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~subject:"Rohstoffderivat"
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Rohstoffderivat
Volatility
337
Volatilität
336
Estimation
129
Schätzung
129
ARCH model
108
ARCH-Modell
108
Börsenkurs
94
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94
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90
Theory
90
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76
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75
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72
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49
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47
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41
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41
China
37
USA
37
United States
37
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36
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Beckmann, Joscha
2
Czudaj, Robert
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Li, Bin
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2
Ma, Feng
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1
Beljid, Makram
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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Economic modelling
Energy economics
149
The journal of futures markets
54
International review of financial analysis
32
Finance research letters
30
International review of economics & finance : IREF
23
The energy journal
23
Working paper
23
International Journal of Energy Economics and Policy : IJEEP
20
Applied economics
18
Journal of banking & finance
18
Applied economics letters
14
Journal of commodity markets
14
American journal of agricultural economics
12
Econometric Institute research papers
11
Journal of international financial markets, institutions & money
10
Quantitative finance
10
Research in international business and finance
10
The North American journal of economics and finance : a journal of financial economics studies
10
Journal of international money and finance
8
International journal of finance & economics : IJFE
7
Journal of empirical finance
7
Pacific-Basin finance journal
7
Applied financial economics
6
CESifo working papers
6
Cogent economics & finance
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
Journal of applied econometrics
6
Journal of forecasting
6
Journal of risk and financial management : JRFM
6
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
6
Agricultural finance review
5
Finance India : the quarterly journal of Indian Institute of Finance
5
International Journal of Financial Studies : open access journal
5
International journal of forecasting
5
International journal of theoretical and applied finance
5
OPEC energy review
5
Review of quantitative finance and accounting
5
USAEE Working Paper
5
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ECONIS (ZBW)
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1
Catching the curl : wavelet thresholding improves forward curve modelling
Power, Gabriel J.
;
Eaves, James
;
Turvey, Calum Greig
; …
- In:
Economic modelling
64
(
2017
),
pp. 312-321
Persistent link: https://www.econbiz.de/10011761254
Saved in:
2
Speculative behaviour and oil price predictability
Panopulu, Aikaterinē
;
Pantelidis, Theologos
- In:
Economic modelling
47
(
2015
),
pp. 128-136
Persistent link: https://www.econbiz.de/10011438977
Saved in:
3
The role of financial speculation in the energy future markets : a new time-varying coefficient approach
Li, Haiqi
;
Kim, Hyung-Gun
;
Park, Sung Y.
- In:
Economic modelling
51
(
2015
),
pp. 112-122
Persistent link: https://www.econbiz.de/10011475857
Saved in:
4
Optimal hedge ratios for clean energy equities
Ahmad, Wasim
;
Sadorsky, Perry A.
;
Sharma, Amit
- In:
Economic modelling
72
(
2018
),
pp. 278-295
Persistent link: https://www.econbiz.de/10012100422
Saved in:
5
Return transmission and asymmetric volatility spillovers between oil futures and oil equities : new DCC-MEGARCH analyses
Tsuji, Chikashi
- In:
Economic modelling
74
(
2018
),
pp. 167-185
Persistent link: https://www.econbiz.de/10012101322
Saved in:
6
Convenience yield, realised volatility and jumps : evidence from non-ferrous metals
Omura, Akihiro
;
Li, Bin
;
Chung, Richard
;
Todorova, Neda
- In:
Economic modelling
70
(
2018
),
pp. 496-510
Persistent link: https://www.econbiz.de/10012027980
Saved in:
7
The macroeconomic determinants of commodity futures volatility : evidence from Chinese and Indian markets
Mo, Di
;
Gupta, Rakesh
;
Li, Bin
;
Singh, Tarlok
- In:
Economic modelling
70
(
2018
),
pp. 543-560
Persistent link: https://www.econbiz.de/10012027983
Saved in:
8
Covariance estimation using high-frequency data: Sensitivities of estimation methods
Haugom, Erik
;
Lien, Gudbrand
;
Veka, Steinar
;
Westgaard, Sjur
- In:
Economic modelling
43
(
2014
),
pp. 416-425
Persistent link: https://www.econbiz.de/10010503037
Saved in:
9
Volatility transmission in agricultural futures markets
Beckmann, Joscha
;
Czudaj, Robert
- In:
Economic modelling
36
(
2014
),
pp. 541-546
Persistent link: https://www.econbiz.de/10010416370
Saved in:
10
Regime-dependent adjustment in energy spot and futures markets
Beckmann, Joscha
;
Belke, Ansgar
;
Czudaj, Robert
- In:
Economic modelling
40
(
2014
),
pp. 400-409
Persistent link: https://www.econbiz.de/10010425585
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