//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
isPartOf:"Management von Rohstoffrisiken : Strategien, Märkte und Produkte"
~subject:"ARCH-Modell"
~isPartOf:"International review of financial analysis"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Warenterminbörse"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
ARCH-Modell
Commodity derivative
67
Rohstoffderivat
67
Volatility
33
Volatilität
33
Welt
19
World
19
Commodity exchange
18
Warenbörse
18
Hedging
15
Derivat
14
Derivative
14
Oil price
13
Portfolio selection
13
Portfolio-Management
13
Ölpreis
13
ARCH model
11
Commodity market
11
Rohstoffmarkt
11
Spillover effect
9
Spillover-Effekt
9
Theorie
9
Theory
9
Erdöl
8
Estimation
8
Forecasting model
8
Petroleum
8
Prognoseverfahren
8
Schätzung
8
Börsenkurs
7
Commodities
7
Oil market
7
Share price
7
Ölmarkt
7
Anlageverhalten
6
Behavioural finance
6
Capital income
6
China
6
Commodity futures
6
Correlation
6
more ...
less ...
Online availability
All
Undetermined
8
Type of publication
All
Article
11
Type of publication (narrower categories)
All
Article in journal
10
Aufsatz in Zeitschrift
10
Aufsatz im Buch
1
Book section
1
Language
All
English
10
German
1
Author
All
Ma, Feng
2
Ali, Faek Menla
1
Brooks, Robert
1
Choudhry, Taufiq
1
Do, Hung Xuan
1
Floros, Christos
1
Füss, Roland
1
Gao, Xinxin
1
Gillas, Konstantinos Gkillas
1
Glück, Thorsten
1
Gong, Xu
1
Green, Christopher J.
1
Hao, Jianyang
1
Karanasos, Menelaos
1
Konstantatos, Christoforos
1
Liu, Yun
1
Lu, Xinjie
1
Margaronis, Zannis
1
Nath, Rajat
1
Nguyen, Duc Khuong
1
Pick Schen Yip
1
Qin, Xiao
1
Tao, Juan
1
Tilmes, Rolf
1
Tsagkanos, Athanasios
1
Wang, Lu
1
Wang, Xiong
1
Xu, Jin
1
Yan, Meilan
1
Zhang, Dalu
1
Zhang, Han
1
Zhang, Yue-jun
1
Zhang, Zehui
1
more ...
less ...
Published in...
All
Management von Rohstoffrisiken : Strategien, Märkte und Produkte
International review of financial analysis
Energy economics
82
Economic modelling
16
Finance research letters
14
The journal of futures markets
14
Applied economics
11
International Journal of Energy Economics and Policy : IJEEP
10
Working paper
10
Econometric Institute research papers
9
International review of economics & finance : IREF
9
Journal of commodity markets
7
Journal of international financial markets, institutions & money
6
Research in international business and finance
6
The North American journal of economics and finance : a journal of financial economics studies
6
Applied economics letters
5
The energy journal
5
Review of quantitative finance and accounting
4
American journal of agricultural economics
3
International journal of bonds and derivatives
3
International journal of finance & economics : IJFE
3
International journal of forecasting
3
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
3
Journal of banking & finance
3
Journal of empirical finance
3
Journal of forecasting
3
The European journal of finance
3
The empirical economics letters : a monthly international journal of economics
3
Agricultural finance review
2
Applied financial economics
2
CESifo working papers
2
Chemnitz economic papers
2
Cogent economics & finance
2
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
European review of agricultural economics : ERAE
2
FEEM Working Paper
2
Finance India : the quarterly journal of Indian Institute of Finance
2
Financial innovation : FIN
2
IIMB management review
2
more ...
less ...
Source
All
ECONIS (ZBW)
11
Showing
1
-
11
of
11
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Commodity market financialization, herding and signals : an asymmetric GARCH R-vine copula approach
Qin, Xiao
;
Yan, Meilan
;
Zhang, Dalu
- In:
International review of financial analysis
89
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014466342
Saved in:
2
Volatility forecasting of crude oil futures market : which structural change-based HAR models have better performance?
Zhang, Yue-jun
;
Zhang, Han
- In:
International review of financial analysis
85
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014234971
Saved in:
3
Oil futures volatility predictability : new evidence based on machine learning models
Lu, Xinjie
;
Ma, Feng
;
Xu, Jin
;
Zhang, Zehui
- In:
International review of financial analysis
83
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013460875
Saved in:
4
Realized volatility spillovers between US spot and futures during ECB news : evidence from the European sovereign debt crisis
Gillas, Konstantinos Gkillas
;
Konstantatos, Christoforos
; …
- In:
International review of financial analysis
74
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012803941
Saved in:
5
Forecasting crude oil volatility with geopolitical risk : do time-varying switching probabilities play a role?
Wang, Lu
;
Ma, Feng
;
Hao, Jianyang
;
Gao, Xinxin
- In:
International review of financial analysis
76
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012804675
Saved in:
6
Dynamic volatility spillovers across oil and natural gas futures markets based on a time-varying spillover method
Gong, Xu
;
Liu, Yun
;
Wang, Xiong
- In:
International review of financial analysis
76
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012804753
Saved in:
7
Dynamic volatility spillover effects between oil and agricultural products
Pick Schen Yip
;
Brooks, Robert
;
Do, Hung Xuan
;
Nguyen, …
- In:
International review of financial analysis
69
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012316894
Saved in:
8
Modelling time varying volatility spillovers and conditional correlations across commodity metal futures
Karanasos, Menelaos
;
Ali, Faek Menla
;
Margaronis, Zannis
; …
- In:
International review of financial analysis
57
(
2018
),
pp. 246-256
Persistent link: https://www.econbiz.de/10012006357
Saved in:
9
Asymmetries, causality and correlation between FTSE100 spot and futures : a DCC-TGARCH-M analysis
Tao, Juan
;
Green, Christopher J.
- In:
International review of financial analysis
24
(
2012
),
pp. 26-37
Persistent link: https://www.econbiz.de/10009688185
Saved in:
10
Univariate und Multivariate Modellierung täglicher Volatilitäten von Rohstoff-Futures
Füss, Roland
;
Glück, Thorsten
;
Tilmes, Rolf
- In:
Management von Rohstoffrisiken : Strategien, Märkte …
,
(pp. 425-441)
.
2010
Persistent link: https://www.econbiz.de/10003902619
Saved in:
11
Short-run deviations and time-varying hedge ratios : evidence from agricultural futures markets
Choudhry, Taufiq
- In:
International review of financial analysis
18
(
2009
)
1/2
,
pp. 58-65
Persistent link: https://www.econbiz.de/10003850310
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->