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~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of international financial markets, institutions & money"
~subject:"Prognoseverfahren"
~subject:"Volatilität"
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Search: subject_exact:"Rohstoff-Futures"
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Prognoseverfahren
Volatilität
Commodity derivative
22
Rohstoffderivat
22
Volatility
15
Forecasting model
12
ARCH model
9
ARCH-Modell
9
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9
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9
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Fung, Hung-gay
2
Wang, Yudong
2
Zhang, Yaojie
2
Asai, Manabu
1
Athanasopoulos, George
1
Bilgin, Mehmet Huseyin
1
Bonato, Matteo
1
Chan, Kam C.
1
Chen, Langnan
1
Dai, Peng-Fei
1
Dai, Yun-Shi
1
Gozgor, Giray
1
Gupta, Rangan
1
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1
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1
Horváth, Lajos
1
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1
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1
Ji, Qiang
1
Junttila, Juha
1
Klein, Tony
1
Lau, Chi Keung
1
Leung, Wai K.
1
Li, Guowen
1
Li, Jianping
1
Liang, Chao
1
Liu, Mingxi
1
Liu, Zhenya
1
Luo, Jiawen
1
Lyócsa, Štefan
1
Ma, Zhenyu
1
Marcjasz, Grzegorz
1
McAleer, Michael
1
Molnár, Peter
1
Orłowski, Lucjan T.
1
Pesonen, Juho
1
Raatikainen, Juhani
1
Rice, Gregory
1
Tian, Fengping
1
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International journal of forecasting
Journal of international financial markets, institutions & money
Energy economics
157
The journal of futures markets
60
International review of financial analysis
35
Economic modelling
34
Finance research letters
31
International review of economics & finance : IREF
24
The energy journal
24
Working paper
21
International Journal of Energy Economics and Policy : IJEEP
20
Applied economics
19
Journal of banking & finance
17
Journal of commodity markets
17
American journal of agricultural economics
15
Research in international business and finance
15
Applied economics letters
14
The North American journal of economics and finance : a journal of financial economics studies
12
Econometric Institute research papers
11
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
10
Journal of forecasting
10
Quantitative finance
9
Journal of international money and finance
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
International journal of finance & economics : IJFE
7
Journal of empirical finance
7
NBER Working Paper
7
NBER working paper series
7
Pacific-Basin finance journal
7
Working paper / National Bureau of Economic Research, Inc.
7
Agricultural finance review
6
CESifo working papers
6
Journal of applied econometrics
6
Journal of risk and financial management : JRFM
6
Review of quantitative finance and accounting
6
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
5
International journal of theoretical and applied finance
5
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ECONIS (ZBW)
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1
Alarming contagion effects : the dangerous ripple effect of extreme price spillovers across crude oil, carbon emission allowance, and agriculture futures markets
Wei, Yu
;
Wang, Yizhi
;
Vigne, Samuel A.
;
Ma, Zhenyu
- In:
Journal of international financial markets, …
88
(
2023
),
pp. 1-33
Persistent link: https://www.econbiz.de/10014482920
Saved in:
2
Tail dependence structure and extreme risk spillover effects between the international agricultural futures and spot markets
Dai, Yun-Shi
;
Dai, Peng-Fei
;
Zhou, Wei-Xing
- In:
Journal of international financial markets, …
88
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014482970
Saved in:
3
Forecasting crude oil futures market returns : a principal component analysis combination approach
Zhang, Yaojie
;
Wang, Yudong
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 659-673
Persistent link: https://www.econbiz.de/10014465079
Saved in:
4
Global economic policy uncertainty aligned : an informative predictor for crude oil market volatility
Zhang, Yaojie
;
He, Mengxi
;
Wang, Yudong
;
Liang, Chao
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1318-1332
Persistent link: https://www.econbiz.de/10014465282
Saved in:
5
A novel text-based framework for forecasting agricultural futures using massive online news headlines
Li, Jianping
;
Li, Guowen
;
Liu, Mingxi
;
Zhu, Xiaoqian
; …
- In:
International journal of forecasting
38
(
2022
)
1
,
pp. 35-50
Persistent link: https://www.econbiz.de/10013347409
Saved in:
6
Forecasting realized volatility of agricultural commodity futures with infinite Hidden Markov HAR models
Luo, Jiawen
;
Klein, Tony
;
Ji, Qiang
;
Hou, Chenghan
- In:
International journal of forecasting
38
(
2022
)
1
,
pp. 51-73
Persistent link: https://www.econbiz.de/10013347412
Saved in:
7
A functional time series analysis of forward curves derived from commodity futures
Horváth, Lajos
;
Liu, Zhenya
;
Rice, Gregory
;
Wang, Shixuan
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 646-665
Persistent link: https://www.econbiz.de/10012415316
Saved in:
8
Forecasting volatility and co-volatility of crude oil and gold futures : effects of leverage, jumps, spillovers, and geopolitical risks
Asai, Manabu
;
Gupta, Rangan
;
McAleer, Michael
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 933-948
Persistent link: https://www.econbiz.de/10012497080
Saved in:
9
Realized correlations, betas and volatility spillover in the agricultural commodity market : what has changed?
Bonato, Matteo
- In:
Journal of international financial markets, …
62
(
2019
),
pp. 184-202
Persistent link: https://www.econbiz.de/10012262524
Saved in:
10
On the importance of the long-term seasonal component in day-ahead electricity price forecasting with NARX neural networks
Marcjasz, Grzegorz
;
Uniejewski, Bartosz
;
Weron, Rafał
- In:
International journal of forecasting
35
(
2019
)
4
,
pp. 1520-1532
Persistent link: https://www.econbiz.de/10012305383
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