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subject:"Zeitreihenanalyse"
~isPartOf:"Journal of empirical finance"
~isPartOf:"The energy journal"
~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
10
Rohstoffderivat
10
Theorie
9
Theory
9
Commodity market
7
Rohstoffmarkt
7
Börsenkurs
5
Commodity exchange
5
Erdöl
5
Petroleum
5
Volatility
5
Volatilität
5
Warenbörse
5
Ölpreis
5
Commodity prices
4
Estimation
4
Schätzung
4
Time series analysis
4
USA
4
United States
4
Welt
4
World
4
Option pricing theory
3
Optionspreistheorie
3
Anlageverhalten
2
Behavioural finance
2
Commodity
2
Convenience yield
2
Copper
2
Exchange rate
2
Exchange rates
2
Gold
2
Kupfer
2
Markov chain
2
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12
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1
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English
12
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Başak, Suleyman
1
Byun, Sung Je
1
Casassus, Jaime
1
Collin-Dufresne, Pierre
1
Diewald, Laszlo
1
Hamilton, James D.
1
Irwin, Scott H.
1
Jawadi, Fredj
1
Karlsson, Hyunjoo Kim
1
Kleppe, Tore Selland
1
Lamberte, Antonio
1
Liu, Peng
1
Marvasti, Akbar
1
Månsson, Kristofer
1
Oglend, Atle
1
Pavlova, Anna
1
Pindyck, Robert S.
1
Prokopczuk, Marcel
1
Sanders, Dwight R.
1
Schwartz, Eduardo S.
1
Sjölander, Pär
1
Tang, Ke
1
Wese Simen, Chardin
1
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Journal of empirical finance
The energy journal
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
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
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
2
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ECONIS (ZBW)
12
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1
Analyzing commodity prices in the context of COVID-19, high inflation, and the Ukrainian war
Hamilton, James D.
(
interviewee
);
Jawadi, Fredj
(
interviewer
)
- In:
The energy journal
44
(
2023
)
1
,
pp. 1-7
Persistent link: https://www.econbiz.de/10013540892
Saved in:
2
Unveiling the time-dependent dynamics between oil prices and exchange rates : a wavelet-based panel analysis
Karlsson, Hyunjoo Kim
;
Månsson, Kristofer
;
Sjölander, Pär
- In:
The energy journal
41
(
2020
)
6
,
pp. 87-106
Persistent link: https://www.econbiz.de/10012547025
Saved in:
3
Speculation in commodity futures markets, inventories and the price of crude oil
Byun, Sung Je
- In:
The energy journal
38
(
2017
)
5
,
pp. 93-113
Persistent link: https://www.econbiz.de/10011791800
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
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:
6
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:
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
Measuring index investment in commodity futures markets
Sanders, Dwight R.
;
Irwin, Scott H.
- In:
The energy journal
34
(
2013
)
3
,
pp. 105-127
Persistent link: https://www.econbiz.de/10009771880
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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