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~isPartOf:"Journal of applied econometrics"
~subject:"ARCH model"
~subject:"Hedging"
~subject:"Theorie"
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Commodity derivative
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Rohstoffderivat
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Journal of applied econometrics
Energy economics
126
The journal of futures markets
56
International review of financial analysis
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Finance research letters
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International review of economics & finance : IREF
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European review of agricultural economics : ERAE
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Journal of the Royal Statistical Society
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The North American journal of economics and finance : a journal of financial economics studies
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Journal of international financial markets, institutions & money
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Finance India : the quarterly journal of Indian Institute of Finance
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NBER working paper series
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The handbook of commodity investing
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Discussion paper / Centre for Economic Policy Research
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IIMB management review
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IMF working paper
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International journal of forecasting
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International journal of theoretical and applied finance
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Partially overlapping time series : a new model for volatility dynamics in commodity futures
Smith, Aaron D.
- In:
Journal of applied econometrics
20
(
2005
)
3
,
pp. 405-422
Persistent link: https://www.econbiz.de/10002807215
Saved in:
2
Crack spead hedging : accounting for time-varying volatility spillovers in the energy futures markets
Haigh, Michael S.
;
Holt, Matthew T.
- In:
Journal of applied econometrics
17
(
2002
)
3
,
pp. 269-289
Persistent link: https://www.econbiz.de/10001676815
Saved in:
3
Modelling the conditional volatility of commodity index futures as a regime switching process
Fong, Wai-mun
;
See, Kim Hock
- In:
Journal of applied econometrics
16
(
2001
)
2
,
pp. 133-163
Persistent link: https://www.econbiz.de/10001573886
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