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subject:"Zeitreihenanalyse"
~isPartOf:"Journal of empirical finance"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~subject:"Oil price"
~subject:"Rohstoffpreis"
~subject:"Share price"
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Search: subject_exact:"Rohstoffpreis"
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Zeitreihenanalyse
Oil price
Rohstoffpreis
Share price
Commodity price
11
Theorie
8
Theory
8
Commodity derivative
7
Rohstoffderivat
7
Börsenkurs
5
Commodity market
4
Rohstoffmarkt
4
Time series analysis
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Volatilität
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Commodity exchange
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Estimation
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Option pricing theory
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Optionspreistheorie
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Schätzung
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2
Copper
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Erdöl
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Başak, Suleyman
1
Casassus, Jaime
1
Collin-Dufresne, Pierre
1
Diewald, Laszlo
1
Dufour, Jean-Marie
1
Galbraith, John W.
1
Jo, Yonghwan
1
Kim, Jihee
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Kleppe, Tore Selland
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1
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1
Marvasti, Akbar
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Oglend, Atle
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Prokopczuk, Marcel
1
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1
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1
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1
Seppi, Duane J.
1
Sockin, Michael
1
Spatt, Chester S.
1
Tang, Ke
1
Wese Simen, Chardin
1
Xiong, Wei
1
Zhang, Hui Jun
1
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Journal of empirical finance
The journal of finance : the journal of the American Finance Association
Energy economics
81
IMF working papers
80
Intereconomics : review of European economic policy
45
NBER working paper series
43
NBER Working Paper
41
Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
41
Journal of international money and finance
39
Working paper / National Bureau of Economic Research, Inc.
39
IMF working paper
31
CAMA working paper series
29
Policy research working paper : WPS
28
Wirtschaftsdienst
26
Applied economics
25
IMF Working Paper
25
International review of economics & finance : IREF
23
Journal of commodity markets
23
Working paper
23
Applied economics letters
22
Discussion paper / Centre for Economic Policy Research
22
Economic modelling
20
American journal of agricultural economics
19
Finance research letters
19
The journal of futures markets
19
CESifo working papers
18
Journal of banking & finance
17
CAMA Working Paper
16
OxCarre research paper / Oxford Centre for the Analysis of Resource Rich Economies, Department of Economics, University of Oxford
16
World Bank Policy Research Working Paper
16
Journal of development economics
13
World development : the multi-disciplinary international journal devoted to the study and promotion of world development
12
Documentos de trabajo Banco Central de Chile
11
ECB Working Paper
11
Economics letters
11
Journal of policy modeling : JPMOD ; a social science forum of world issues
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Journal of the Royal Statistical Society
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Resources policy
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
10
Mineral economics : raw materials report
10
Research in international business and finance
10
World commodity prices : report of the AIECE Working Group on Commodity Prices presented at the AIECE spring meeting
10
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1
The impact of liquidity risk in the Chinese banking system on the global commodity markets
Jo, Yonghwan
;
Kim, Jihee
;
Santos, Francisco
- In:
Journal of empirical finance
66
(
2022
),
pp. 23-50
Persistent link: https://www.econbiz.de/10013370586
Saved in:
2
Exchange rates and commodity prices : measuring causality at multiple horizons
Zhang, Hui Jun
;
Dufour, Jean-Marie
;
Galbraith, John W.
- In:
Journal of empirical finance
36
(
2016
),
pp. 100-120
Persistent link: https://www.econbiz.de/10011662765
Saved in:
3
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:
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
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:
7
Informational frictions and commodity markets
Sockin, Michael
;
Xiong, Wei
- In:
The journal of finance : the journal of the American …
70
(
2015
)
5
,
pp. 2063-2098
Persistent link: https://www.econbiz.de/10011408712
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
Equilibrium forward curves for commodities
Routledge, Bryan R.
;
Seppi, Duane J.
;
Spatt, Chester S.
- In:
The journal of finance : the journal of the American …
55
(
2000
)
3
,
pp. 1297-1338
Persistent link: https://www.econbiz.de/10001497602
Saved in:
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