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~isPartOf:"International review of economics & finance : IREF"
~subject:"Börsenkurs"
~subject:"Commodity derivative"
~subject:"Prognoseverfahren"
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Börsenkurs
Commodity derivative
Prognoseverfahren
Spot market
5
Spotmarkt
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ARCH model
4
ARCH-Modell
4
Volatility
4
Volatilität
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Chinese stock index futures market
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McAleer, Michael
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International review of economics & finance : IREF
Energy economics
18
The journal of futures markets
6
International journal of forecasting
3
Journal of banking & finance
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
The energy journal
3
The journal of energy markets
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Economics letters
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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International review of financial analysis
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Journal of commodity markets
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Asian journal of management cases : AJMC
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Central European journal of operations research : CEJOR ; official journal of the Austrian, Croatian, Czech, Hungarian, Slovakian and Slovenian OR Societies
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Contemporary Trends and Challenges in Finance : Proceedings from the 3rd Wroclaw International Conference in Finance
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Discussion paper / Centre for Economic Policy Research
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Economic modelling
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Financial modeling and risk management of energy and environmental instruments and derivates
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International journal of bonds and derivatives
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International journal of intelligent enterprise
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1
Southern oscillation : great value of its trends for forecasting crude oil spot price volatility
Hong, Yanran
;
Yu, Jize
;
Su, Yuquan
;
Wang, Lu
- In:
International review of economics & finance : IREF
84
(
2023
),
pp. 358-368
Persistent link: https://www.econbiz.de/10014364057
Saved in:
2
How does news flow affect cross-market volatility spillovers? : evidence from China’s stock index futures and spot markets
Zhou, Xinmiao
;
Zhang, Junru
;
Zhang, Zhaoyong
- In:
International review of economics & finance : IREF
73
(
2021
),
pp. 196-213
Persistent link: https://www.econbiz.de/10012692222
Saved in:
3
Lead-lag relationship between spot and futures stock indexes : intraday data and regime-switching models
Alemany, Nuria
;
Aragó, Vicent
;
Salvador, Enrique
- In:
International review of economics & finance : IREF
68
(
2020
),
pp. 269-280
Persistent link: https://www.econbiz.de/10012486492
Saved in:
4
The asymmetric spillover effect of the Markov switching mechanism from the futures market to the spot market
Chang, Kuang-Liang
;
Lee, Chingnun
- In:
International review of economics & finance : IREF
69
(
2020
),
pp. 374-388
Persistent link: https://www.econbiz.de/10012486979
Saved in:
5
Preferences of risk-averse and risk-seeking investors for oil spot and futures before, during and after the Global Financial Crisis
Hooi Hooi Lean
;
McAleer, Michael
;
Wong, Wing Keung
- In:
International review of economics & finance : IREF
40
(
2015
),
pp. 204-216
Persistent link: https://www.econbiz.de/10011573581
Saved in:
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