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subject:"Zeitreihenanalyse"
~isPartOf:"Energy 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
90
Rohstoffpreis
90
Commodity derivative
42
Rohstoffderivat
42
Welt
39
World
39
Commodity market
34
Rohstoffmarkt
34
Ölpreis
34
Volatility
31
Volatilität
31
Theorie
25
Theory
25
Commodity exchange
19
Warenbörse
19
Commodity prices
16
Estimation
15
Schätzung
15
Time series analysis
13
Commodity markets
10
Forecasting model
10
Prognoseverfahren
10
Börsenkurs
9
Spillover effect
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Spillover-Effekt
9
ARCH model
8
ARCH-Modell
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Erdöl
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Petroleum
8
Stochastic process
8
Stochastischer Prozess
8
VAR model
8
VAR-Modell
8
Agrarpreis
7
Agricultural price
7
Commodities
7
Exchange rate
7
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Article
47
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48
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48
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English
48
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Manera, Matteo
3
Gaglianone, Wagner Piazza
2
Guhathakurta, Kousik
2
Guillén, Osmani Teixeira de Carvalho
2
Hammoudeh, Shawkat
2
Issler, João Victor
2
Kang, Sang Hoon
2
Maitra, Debasish
2
Nazlıoğlu, Şaban
2
Schwartz, Eduardo S.
2
Soytas, Ugur
2
Tiwari, Aviral Kumar
2
Yoon, Seong-min
2
Abrell, Jan
1
Ahmadi, Maryam
1
Albulescu, Claudiu Tiberiu
1
Artiach, Tracy
1
Awaworyi Churchill, Sefa
1
Başak, Suleyman
1
Behmiri, Niaz Bashiri
1
Bentancor, Andrea
1
Berger, Theo
1
Bicchetti, David
1
Carter, Colin Andre
1
Casassus, Jaime
1
Caspi, Itamar
1
Collin-Dufresne, Pierre
1
Cortazar, Gonzalo
1
Costa, Alexandre Bonnet R.
1
Crosby, John
1
D'Ecclesia, Rita L.
1
Dai, Zhifeng
1
Dash, Saumya Ranjan
1
Date, Paresh
1
De Nicola, Francesca
1
De Pace, Pierangelo
1
Diewald, Laszlo
1
Drachal, Krzysztof
1
Du, Xiaodong
1
Duarte Mont'Alverne, Angelo
1
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Energy economics
Journal of empirical finance
The journal of finance : the journal of the American Finance Association
Journal of international money and finance
10
IMF working papers
8
Finance research letters
7
Working paper
7
Special memorandum / London & Cambridge Economic Service
6
Stocks of staple commodities
6
The journal of futures markets
6
Applied economics
5
Applied economics letters
5
CAMA working paper series
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
International review of economics & finance : IREF
5
NBER working paper series
5
The energy journal
5
American journal of agricultural economics
4
CESifo working papers
4
Economic modelling
4
IMF Working Paper
4
International Journal of Energy Economics and Policy : IJEEP
4
Journal of banking & finance
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NBER Working Paper
4
OPEC energy review
4
ASARC working paper
3
Applied financial economics
3
Discussion paper / Centre for Economic Policy Research
3
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
3
Research in international business and finance
3
The empirical economics letters : a monthly international journal of economics
3
Working paper / National Bureau of Economic Research, Inc.
3
Working paper series / European Central Bank
3
World Bank Policy Research Working Paper
3
CAMA Working Paper
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ECONIS (ZBW)
48
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1
Forecasting commodity prices returns : the role of partial least squares approach
Wen, Chufu
;
Zhu, Haoyang
;
Dai, Zhifeng
- In:
Energy economics
125
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014478814
Saved in:
2
Extreme risk dependence and time-varying spillover between crude oil, commodity market and inflation in China
Li, Houjian
;
Huang, Xinya
;
Guo, Lili
- In:
Energy economics
127
(
2023
)
2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10014490005
Saved in:
3
Jumps in commodity prices : new approaches for pricing plain vanilla options
Crosby, John
;
Frau, Carme
- In:
Energy economics
114
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013477538
Saved in:
4
Forecasting fuel prices with the Chilean exchange rate : going beyond the commodity currency hypothesis
Pincheira, Pablo
;
Bentancor, Andrea
;
Hardy, Nicolás
; …
- In:
Energy economics
106
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013202113
Saved in:
5
Breaks, trends and correlations in commodity prices in the very long-run
Awaworyi Churchill, Sefa
;
Inekwe, John Nkwoma
; …
- In:
Energy economics
108
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013203009
Saved in:
6
Forecasting selected energy commodities prices with Bayesian dynamic finite mixtures
Drachal, Krzysztof
- In:
Energy economics
99
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012939405
Saved in:
7
Macroeconomic uncertainty and natural gas prices : revisiting the Asian Premium
Shi, Xunpeng
;
Shen, Yifan
- In:
Energy economics
94
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012649324
Saved in:
8
The good, the bad and the ugly relation between oil and commodities : an analysis of asymmetric volatility connectedness and portfolio implications
Maitra, Debasish
;
Guhathakurta, Kousik
;
Kang, Sang Hoon
- In:
Energy economics
94
(
2021
),
pp. 1-30
Persistent link: https://www.econbiz.de/10012649444
Saved in:
9
Commodity prices and global economic activity : a derived-demand approach
Duarte Mont'Alverne, Angelo
;
Gaglianone, Wagner Piazza
; …
- In:
Energy economics
96
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012816324
Saved in:
10
Machine learning and oil price point and density forecasting
Costa, Alexandre Bonnet R.
;
Ferreira, Pedro Cavalcanti
; …
- In:
Energy economics
102
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013162181
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