Cogent economics & finance
5
Emerging markets, finance and trade : EMFT
5
Finance India : the quarterly journal of Indian Institute of Finance
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Global business review
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International journal of economics and finance
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International journal of theoretical and applied finance
5
Journal of risk and financial management : JRFM
5
OPEC energy review
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The European journal of finance
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Risk premia in the term structure of crude oil futures : long-run and short-run volatility components
Boyd, Naomi E.
;
Li, Bingxin
;
Liu, Rui
- In:
Review of quantitative finance and accounting
58
(
2022
)
4
,
pp. 1505-1533
Persistent link: https://www.econbiz.de/10013191983
Saved in:
2
Crude oil and gasoline volatility risk into a Realized-EGARCH model
Ben Sita, Bernard
- In:
Review of quantitative finance and accounting
53
(
2019
)
3
,
pp. 701-720
Persistent link: https://www.econbiz.de/10012234368
Saved in:
3
Information flows between the US and China's agricultural commodity futures markets : based on VAR-BEKK-skew-t model
Chen, Qian
;
Weng, Xin
- In:
Emerging markets finance & trade : a journal of the …
54
(
2018
)
1/2/3
,
pp. 71-87
Persistent link: https://www.econbiz.de/10012122852
Saved in:
4
Degree of integration between brent oil spot and futures markets : intraday evidence
Inci, Ahmet Can
;
Seyhun, H. Nejat
- In:
Emerging markets finance & trade : a journal of the …
54
(
2018
)
7/8/9
,
pp. 1808-1826
Persistent link: https://www.econbiz.de/10012124554
Saved in:
5
Effect of crude oil futures trading on spot market volatility : a panel data-based counterfactual prediction analysis
Yao, Xin
;
Liu, Qiang
- In:
Emerging markets finance & trade : a journal of the …
53
(
2017
)
4
,
pp. 918-931
Persistent link: https://www.econbiz.de/10011764621
Saved in:
6
Volatility forecasting in the Chinese commodity futures market with intraday data
Jiang, Ying
;
Ahmed, Shamim
;
Liu, Xiaoquan
- In:
Review of quantitative finance and accounting
48
(
2017
)
4
,
pp. 1123-1173
Persistent link: https://www.econbiz.de/10011797006
Saved in:
7
The reaction of coffee futures price volatility to crop reports
Silveira, Rodrigo Lanna Franco da
;
Mattos, Fabio
;
Saes, …
- In:
Emerging markets finance & trade : a journal of the …
53
(
2017
)
10/11/12
,
pp. 2361-2376
Persistent link: https://www.econbiz.de/10011825353
Saved in:
8
Further evidence on the explanatory power of spot food and energy commodities market prices for futures prices
Cartwright, Phillip A.
;
Riabko, Natalija
- In:
Review of quantitative finance and accounting
47
(
2016
)
3
,
pp. 579-605
Persistent link: https://www.econbiz.de/10011595689
Saved in:
9
Forecasting changes in copper futures volatility with GARCH models using an iterated algorithm
Smith, Kenneth L.
;
Bracker, Kevin
- In:
Review of quantitative finance and accounting
20
(
2003
)
3
,
pp. 245-265
Persistent link: https://www.econbiz.de/10001773901
Saved in:
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