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~isPartOf:"Journal of applied econometrics"
~subject:"Hedging"
~subject:"Theorie"
~subject:"USA"
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Search: subject_exact:"Commodity futures"
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Theorie
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Commodity derivative
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Rohstoffderivat
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6
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Diks, Cees G. H.
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Fong, Wai-mun
1
Haigh, Michael S.
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McKenzie, Andrew M.
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Journal of applied econometrics
The journal of futures markets
132
Energy economics
78
American journal of agricultural economics
24
Applied economics
24
International review of financial analysis
23
Journal of banking & finance
21
Economic modelling
20
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
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International review of economics & finance : IREF
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Working paper / National Bureau of Economic Research, Inc.
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Applied financial economics
17
Journal of commodity markets
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Finance research letters
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Journal of agricultural and applied economics
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The review of financial studies
13
International Journal of Energy Economics and Policy : IJEEP
11
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
10
Applied economics letters
9
Journal of the Royal Statistical Society
9
The journal of alternative investments
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European review of agricultural economics : ERAE
8
Journal of financial and quantitative analysis : JFQA
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The handbook of commodity investing
8
The journal of finance : the journal of the American Finance Association
8
Agricultural economics : the journal of the International Association of Agricultural Economists
7
Econometric Institute research papers
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
Journal of international money and finance
7
Research in international business and finance
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The European journal of finance
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Journal of empirical finance
6
NBER working paper series
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Agricultural finance review
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CESifo working papers
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Canadian journal of agricultural economics : CJAE
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Discussion paper / Centre for Economic Policy Research
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Finance India : the quarterly journal of Indian Institute of Finance
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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
Quasi-rational and Ex Ante price expectations in commodity supply models : an empirical analysis of the US broiler market
Holt, Matthew T.
;
McKenzie, Andrew M.
- In:
Journal of applied econometrics
18
(
2003
)
4
,
pp. 407-426
Persistent link: https://www.econbiz.de/10001779857
Saved in:
4
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:
5
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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