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~isPartOf:"Economic modelling"
~isPartOf:"IZA Discussion Papers"
~isPartOf:"The journal of futures markets"
~subject:"Seasonal variations"
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Seasonal variations
Saisonale Schwankungen
22
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15
United States
15
Theorie
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8
Index futures
6
Index-Futures
6
Volatility
6
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Gil-Alaña, Luis A.
2
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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Economic modelling
IZA Discussion Papers
The journal of futures markets
Tourism economics : the business and finance of tourism and recreation
38
Applied economics letters
36
Economics letters
35
International journal of forecasting
34
Applied economics
29
NBER Working Paper
28
NBER working paper series
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Report / Econometric Institute, Erasmus University Rotterdam
27
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24
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
23
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
23
American journal of agricultural economics
20
Discussion paper / Tinbergen Institute
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Tourism management : research, policies, practice
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Journal of econometrics
19
Journal of forecasting
19
Applied financial economics
18
Energy economics
17
International review of financial analysis
17
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
16
European journal of operational research : EJOR
15
Seasonality, rural livelihoods and development
15
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
15
Finance research letters
14
Journal of travel research : a quarterly publication of the Travel and Tourism Research Association
13
Working paper
12
EUI working paper / ECO
10
Econometric theory
10
Security market imperfections in worldwide equity markets
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The journal of development studies : JDS
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The journal of finance : the journal of the American Finance Association
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Analyse saisonaler Zeitreihen
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Documentos de trabajo / Banco de España, Servicio de Estudios
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Econometric reviews
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International review of economics & finance : IREF
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Journal of financial economics
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Oxford bulletin of economics and statistics
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ECONIS (ZBW)
22
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1
Risky times : seasonality and event risk of commodities
Boos, Dominik
- In:
The journal of futures markets
44
(
2024
)
5
,
pp. 767-783
Persistent link: https://www.econbiz.de/10014536682
Saved in:
2
The distribution of index futures realised volatility under seasonality and microstructure noise
Alemany, Nuria
;
Aragó, Vicent
;
Salvador, Enrique
- In:
Economic modelling
93
(
2020
),
pp. 398-414
Persistent link: https://www.econbiz.de/10012430196
Saved in:
3
The January effect in the foreign exchange market : evidence for seasonal equity carry trades
Girardin, Eric
;
Namin, Fatemeh Salimi
- In:
Economic modelling
81
(
2019
),
pp. 422-439
Persistent link: https://www.econbiz.de/10012202131
Saved in:
4
Masking of volatility by seasonal adjustment methods
Hayat, Aziz
;
Bhatti, Muhammad Ishaq
- In:
Economic modelling
33
(
2013
),
pp. 676-688
Persistent link: https://www.econbiz.de/10010194430
Saved in:
5
Testing of seasonal integration and cointegration with fractionally integrated techniques : an application to the Danish labour demand
Gil-Alaña, Luis A.
- In:
Economic modelling
25
(
2008
)
2
,
pp. 326-339
Persistent link: https://www.econbiz.de/10003724848
Saved in:
6
Principal components analysis for correlated curves and seasonal commodities : the case of the petroleum market
Tolmasky, Carlos
;
Hindanov, Dmitry
- In:
The journal of futures markets
22
(
2002
)
11
,
pp. 1019-1035
Persistent link: https://www.econbiz.de/10001713573
Saved in:
7
Modeling seasonality in agricultural commodity futures
Sørensen, Carsten
- In:
The journal of futures markets
22
(
2002
)
5
,
pp. 393-426
Persistent link: https://www.econbiz.de/10001678504
Saved in:
8
Foreign exchange futures volatility : day-of-the-week, intraday, and maturity patterns in the presence of macroeconomic announcements
Han, Li-ming
;
Kling, John L.
;
Sell, Clifford W.
- In:
The journal of futures markets
19
(
1999
)
6
,
pp. 665-693
Persistent link: https://www.econbiz.de/10001410397
Saved in:
9
Harvest contract price volatility for cotton
Hudson, Darren
;
Coble, Keith
- In:
The journal of futures markets
19
(
1999
)
6
,
pp. 717-733
Persistent link: https://www.econbiz.de/10001410406
Saved in:
10
Testing fractional integration with monthly data
Gil-Alaña, Luis A.
- In:
Economic modelling
16
(
1999
)
4
,
pp. 613-629
Persistent link: https://www.econbiz.de/10001426392
Saved in:
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