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~subject:"Commodity derivative"
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Commodity derivative
Volatility
44
Volatilität
43
USA
40
United States
40
Börsenkurs
36
India
36
Share price
36
Indien
32
Aktienmarkt
26
Stock market
26
Kapitaleinkommen
23
Capital income
22
Welt
21
World
21
Portfolio selection
20
Portfolio-Management
20
Estimation
18
Oil price
18
Schätzung
18
Theorie
18
Theory
18
Ölpreis
18
ARCH model
17
ARCH-Modell
17
Rohstoffderivat
15
Ankündigungseffekt
12
Announcement effect
12
Spillover effect
12
Spillover-Effekt
12
Spekulation
10
Chaos theory
9
Chaostheorie
9
Japan
9
Speculation
9
Derivat
8
Derivative
8
Erdöl
8
Hedging
8
Petroleum
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English
15
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Chatrath, Arjun
11
Adrangi, Bahram
6
Maitra, Debasish
4
Miao, Hong
3
Ramchander, Sanjay
3
Song, Frank M.
2
Ai, Chunrong
1
Allender, Mary Elizabeth
1
Dawar, Varun
1
Dey, Kushankur
1
Dhanda, Kanwalroop Kathy
1
Jain, Prachi
1
Liang, Youguo
1
Shank, Todd
1
Wang, Tianyang
1
Wang, Toanyang
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Energy economics
2
The journal of futures markets
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Applied financial economics
1
Computational methods in decision-making, economics and finance
1
Global business review
1
Global finance journal
1
International journal of trade and global markets
1
Journal of financial economic policy
1
Journal of forecasting
1
The American economist : journal of Omnicron Delta Epsilon, the International Honor Society in Economics
1
The financial review : the official publication of the Eastern Finance Association
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ECONIS (ZBW)
15
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1
The impact of margins in futures markets : evidence from the gold and silver markets
Chatrath, Arjun
;
Adrangi, Bahram
;
Allender, Mary Elizabeth
- In:
The quarterly review of economics and finance : journal …
41
(
2001
)
2
,
pp. 279-294
Persistent link: https://www.econbiz.de/10001579686
Saved in:
2
Commitment of traders, basis behavior, and the issue of risk premia in futures markets
Chatrath, Arjun
- In:
The journal of futures markets
17
(
1997
)
6
,
pp. 707-731
Persistent link: https://www.econbiz.de/10001228025
Saved in:
3
Nonlinear dependence in gold and silver futures : is it chaos?
Chatrath, Arjun
;
Adrangi, Bahram
;
Shank, Todd
- In:
The American economist : journal of Omnicron Delta …
45
(
2001
)
2
,
pp. 25-32
Persistent link: https://www.econbiz.de/10001696921
Saved in:
4
Non-linear dynamics in futures prices : evidence from the coffee, sugar and cocoa exchange
Adrangi, Bahram
;
Chatrath, Arjun
- In:
Applied financial economics
13
(
2003
)
4
,
pp. 245-256
Persistent link: https://www.econbiz.de/10001748447
Saved in:
5
In search of deterministic complex patterns in commodity prices
Chatrath, Arjun
;
Adrangi, Bahram
;
Dhanda, Kanwalroop Kathy
- In:
Computational methods in decision-making, economics and …
,
(pp. 355-377)
.
2010
Persistent link: https://www.econbiz.de/10009153075
Saved in:
6
Crude oil moments and PNG stock returns
Chatrath, Arjun
;
Miao, Hong
;
Ramchander, Sanjay
- In:
Energy economics
44
(
2014
),
pp. 222-235
Persistent link: https://www.econbiz.de/10010457220
Saved in:
7
A semiparametric estimation of the optimal hedge ratio
Ai, Chunrong
;
Chatrath, Arjun
;
Song, Frank M.
- In:
The quarterly review of economics and finance : journal …
47
(
2007
)
2
,
pp. 366-381
Persistent link: https://www.econbiz.de/10003492932
Saved in:
8
Do commodity traders herd?
Adrangi, Bahram
;
Chatrath, Arjun
- In:
The financial review : the official publication of the …
43
(
2008
)
3
,
pp. 461-476
Persistent link: https://www.econbiz.de/10003755378
Saved in:
9
The forecasting efficacy of risk-neutral mopments for crude oil volatility
Chatrath, Arjun
;
Miao, Hong
;
Ramchander, Sanjay
;
Wang, …
- In:
Journal of forecasting
34
(
2015
)
3
,
pp. 177-190
Persistent link: https://www.econbiz.de/10011305272
Saved in:
10
An examination of the flow characteristics of crude oil : evidence from risk-neutral moments
Chatrath, Arjun
;
Miao, Hong
;
Ramchander, Sanjay
;
Wang, …
- In:
Energy economics
54
(
2016
),
pp. 213-223
Persistent link: https://www.econbiz.de/10011662818
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