//--> //--> //--> //-->
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:"Applied economics letters"
~subject:"United States"
~subject:"Zeitreihenanalyse"
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
Economic linkages across commo...
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
United States
Zeitreihenanalyse
Volatility
257
Volatilität
257
Börsenkurs
92
Share price
92
Estimation
84
Schätzung
84
Capital income
61
Kapitaleinkommen
61
Aktienmarkt
59
Stock market
59
Theorie
52
Theory
52
ARCH model
49
ARCH-Modell
49
Welt
43
World
43
Commodity derivative
39
Rohstoffderivat
39
Exchange rate
37
Wechselkurs
37
Forecasting model
33
Prognoseverfahren
33
USA
25
Oil price
24
Risiko
24
Risk
24
VAR model
24
VAR-Modell
24
Ölpreis
24
China
21
Spillover effect
20
Spillover-Effekt
20
Time series analysis
19
Aktienindex
17
Impact assessment
17
Stock index
17
Wirkungsanalyse
17
Business cycle
16
more ...
less ...
Online availability
All
Undetermined
20
Type of publication
All
Article
43
Type of publication (narrower categories)
All
Article in journal
43
Aufsatz in Zeitschrift
43
Language
All
English
43
Author
All
Shin, Dong-wan
2
Acharya, Ram N.
1
Ahamada, Ibrahim
1
Ahn, Yongkil
1
Apergis, Emmanuel
1
Apergēs, Nikolaos
1
Baba, Naohiko
1
Baek, Changryong
1
Baldi, Lucia
1
Baumöhl, E.
1
Beaumont, Paul Michael
1
Browning, Chris
1
Burren, Daniel
1
Cai, Yuxin
1
Caporale, Guglielmo Maria
1
Cartwright, Phillip A.
1
Chen, Langnan
1
Chiu, Ching Wai Jeremy
1
Choi, Ji-Eun
1
Choi, Pilsun
1
Chun, Hyunbae
1
Equiza-Goñi, Juan
1
Fukuda, Shin'ichi
1
Gentle, Paul F.
1
Gil-Alaña, Luis A.
1
Guo, Jialin
1
Gupta, Rangan
1
Huang, Xun
1
Jiang, Ying
1
Jouini, Jamel
1
Kalenkoski, Charlene
1
Kim, Dongyeon
1
Kim, Jung-Wook
1
Kiohos, Apostolos
1
Koulakiotis, Athanasios
1
Kozyra, James
1
Kwon, Dohyoung
1
Lee, Seungwon
1
Lento, Camillo
1
Li, Bowen
1
more ...
less ...
Published in...
All
Applied economics letters
Working paper / National Bureau of Economic Research, Inc.
206
The journal of futures markets
205
Energy economics
127
Journal of econometrics
124
Discussion paper / Tinbergen Institute
91
The review of financial studies
91
Journal of banking & finance
89
Economic modelling
87
Journal of empirical finance
85
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
79
The North American journal of economics and finance : a journal of financial economics studies
74
Discussion paper / Centre for Economic Policy Research
73
Applied economics
71
Applied financial economics
68
Working paper
68
International journal of forecasting
67
Finance research letters
66
Economics letters
64
The journal of finance : the journal of the American Finance Association
64
International review of financial analysis
63
International review of economics & finance : IREF
60
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
59
Journal of financial and quantitative analysis : JFQA
51
Journal of financial economics
48
Econometric reviews
44
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
42
Journal of risk and financial management : JRFM
41
Journal of forecasting
40
Journal of international financial markets, institutions & money
40
Research in international business and finance
39
CESifo working papers
38
Journal of international money and finance
38
Econometric Institute research papers
36
Journal of financial econometrics : official journal of the Society for Financial Econometrics
36
American journal of agricultural economics
35
NBER working paper series
35
Finance and economics discussion series
34
The review of economics and statistics
32
CREATES research paper
31
more ...
less ...
Source
All
ECONIS (ZBW)
43
Showing
1
-
10
of
43
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Do intraday data contain more information for
volatility
forecasting? : evidence from the Chinese commodity futures market
Jiang, Ying
;
Liu, Xiaoquan
;
Ye, Wuyi
- In:
Applied economics letters
22
(
2015
)
1/3
,
pp. 218-222
Persistent link: https://www.econbiz.de/10010481970
Saved in:
2
Volatility
forecasting for crude oil futures
Marzo, Massimiliano
;
Zagaglia, Paolo
- In:
Applied economics letters
17
(
2010
)
16/18
,
pp. 1587-1599
Persistent link: https://www.econbiz.de/10009232176
Saved in:
3
Value at risk forecasting for
volatility
index
Park, Seul-Ki
;
Choi, Ji-Eun
;
Shin, Dong-wan
- In:
Applied economics letters
24
(
2017
)
21
,
pp. 1613-1620
Persistent link: https://www.econbiz.de/10011853568
Saved in:
4
Preliminary evidence on relationships between agricultural commodities futures prices, spot prices and oil prices using reverse regressions
Cartwright, Phillip A.
;
Riabko, Natalija
- In:
Applied economics letters
22
(
2015
)
10/12
,
pp. 777-782
Persistent link: https://www.econbiz.de/10011285361
Saved in:
5
Nonlinear dynamics in crude oil benchmarks : an AMH perspective
Varghese, George
;
Madhavan, Vinodh
- In:
Applied economics letters
26
(
2019
)
21
,
pp. 1798-1801
Persistent link: https://www.econbiz.de/10012204932
Saved in:
6
Price discovery in commodity markets
Peri, Massimo
;
Baldi, Lucia
;
Vandone, Daniela
- In:
Applied economics letters
20
(
2013
)
4/6
,
pp. 397-403
Persistent link: https://www.econbiz.de/10009708694
Saved in:
7
Examining the CRB index as a leading indicator for US inflation
Acharya, Ram N.
;
Gentle, Paul F.
;
Paudel, Krishna P.
- In:
Applied economics letters
17
(
2010
)
13/15
,
pp. 1493-1496
Persistent link: https://www.econbiz.de/10008938898
Saved in:
8
Linkage relationship between China and US futures market during trade friction : the case of soybean, soybean oil and soybean meal
Guo, Jialin
;
Wu, Desheng Dash
;
Zhang, Kaiming
;
Luo, Cuicui
- In:
Applied economics letters
30
(
2023
)
18
,
pp. 2647-2651
Persistent link: https://www.econbiz.de/10014368358
Saved in:
9
Seven centuries of commodity co-movement : a wavelet analysis approach
Umar, Zaghum
;
Zaremba, Adam
;
Olson, Dennis
- In:
Applied economics letters
29
(
2022
)
4
,
pp. 355-359
Persistent link: https://www.econbiz.de/10012803546
Saved in:
10
Marginal or copula : which one is critical?
Choi, Pilsun
;
Min, Insik
- In:
Applied economics letters
20
(
2013
)
16/18
,
pp. 1462-1465
Persistent link: https://www.econbiz.de/10010213173
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->