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~isPartOf:"The energy journal"
~subject:"ARCH model"
~subject:"Price"
~subject:"Warenbörse"
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ARCH model
Price
Warenbörse
Commodity derivative
44
Rohstoffderivat
44
Oil price
31
Ölpreis
31
Volatility
22
Volatilität
22
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21
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Chevallier, Julien
2
Hammoudeh, Shawkat
2
Manera, Matteo
2
Nicolini, Marcella
2
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1
Behmiri, Niaz Bashiri
1
Bernard, Jean-Thomas
1
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1
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1
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1
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1
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1
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1
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The energy journal
The journal of futures markets
288
Energy economics
160
American journal of agricultural economics
62
Applied economics
50
Finance research letters
49
Economic modelling
47
International review of financial analysis
44
Journal of banking & finance
32
Review of futures markets
31
Journal of commodity markets
30
Applied economics letters
29
International review of economics & finance : IREF
29
Working paper
26
Research in international business and finance
23
International Journal of Energy Economics and Policy : IJEEP
20
Journal of international financial markets, institutions & money
16
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
15
Journal of empirical finance
15
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
14
The journal of finance : the journal of the American Finance Association
14
Discussion paper / Tinbergen Institute
13
NBER working paper series
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The European journal of finance
13
The North American journal of economics and finance : a journal of financial economics studies
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12
Econometric Institute research papers
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11
Journal of international money and finance
11
Journal of the Royal Statistical Society
11
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EUI working paper / ECO
10
Journal of risk and financial management : JRFM
10
Resources policy
10
Working paper / National Bureau of Economic Research, Inc.
10
Advances in futures and options research : a research annual
9
Agricultural finance review
9
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
9
European review of agricultural economics : ERAE
9
The empirical economics letters : a monthly international journal of economics
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ECONIS (ZBW)
27
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1
Futures prices are useful predictors of the spot price of crude oil
Ellwanger, Reinhard
;
Snudden, Stephen
- In:
The energy journal
44
(
2023
)
4
,
pp. 65-82
Persistent link: https://www.econbiz.de/10014323790
Saved in:
2
The negative pricing of the May 2020 WTI Contract
Fernandez-Perez, Adrian
;
Fuertes, Ana María
;
Miffre, …
- In:
The energy journal
44
(
2023
)
1
,
pp. 119-142
Persistent link: https://www.econbiz.de/10013542016
Saved in:
3
Time-varying term structure of oil risk premia
Cortazar, Gonzalo
;
Liedtke, Philip
;
Ortega, Hector
; …
- In:
The energy journal
43
(
2022
)
5
,
pp. 71-91
Persistent link: https://www.econbiz.de/10013412820
Saved in:
4
Energy and agricultural
commodity
markets interaction : an analysis of crude oil, natural gas, corn, soybean, and ethanol prices
Song Zan Chiou Wei
;
Chen, Sheng-Hung
;
Zhu, Zhen
- In:
The energy journal
40
(
2019
)
2
,
pp. 265-296
Persistent link: https://www.econbiz.de/10012037451
Saved in:
5
Load-following forward contracts
Brown, David P.
;
Sappington, David Edward Michael
- In:
The energy journal
44
(
2023
)
3
,
pp. 187-222
Persistent link: https://www.econbiz.de/10014280717
Saved in:
6
Volatility forecasting of crude oil market : which structural change based GARCH models have better performance?
Zhang, Yue-jun
;
Zhang, Han
- In:
The energy journal
44
(
2023
)
1
,
pp. 175-193
Persistent link: https://www.econbiz.de/10013542058
Saved in:
7
Navigating the oil bubble : a non-linear heterogeneous-agent dynamic model of futures oil pricing
Cifarelli, Giulio
;
Paesani, Paolo
- In:
The energy journal
42
(
2021
)
5
,
pp. 101-122
Persistent link: https://www.econbiz.de/10013170656
Saved in:
8
Understanding dynamic conditional correlations between oil, natural gas and non-energy
commodity
futures markets
Behmiri, Niaz Bashiri
;
Manera, Matteo
;
Nicolini, Marcella
- In:
The energy journal
40
(
2019
)
2
,
pp. 55-76
Persistent link: https://www.econbiz.de/10012037403
Saved in:
9
Measuring index investment in
commodity
futures markets
Sanders, Dwight R.
;
Irwin, Scott H.
- In:
The energy journal
34
(
2013
)
3
,
pp. 105-127
Persistent link: https://www.econbiz.de/10009771880
Saved in:
10
Informed trading in the WTI oil futures market
Rousse, Olivier
;
Sévi, Benoît
- In:
The energy journal
40
(
2019
)
2
,
pp. 139-159
Persistent link: https://www.econbiz.de/10012037434
Saved in:
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