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~person:"Manera, Matteo"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject:"Futures"
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Commodity derivative
8
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8
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7
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5
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5
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Manera, Matteo
Lien, Da-hsiang Donald
84
Irwin, Scott H.
53
Tse, Yiuman
52
Broll, Udo
49
Benth, Fred Espen
36
García, Philip
35
Ryu, Doojin
35
Kit, Pong Wong
34
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34
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33
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31
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29
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28
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28
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26
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25
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24
Ap Gwilym, Owain
23
Chatrath, Arjun
23
Chiarella, Carl
23
McAleer, Michael
23
Sanders, Dwight R.
23
Chevallier, Julien
22
Faff, Robert W.
22
Hull, John
22
Prokopczuk, Marcel
22
Wang, George H. K.
22
Bhar, Ramaprasad
21
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21
Chance, Don M.
20
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20
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19
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19
Kaiser, Dieter G.
19
Racicot, François-Éric
19
Gay, Gerald D.
18
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18
Locke, Peter R.
18
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18
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Energy economics
4
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2
Applied financial economics
1
Finance research letters
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ECONIS (ZBW)
9
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1
Interpreting the oil risk premium : do oil price shocks matter?
Valenti, Daniele
;
Manera, Matteo
;
Sbuelz, Alessandro
- In:
Energy economics
91
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012518589
Saved in:
2
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:
3
A weekly structural VAR model of the US crude oil market
Valenti, Daniele
;
Bastianin, Andrea
;
Manera, Matteo
- In:
Energy economics
121
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014438651
Saved in:
4
Modelling
futures
price volatility in energy markets : is there a role for financial speculation?
Manera, Matteo
;
Nicolini, Marcella
;
Vignati, Ilaria
- In:
Energy economics
53
(
2016
),
pp. 220-229
Persistent link: https://www.econbiz.de/10011660521
Saved in:
5
How is volatility in commodity markets linked to oil price shocks?
Ahmadi, Maryam
;
Behmiri, Niaz Bashiri
;
Manera, Matteo
- In:
Energy economics
59
(
2016
),
pp. 11-23
Persistent link: https://www.econbiz.de/10011699432
Saved in:
6
Financial speculation in energy and agriculture
futures
markets : a multivariate GARCH approach
Manera, Matteo
;
Nicolini, Marcella
;
Vignatti, Ilaria
- In:
The energy journal
34
(
2013
)
3
,
pp. 55-81
Persistent link: https://www.econbiz.de/10009771887
Saved in:
7
Pricing and hedging illiquid energy derivatives : an application to the JCC index
Scarpa, Elisa
;
Manera, Matteo
- In:
The journal of futures markets
28
(
2008
)
5
,
pp. 464-487
Persistent link: https://www.econbiz.de/10003699701
Saved in:
8
Modelling time-vaying conditionl correlations in the volatility of Tapus oil spot and forward returns
Manera, Matteo
;
McAleer, Michael
;
Grasso, Margherita
- In:
Applied financial economics
16
(
2006
)
7
,
pp. 525-533
Persistent link: https://www.econbiz.de/10003320406
Saved in:
9
Modeling dynamic conditional correlations in WTI oil forward and
futures
returns
Lanza, Alessandro
;
Manera, Matteo
;
McAleer, Michael
- In:
Finance research letters
3
(
2006
)
2
,
pp. 114-132
Persistent link: https://www.econbiz.de/10003333927
Saved in:
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