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subject:"Börsenkurs"
~person:"Paladino, Giovanna"
~subject:"Commodity derivative"
~subject:"Economic ethics"
~subject:"Schätzung"
~type:"article"
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Börsenkurs
Commodity derivative
Economic ethics
Schätzung
Commodity speculation
2
Estimation
2
Futures
2
Hedging
2
Rohstoffderivat
2
Rohstoffspekulation
2
Spot market
2
Spotmarkt
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1990-2010
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ARCH model
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Capital market returns
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Commodity exchange
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Commodity market
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Commodity spot and futures markets
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Dynamic hedging
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Kapitalmarktrendite
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Markov chain
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Markov regime switching
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Markov-Kette
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Non-linear GARCH
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Oil price
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Rohstoffmarkt
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Theorie
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Paladino, Giovanna
Glauben, Thomas
3
Pies, Ingo
3
Prehn, Sören
3
Cifarelli, Giulio
2
Fernandez-Perez, Adrian
2
Loy, Jens-Peter
2
Miffre, Joëlle
2
Will, Matthias Georg
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Adrangi, Bahram
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Lehecka, Georg
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Journal of financial markets
1
The interrelationship between financial and energy markets
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ECONIS (ZBW)
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1
A dynamic model of hedging and speculation in the commodity futures markets
Cifarelli, Giulio
;
Paladino, Giovanna
- In:
Journal of financial markets
25
(
2015
),
pp. 1-15
Persistent link: https://www.econbiz.de/10011477250
Saved in:
2
Oil futures market : a dynamic model of hedging and speculation
Cifarelli, Giulio
;
Paladino, Giovanna
- In:
The interrelationship between financial and energy markets
,
(pp. 141-155)
.
2014
Persistent link: https://www.econbiz.de/10010411146
Saved in:
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