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~isPartOf:"Energy economics"
~subject:"1990-2000"
~subject:"Commodity derivative"
~subject:"Forecasting model"
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Search: subject_exact:"Handelsvolumen der Börse"
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1990-2000
Commodity derivative
Forecasting model
Handelsvolumen der Börse
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7
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Alizadeh-Masoodian, Amir H.
1
Aromi, Daniel
1
Bhar, Ramaprasad
1
Bjursell, Johan
1
Campos, I.
1
Chevallier, Julien
1
Clements, Adam
1
Cortazar, Gonzalo
1
Gao, Tianxiao
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Gentle, James E.
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Hamori, Shigeyuki
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1
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Energy economics
The journal of futures markets
6
Finance research letters
5
International journal of forecasting
5
Research in international business and finance
5
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4
Pacific-Basin finance journal
4
Applied financial economics
3
International review of economics & finance : IREF
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International review of financial analysis
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School working papers / Faculty of Business and Law, School of Accounting, Economics and Finance, Deakin University
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The North American journal of economics and finance : a journal of financial economics studies
2
11th Annual Mid-Atlantic Research Conference in Finance (MARC)
1
Asian journal of economics and banking : AJEB
1
Cambridge working papers in economics
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Center for the Study of Futures Markets, Columbia Business School / Working Paper Series
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Chemnitz economic papers
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China finance review international
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Contemporary Trends and Challenges in Finance : Proceedings from the 3rd Wroclaw International Conference in Finance
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1
Transformer-based forecasting for intraday trading in the Shanghai crude oil market : Analyzing open-high-low-close prices
Huang, Wenyang
;
Gao, Tianxiao
;
Hao, Yun
;
Wang, Xiuqing
- In:
Energy economics
127
(
2023
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10014487500
Saved in:
2
Spillovers between the oil sector and the S&P500 : the impact of information flow about crude oil
Aromi, Daniel
;
Clements, Adam
- In:
Energy economics
81
(
2019
),
pp. 187-196
Persistent link: https://www.econbiz.de/10012172691
Saved in:
3
Modeling and predicting oil VIX: internet search volume versus traditional mariables
Campos, I.
;
Cortazar, Gonzalo
;
Reyes, T.
- In:
Energy economics
66
(
2017
),
pp. 194-204
Persistent link: https://www.econbiz.de/10011896450
Saved in:
4
The informational content of inventory announcements : intraday evidence from crude oil futures market
Ye, Shiyu
;
Karali, Berna
- In:
Energy economics
59
(
2016
),
pp. 349-364
Persistent link: https://www.econbiz.de/10011699677
Saved in:
5
Market conditions, trader types and price-volume relation in energy futures markets
Alizadeh-Masoodian, Amir H.
;
Tamvakis, Michael
- In:
Energy economics
56
(
2016
),
pp. 134-149
Persistent link: https://www.econbiz.de/10011663879
Saved in:
6
Inventory announcements, jump dynamics, volatility and trading volume in U.S. energy futures markets
Bjursell, Johan
;
Gentle, James E.
;
Wang, George H. K.
- In:
Energy economics
48
(
2015
),
pp. 336-349
Persistent link: https://www.econbiz.de/10011533829
Saved in:
7
On the volatility-volume relationship in energy futures markets using intraday data
Chevallier, Julien
;
Sévi, Benoît
- In:
Energy economics
34
(
2012
)
6
,
pp. 1896-1909
Persistent link: https://www.econbiz.de/10009688936
Saved in:
8
Causality in variance and the type of traders in crude oil futures
Bhar, Ramaprasad
;
Hamori, Shigeyuki
- In:
Energy economics
27
(
2005
)
3
,
pp. 527-539
Persistent link: https://www.econbiz.de/10002891824
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