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subject:"Zeitreihenanalyse"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Macroeconomic dynamics"
~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
17
Rohstoffpreis
17
Commodity derivative
9
Rohstoffderivat
9
Theorie
8
Theory
8
Commodity market
7
Rohstoffmarkt
7
Börsenkurs
5
Volatility
5
Volatilität
5
Commodity exchange
4
Estimation
4
Schätzung
4
Time series analysis
4
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Welt
4
World
4
Option pricing theory
3
Optionspreistheorie
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Stochastic process
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Stochastischer Prozess
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USA
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United States
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Ölpreis
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ARCH model
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ARCH-Modell
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Commodity prices
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Copper
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Erdöl
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Gold
2
Kupfer
2
Markov chain
2
Markov-Kette
2
Petroleum
2
1983-1987
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10
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10
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1
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English
10
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Manera, Matteo
2
Serletis, Apostolos
2
Başak, Suleyman
1
Casassus, Jaime
1
Collin-Dufresne, Pierre
1
Diewald, Laszlo
1
Dimitropoulos, Dimitri
1
Kleppe, Tore Selland
1
Lamberte, Antonio
1
Liu, Peng
1
Marvasti, Akbar
1
Oglend, Atle
1
Pavlova, Anna
1
Prokopczuk, Marcel
1
Schwartz, Eduardo S.
1
Tang, Ke
1
Wese Simen, Chardin
1
Yatchew, Adonis John
1
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Journal of empirical finance
Macroeconomic dynamics
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
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
4
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
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
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ECONIS (ZBW)
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1
Special issue on Dynamics of oil and commodities prices
Manera, Matteo
(
ed.
);
Serletis, Apostolos
(
ed.
)
-
2018
Persistent link: https://www.econbiz.de/10011916639
Saved in:
2
Introduction to Macroeconomic dynamics Special issue on dynamics of oil and commodities prices
Manera, Matteo
;
Serletis, Apostolos
- In:
Macroeconomic dynamics
22
(
2018
)
3
,
pp. 541-545
Persistent link: https://www.econbiz.de/10011916642
Saved in:
3
Discerning trends in commodity prices
Dimitropoulos, Dimitri
;
Yatchew, Adonis John
- In:
Macroeconomic dynamics
22
(
2018
)
3
,
pp. 683-701
Persistent link: https://www.econbiz.de/10011916705
Saved in:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
The stochastic behavior of commodity prices : implications for valuation and hedging
Schwartz, Eduardo S.
- In:
The journal of finance : the journal of the American …
52
(
1997
)
3
,
pp. 923-973
Persistent link: https://www.econbiz.de/10001225632
Saved in:
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