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~isPartOf:"Economia aplicada : EA"
~isPartOf:"Finance research letters"
~isPartOf:"Journal of international money and finance"
~isPartOf:"The journal of alternative investments"
~subject:"ARCH model"
~subject:"USA"
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Search: subject_exact:"Warentermingeschäft"
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USA
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115
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115
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Alshammari, Saad
1
An, Yunbi
1
Boroumand, Raphaël Homayoun
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Boyd, Naomi E.
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Chen, Chun-Da
1
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Economia aplicada : EA
Finance research letters
Journal of international money and finance
The journal of alternative investments
The journal of futures markets
110
Energy economics
100
American journal of agricultural economics
23
Economic modelling
18
International review of economics & finance : IREF
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ECONIS (ZBW)
32
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1
Multiscale correlation analysis of Sino-US corn futures markets and the impact of international crude oil price : a new perspective from the multifractal method
Feng, Yun
;
Yang, Jie
;
Huang, Qian
- In:
Finance research letters
53
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014472534
Saved in:
2
Global economic policy uncertainty and oil futures volatility prediction
Zhao, Ling
- In:
Finance research letters
54
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014472626
Saved in:
3
Analyzing commodity futures and stock market indices : hedging strategies using asymmetric dynamic conditional correlation models
Alshammari, Saad
;
Obeid, Hassan
- In:
Finance research letters
56
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014473654
Saved in:
4
The Chinese oil futures volatility : evidence from high-low estimator information
Huang, Xiaozhou
;
Wang, Yubao
;
Song, Juan
- In:
Finance research letters
56
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014473684
Saved in:
5
Macroeconomic attention and oil futures volatility prediction
Liu, Shan
;
Li, Ziwei
- In:
Finance research letters
57
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014505944
Saved in:
6
Forecasting realized volatility of Chinese crude oil futures with a new secondary decomposition ensemble learning approach
Jiang, Wei
;
Tang, Wanqing
;
Liu, Xiao
- In:
Finance research letters
57
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014526701
Saved in:
7
Volatility contagion and connectedness between WTI and commodity markets
Boroumand, Raphaël Homayoun
;
Porcher, Thomas
- In:
Finance research letters
58
(
2023
)
1
,
pp. 1-11
Persistent link: https://www.econbiz.de/10014582223
Saved in:
8
Sample frequency robustness and accuracy in forecasting Value-at-Risk for Brent Crude Oil futures
Ewald, Christian
;
Hadina, Jelena
;
Haugom, Erik
;
Lien, …
- In:
Finance research letters
58
(
2023
)
1
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014582226
Saved in:
9
Changes in volatility leverage and spillover effects of crude oil futures markets affected by the 2022 Russia-Ukraine conflict
Pan, Qunxing
;
Sun, Yujia
- In:
Finance research letters
58
(
2023
)
2
,
pp. 1-9
Persistent link: https://www.econbiz.de/10014583950
Saved in:
10
Crude oil volatility forecasting : new evidence from world uncertainty index
Yao, Zhigang
;
Liu, Yao
- In:
Finance research letters
58
(
2023
)
1
,
pp. 1-4
Persistent link: https://www.econbiz.de/10014584782
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