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~isPartOf:"Journal of applied econometrics"
~subject:"Causality analysis"
~subject:"Hedging"
~subject:"Theorie"
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Search: subject_exact:"Commodity futures"
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Commodity derivative
9
Rohstoffderivat
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6
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Volatilität
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Diks, Cees G. H.
1
Fong, Wai-mun
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Journal of applied econometrics
Energy economics
71
The journal of futures markets
50
International review of financial analysis
24
Economic modelling
21
Applied economics
20
Finance research letters
20
International review of economics & finance : IREF
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Journal of banking & finance
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Journal of commodity markets
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International Journal of Energy Economics and Policy : IJEEP
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Working paper
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American journal of agricultural economics
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The energy journal
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Applied financial economics
10
The review of financial studies
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Journal of the Royal Statistical Society
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Working paper / National Bureau of Economic Research, Inc.
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Applied economics letters
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European review of agricultural economics : ERAE
7
Journal of agricultural and applied economics
7
Journal of financial and quantitative analysis : JFQA
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The journal of finance : the journal of the American Finance Association
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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NBER working paper series
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The European journal of finance
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The North American journal of economics and finance : a journal of financial economics studies
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The handbook of commodity investing
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CESifo working papers
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Discussion paper / Centre for Economic Policy Research
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Econometric Institute research papers
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Finance India : the quarterly journal of Indian Institute of Finance
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Global finance journal
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IMF working paper
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Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
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Journal of agricultural economics
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Journal of empirical finance
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Journal of international money and finance
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European review of agricultural economics
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1
Nonlinear granger causality : guidelines for multivariate analysis
Diks, Cees G. H.
;
Wolski, Marcin
- In:
Journal of applied econometrics
31
(
2016
)
7
,
pp. 1333-1351
Persistent link: https://www.econbiz.de/10011687494
Saved in:
2
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:
3
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:
4
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
Saved in:
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