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~isPartOf:"Finance India : the quarterly journal of Indian Institute of Finance"
~isPartOf:"Quantitative finance"
~isPartOf:"The European journal of finance"
~subject:"ARCH-Modell"
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ARCH-Modell
Commodity derivative
41
Rohstoffderivat
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Volatility
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14
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1
Kumar, Santhosh
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Lagesh, M. A.
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Li, Haibo
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Liang, Chao
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Lokanadha Reddy M
1
Ma, Feng
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Finance India : the quarterly journal of Indian Institute of Finance
Quantitative finance
The European journal of finance
Energy economics
82
Finance research letters
19
Economic modelling
16
The journal of futures markets
15
International review of financial analysis
12
Applied economics
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International review of economics & finance : IREF
11
International Journal of Energy Economics and Policy : IJEEP
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Working paper
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Econometric Institute research papers
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Journal of commodity markets
7
Journal of international financial markets, institutions & money
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Research in international business and finance
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The North American journal of economics and finance : a journal of financial economics studies
6
Applied economics letters
5
International journal of finance & economics : IJFE
5
The energy journal
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International journal of forecasting
4
Review of quantitative finance and accounting
4
American journal of agricultural economics
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International journal of bonds and derivatives
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Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
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Journal of banking & finance
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Journal of empirical finance
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Journal of forecasting
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The empirical economics letters : a monthly international journal of economics
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Agricultural finance review
2
Applied financial economics
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CESifo working papers
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Chemnitz economic papers
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Cogent economics & finance
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
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European review of agricultural economics : ERAE
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FEEM Working Paper
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Financial innovation : FIN
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1
Price volatility spillovers in commodities market : an analytical study of selected commodities
Pillai, Raji
;
Lokanadha Reddy M
- In:
Finance India : the quarterly journal of Indian …
36
(
2022
)
3
,
pp. 971-982
Persistent link: https://www.econbiz.de/10013477560
Saved in:
2
Jumps and oil futures volatility forecasting : a new insight
Ma, Feng
;
Liang, Chao
;
Zeng, Qing
;
Li, Haibo
- In:
Quantitative finance
21
(
2021
)
5
,
pp. 853-863
Persistent link: https://www.econbiz.de/10012500197
Saved in:
3
Forecasting the daily dynamic hedge ratios by GARCH models : evidence from the agricultural futures markets
Zhang, Yuanyuan
;
Choudhry, Taufiq
- In:
The European journal of finance
21
(
2015
)
4/6
,
pp. 376-399
Persistent link: https://www.econbiz.de/10010528976
Saved in:
4
Commodity price volatility & time varying hedge ratios : evidence from notional commodity futures indices of India
Kumar, Santhosh
;
Lagesh, M. A.
- In:
Finance India : the quarterly journal of Indian …
28
(
2014
)
2
,
pp. 515-528
Persistent link: https://www.econbiz.de/10010421800
Saved in:
5
Basis variations and regime shifts in the oil futures market
Fong, Wai-mun
;
See, Kim Hock
- In:
The European journal of finance
9
(
2003
)
5
,
pp. 499-513
Persistent link: https://www.econbiz.de/10001885513
Saved in:
6
Power ARCH modelling of commodity futures data on the London metal exchange
McKenzie, Michael D.
(
contributor
)
- In:
The European journal of finance
7
(
2001
)
1
,
pp. 22-38
Persistent link: https://www.econbiz.de/10001542130
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