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subject:"Zeitreihenanalyse"
~isPartOf:"American journal of agricultural economics"
~isPartOf:"Journal of empirical finance"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~subject:"Oil price"
~subject:"Share price"
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Search: subject_exact:"Rohstoffpreis"
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Zeitreihenanalyse
Oil price
Share price
Commodity price
30
Rohstoffpreis
30
Theorie
15
Theory
15
Volatility
15
Volatilität
15
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Rohstoffderivat
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Commodity market
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Rohstoffmarkt
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Börsenkurs
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Shock
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Copper
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11
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Başak, Suleyman
1
Casassus, Jaime
1
Chen, Shu-Ling
1
Collin-Dufresne, Pierre
1
Diewald, Laszlo
1
Enders, Walter
1
Ghoshray, Atanu
1
Holt, Matthew T.
1
Jackson, John D.
1
Kim, Hyeongwoo
1
Kleppe, Tore Selland
1
Lamberte, Antonio
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Liu, Peng
1
Marvasti, Akbar
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Oglend, Atle
1
Pavlova, Anna
1
Prokopczuk, Marcel
1
Resiandini, Pramesti
1
Schwartz, Eduardo S.
1
Tang, Ke
1
Ubilava, David
1
Wese Simen, Chardin
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American journal of agricultural economics
Journal of empirical finance
The journal of finance : the journal of the American Finance Association
Energy economics
41
Journal of international money and finance
10
IMF working papers
8
Finance research letters
7
Working paper
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Special memorandum / London & Cambridge Economic Service
6
Stocks of staple commodities
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The journal of futures markets
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Applied economics
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Applied economics letters
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CAMA working paper series
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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International review of economics & finance : IREF
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NBER working paper series
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The energy journal
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CESifo working papers
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Economic modelling
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IMF Working Paper
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International Journal of Energy Economics and Policy : IJEEP
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Journal of banking & finance
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NBER Working Paper
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OPEC energy review
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ASARC working paper
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Applied financial economics
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Discussion paper / Centre for Economic Policy Research
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Intereconomics : review of European economic policy
3
International journal of finance & economics : IJFE
3
Journal of commodity markets
3
Macroeconomic dynamics
3
Policy research working paper : WPS
3
Policy, research and external affairs working papers : WPS
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Research in international business and finance
3
The empirical economics letters : a monthly international journal of economics
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Working paper / National Bureau of Economic Research, Inc.
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Working paper series / European Central Bank
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ECONIS (ZBW)
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1
The role of El Niño Southern Oscillation in commodity price movement and predictability
Ubilava, David
- In:
American journal of agricultural economics
100
(
2018
)
1
,
pp. 239-263
Persistent link: https://www.econbiz.de/10011959363
Saved in:
2
How regular are directional movements in commodity and asset prices? : a Wald test
Oglend, Atle
;
Kleppe, Tore Selland
- In:
Journal of empirical finance
38
(
2016
),
pp. 290-306
Persistent link: https://www.econbiz.de/10011664705
Saved in:
3
Commodity price volatility under regulatory changes and disaster
Marvasti, Akbar
;
Lamberte, Antonio
- In:
Journal of empirical finance
38
(
2016
),
pp. 355-361
Persistent link: https://www.econbiz.de/10011664764
Saved in:
4
A model of financialization of commodities
Başak, Suleyman
;
Pavlova, Anna
- In:
The journal of finance : the journal of the American …
71
(
2016
)
4
,
pp. 1511-1555
Persistent link: https://www.econbiz.de/10011588922
Saved in:
5
Time-variations in commodity price jumps
Diewald, Laszlo
;
Prokopczuk, Marcel
;
Wese Simen, Chardin
- In:
Journal of empirical finance
31
(
2015
),
pp. 72-84
Persistent link: https://www.econbiz.de/10011489343
Saved in:
6
What drives commodity prices?
Chen, Shu-Ling
;
Jackson, John D.
;
Kim, Hyeongwoo
; …
- In:
American journal of agricultural economics
96
(
2014
)
5
,
pp. 1455-1468
Persistent link: https://www.econbiz.de/10011279858
Saved in:
7
Dynamic persistence of primary commodity prices
Ghoshray, Atanu
- In:
American journal of agricultural economics
95
(
2013
)
1
,
pp. 153-164
Persistent link: https://www.econbiz.de/10009718291
Saved in:
8
Sharp breaks or smooth shifts? : an investigation of the evolution of primary commodity prices
Enders, Walter
;
Holt, Matthew T.
- In:
American journal of agricultural economics
94
(
2012
)
3
,
pp. 659-673
Persistent link: https://www.econbiz.de/10009576555
Saved in:
9
The stochastic behavior of commodity prices with heteroskedasticity in the convenience yield
Liu, Peng
;
Tang, Ke
- In:
Journal of empirical finance
18
(
2011
)
2
,
pp. 211-224
Persistent link: https://www.econbiz.de/10009301130
Saved in:
10
Stochastic convenience yield implied from commodity futures and interest rates
Casassus, Jaime
;
Collin-Dufresne, Pierre
- In:
The journal of finance : the journal of the American …
60
(
2005
)
5
,
pp. 2283-2332
Persistent link: https://www.econbiz.de/10003159354
Saved in:
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