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~isPartOf:"Journal of international financial markets, institutions & money"
~subject:"1996-2001"
~subject:"Hedging"
~subject:"Prognoseverfahren"
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Search: subject_exact:"Warentermingeschäft"
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1996-2001
Hedging
Prognoseverfahren
Commodity derivative
12
Rohstoffderivat
12
Volatility
10
Volatilität
10
ARCH model
6
ARCH-Modell
6
Spillover effect
6
Spillover-Effekt
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Commodity market
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Estimation
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Rohstoffmarkt
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Schätzung
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Welt
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World
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Capital income
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Commodity exchange
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Commodity markets
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Kapitaleinkommen
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Oil price
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Warenbörse
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Ölpreis
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Correlation
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Forecasting model
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GARCH
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Korrelation
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Portfolio selection
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Portfolio-Management
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Risikomanagement
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Risk management
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Volatility spillover
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Agricultural futures
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Agricultural spot
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Agriculture
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Agriculture commodities
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Aktienmarkt
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Arabische Golf-Staaten
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Bai-Perron multiple breakpoint regression
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Al-Jarrah, Idries Mohammad Wanas
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Al-Yahyaee, Khamis Hamed
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Chan, Kam C.
1
Fung, Hung-gay
1
Hammoudeh, Shawkat
1
Junttila, Juha
1
Kang, Sang Hoon
1
Leung, Wai K.
1
Lyócsa, Štefan
1
Mensi, Walid
1
Molnár, Peter
1
Orłowski, Lucjan T.
1
Pesonen, Juho
1
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1
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Journal of international financial markets, institutions & money
Energy economics
78
The journal of futures markets
43
Economic modelling
20
International review of financial analysis
20
International review of economics & finance : IREF
18
Finance research letters
17
Journal of banking & finance
17
Applied economics
15
Journal of commodity markets
13
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
11
The energy journal
11
International journal of forecasting
10
Journal of forecasting
10
Research in international business and finance
8
Working paper
8
American journal of agricultural economics
6
European review of agricultural economics : ERAE
6
International Journal of Energy Economics and Policy : IJEEP
6
The North American journal of economics and finance : a journal of financial economics studies
6
The review of financial studies
6
Working paper / National Bureau of Economic Research, Inc.
6
Applied economics letters
5
Applied financial economics
5
IMF working paper
5
Journal of agricultural and applied economics
5
NBER Working Paper
5
NBER working paper series
5
Agricultural economics : the journal of the International Association of Agricultural Economists
4
European journal of operational research : EJOR
4
Finance India : the quarterly journal of Indian Institute of Finance
4
Global finance journal
4
IMF working papers
4
International journal of finance & economics : IJFE
4
Journal of empirical finance
4
Journal of international money and finance
4
Journal of risk and financial management : JRFM
4
Pacific-Basin finance journal
4
Review of quantitative finance and accounting
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
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ECONIS (ZBW)
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1
Risk spillovers and hedging effectiveness between major commodities, and Islamic and conventional GCC banks
Mensi, Walid
;
Hammoudeh, Shawkat
;
Al-Jarrah, Idries …
- In:
Journal of international financial markets, …
60
(
2019
),
pp. 68-88
Persistent link: https://www.econbiz.de/10012127964
Saved in:
2
Commodity market based hedging against stock market risk in times of financial crisis : the case of crude oil and gold
Junttila, Juha
;
Pesonen, Juho
;
Raatikainen, Juhani
- In:
Journal of international financial markets, …
56
(
2018
),
pp. 255-280
Persistent link: https://www.econbiz.de/10011984168
Saved in:
3
Volatility of commodity futures prices and market-implied inflation expectations
Orłowski, Lucjan T.
- In:
Journal of international financial markets, …
51
(
2017
),
pp. 133-141
Persistent link: https://www.econbiz.de/10011896296
Saved in:
4
Volatility forecasting of non-ferrous metal futures : covariances, covariates or combinations?
Lyócsa, Štefan
;
Molnár, Peter
;
Todorova, Neda
- In:
Journal of international financial markets, …
51
(
2017
),
pp. 228-247
Persistent link: https://www.econbiz.de/10011896310
Saved in:
5
Daily volatility behavior in Chinese futures markets
Chan, Kam C.
;
Fung, Hung-gay
;
Leung, Wai K.
- In:
Journal of international financial markets, …
14
(
2004
)
5
,
pp. 491-505
Persistent link: https://www.econbiz.de/10002187133
Saved in:
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