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~isPartOf:"The journal of futures markets"
~language:"bos"
~language:"bul"
~language:"deu"
~language:"eng"
~language:"spa"
~source:"econis"
~subject:"ARCH model"
~subject:"Börsenkurs"
~subject:"Kapitaleinkommen"
~subject:"Rohstoffderivat"
~subject:"United Kingdom"
~subject:"Volatility"
~type_genre:"Amtsdruckschrift"
~type_genre:"Article in journal"
~type_genre:"Bibliografie"
~type_genre:"Bibliographie enthalten"
~type_genre:"Conference paper"
~type_genre:"Konferenzbeitrag"
~type_genre:"Ratgeber"
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ARCH model
Börsenkurs
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Rohstoffderivat
United Kingdom
Volatility
USA
773
United States
773
Theorie
437
Theory
437
Derivat
383
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383
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344
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265
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737
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Tse, Yiuman
12
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11
Lien, Da-hsiang Donald
10
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9
Fung, Joseph K. W.
9
Zhang, Jin E.
9
Wang, George H. K.
8
Webb, Robert I.
7
Chatrath, Arjun
6
Kurov, Alexander
6
Lai, Yu-Sheng
6
Simon, David P.
6
Ap Gwilym, Owain
5
Bali, Turan G.
5
Ederington, Louis H.
5
Heaney, Richard A.
5
Luo, Xingguo
5
Ryu, Doojin
5
Agarwalla, Sobhesh Kumar
4
Chou, Robin K.
4
Chung, Huimin
4
Edwards, Franklin R.
4
Fonseca, José da
4
Frijns, Bart
4
Han, Liyan
4
Holder, Mark E.
4
Huang, Zhuo
4
Hung, Mao-Wei
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McMillan, David G.
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Ramchander, Sanjay
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Schneeweis, Thomas
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Song, Frank M.
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Yang, Jian
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3
Boyd, Naomi E.
3
Chan, Wing Hong
3
Chen, Zhiyao
3
Cheng, Louis T. W.
3
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The journal of futures markets
Applied economics
1,393
Journal of banking & finance
1,316
Finance research letters
1,294
International review of financial analysis
1,091
Energy economics
955
Applied financial economics
920
The journal of finance : the journal of the American Finance Association
881
Journal of financial economics
863
Applied economics letters
817
International review of economics & finance : IREF
812
Economics letters
738
Economic modelling
725
Pacific-Basin finance journal
710
Journal of empirical finance
676
The review of financial studies
674
The North American journal of economics and finance : a journal of financial economics studies
622
Journal of international financial markets, institutions & money
619
Research in international business and finance
598
Journal of financial and quantitative analysis : JFQA
571
The economic journal : the journal of the Royal Economic Society
549
The European journal of finance
531
Journal of international money and finance
512
Review of quantitative finance and accounting
509
Journal of econometrics
505
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
504
Journal of risk and financial management : JRFM
412
International journal of economics and finance
386
International journal of theoretical and applied finance
345
International journal of economics and financial issues : IJEFI
336
International journal of finance & economics : IJFE
335
Fiscal studies : the journal of the Institute for Fiscal Studies
330
Management science : journal of the Institute for Operations Research and the Management Sciences
328
Journal of economic dynamics & control
325
Regional studies
319
Journal of financial markets
316
The journal of corporate finance : contracting, governance and organization
310
Oxford bulletin of economics and statistics
305
Global finance journal
300
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
299
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ECONIS (ZBW)
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737
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1
Air pollution, weather factors, and realized volatility forecasts of agricultural commodity futures
Luo, Jiawen
;
Zhang, Qun
- In:
The journal of futures markets
44
(
2024
)
2
,
pp. 151-217
Persistent link: https://www.econbiz.de/10014475455
Saved in:
2
Assessing the asymmetric volatility linkages of energy and agricultural commodity futures during low and high volatility regimes
Rezitis, Anthony N.
;
Andrikopoulos, Panagiotis
;
Daglis, …
- In:
The journal of futures markets
44
(
2024
)
3
,
pp. 451-483
Persistent link: https://www.econbiz.de/10014475504
Saved in:
3
Calibration in the "real world" of a partially specified stochastic volatility model
Fatone, Lorella
;
Mariani, Francesca
;
Zirilli, Francesco
- In:
The journal of futures markets
44
(
2024
)
1
,
pp. 75-102
Persistent link: https://www.econbiz.de/10014475426
Saved in:
4
Can technical indicators based on underlying assets help to predict implied volatility index
Shi, Yafeng
;
Shi, Yanlong
;
Ying, Tingting
- In:
The journal of futures markets
44
(
2024
)
1
,
pp. 57-74
Persistent link: https://www.econbiz.de/10014475424
Saved in:
5
Dynamic connectedness between energy markets and the Brazilian cash market : an empirical analysis pre- and post-COVID-19
Palazzi, Rafael Baptista
;
Assaf, Ata
;
Klotzle, Marcelo Cabus
- In:
The journal of futures markets
44
(
2024
)
1
,
pp. 27-56
Persistent link: https://www.econbiz.de/10014475422
Saved in:
6
Hedging performance analysis of energy markets : evidence from copula quantile regression
Ren, Xianling
;
Yu, Xinping
- In:
The journal of futures markets
44
(
2024
)
3
,
pp. 432-450
Persistent link: https://www.econbiz.de/10014475503
Saved in:
7
Hedging pressure and oil volatility : insurance versus liquidity demands
Nikitopoulos, Christina Sklibosios
;
Thomas, Alice Carole
; …
- In:
The journal of futures markets
44
(
2024
)
2
,
pp. 252-280
Persistent link: https://www.econbiz.de/10014475470
Saved in:
8
Market-wide overconfidence and stock returns
Chen, Qiang
;
Han, Yu
;
Huang, Ying
- In:
The journal of futures markets
44
(
2024
)
1
,
pp. 3-26
Persistent link: https://www.econbiz.de/10014475421
Saved in:
9
Performance comparison of alternative stochastic volatility models and its determinants in energy futures : COVID-19 and Russia-Ukraine conflict features
Fernandes, Mário Correia
;
Dias, José Carlos
;
Nunes, …
- In:
The journal of futures markets
44
(
2024
)
3
,
pp. 343-383
Persistent link: https://www.econbiz.de/10014475488
Saved in:
10
Predictability of commodity futures returns with machine learning models
Wang, Shirui
;
Zhang, Tianyang
- In:
The journal of futures markets
44
(
2024
)
2
,
pp. 302-322
Persistent link: https://www.econbiz.de/10014475477
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