//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~language:"eng"
~person:"Hamori, Shigeyuki"
~person:"Ji, Qiang"
~person:"McAleer, Michael"
~subject:"Basel Accord"
~subject:"Commodity derivative"
~type_genre:"Article in journal"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search:
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Basel Accord
Commodity derivative
Volatility
140
Volatilität
140
Theorie
113
Theory
113
Estimation
93
Schätzung
92
Welt
89
World
89
ARCH model
84
ARCH-Modell
84
USA
59
United States
59
Oil price
56
Ölpreis
56
Börsenkurs
55
Share price
55
Spillover effect
51
Spillover-Effekt
51
China
49
Japan
48
Time series analysis
47
Zeitreihenanalyse
47
Estimation theory
40
Forecasting model
40
Prognoseverfahren
40
Schätztheorie
40
Rohstoffderivat
38
Financial crisis
37
Finanzkrise
37
Aktienmarkt
36
Capital income
36
Kapitaleinkommen
36
Risk
36
Stock market
36
Risiko
35
Risikomaß
33
Risk measure
33
Stochastic process
33
Stochastischer Prozess
33
more ...
less ...
Online availability
All
Undetermined
21
Free
2
Type of publication
All
Article
49
Type of publication (narrower categories)
All
Article in journal
Working Paper
65
Arbeitspapier
63
Graue Literatur
63
Non-commercial literature
63
Aufsatz in Zeitschrift
49
Aufsatz im Buch
2
Book section
2
more ...
less ...
Language
All
English
Author
All
Hamori, Shigeyuki
Ji, Qiang
McAleer, Michael
Irwin, Scott H.
41
Ma, Feng
30
García, Philip
25
Lien, Da-hsiang Donald
21
Sanders, Dwight R.
21
Chevallier, Julien
18
Kang, Sang Hoon
17
Prokopczuk, Marcel
17
Miffre, Joëlle
16
Abbas, Faisal
15
Bouri, Elie
15
Moosa, Imad A.
15
Wei, Yu
15
Hammoudeh, Shawkat
14
Wang, Yudong
14
Rösch, Daniel
13
Tiwari, Aviral Kumar
13
Tse, Yiuman
13
Uddin, Mohammed Gazi Salah
13
Zhang, Yaojie
13
Nguyen, Duc Khuong
12
Ozdemir, Bogie
12
Sauerbeck, A.
12
Scheule, Harald
12
Todorova, Neda
12
Benth, Fred Espen
11
Ghosh, Saibal
11
Karali, Berna
11
McKenzie, Andrew M.
11
Bohl, Martin T.
10
Brorsen, B. Wade
10
Chatrath, Arjun
10
Fernandez-Perez, Adrian
10
Fuertes, Ana María
10
Liu, Qingfu
10
Ongena, Steven
10
Pennings, Joost M. E.
10
more ...
less ...
Published in...
All
Energy economics
11
Finance research letters
5
Applied financial economics
4
International review of economics & finance : IREF
4
Journal of forecasting
4
Applied economics letters
3
International journal of forecasting
2
Journal of economic surveys
2
Journal of risk and financial management : JRFM
2
The North American journal of economics and finance : a journal of financial economics studies
2
The journal of futures markets
2
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
Applied economics
1
Asia-Pacific financial markets
1
Economic modelling
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Managerial finance
1
Research in international business and finance
1
The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore
1
more ...
less ...
Source
All
ECONIS (ZBW)
49
Showing
1
-
10
of
49
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
How does Shanghai crude oil futures affect top global oil companies : the role of multi-uncertainties
Zhang, Yunhan
;
Ji, Qiang
;
Zhang, Dayong
;
Guo, Kun
- In:
Energy economics
131
(
2024
),
pp. 1-11
Persistent link: https://www.econbiz.de/10015045849
Saved in:
2
Co-volatility and asymmetric transmission of risks between the global oil and China's futures markets
Luo, Jiawen
;
Marfatia, Hardik A.
;
Ji, Qiang
;
Klein, Tony
- In:
Energy economics
117
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014437127
Saved in:
3
Predicting natural gas futures' volatility using climate risks
Guo, Kun
;
Liu, Fengqi
;
Sun, Xiaolei
;
Zhang, Dayong
;
Ji, …
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014473296
Saved in:
4
Forecasting realized volatility of agricultural commodity futures with infinite Hidden Markov HAR models
Luo, Jiawen
;
Klein, Tony
;
Ji, Qiang
;
Hou, Chenghan
- In:
International journal of forecasting
38
(
2022
)
1
,
pp. 51-73
Persistent link: https://www.econbiz.de/10013347412
Saved in:
5
Forecasting the volatility of agricultural commodity futures : the role of co-volatility and oil volatility
Marfatia, Hardik A.
;
Ji, Qiang
;
Luo, Jiawen
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 383-404
Persistent link: https://www.econbiz.de/10012817783
Saved in:
6
Extreme risk spillover between Chinese and global crude oil futures
Yang, Yuying
;
Ma, Yan-Ran
;
Hu, Min
;
Zhang, Dayong
;
Ji, Qiang
- In:
Finance research letters
40
(
2021
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012819882
Saved in:
7
Can BRICS's currency be a hedge or a safe haven for energy portfolio? : an evidence from vine copula approach
He, Yijin
;
Nakajima, Tadahiro
;
Hamori, Shigeyuki
- In:
The Singapore economic review : journal of the Economic …
65
(
2020
)
4
,
pp. 805-836
Persistent link: https://www.econbiz.de/10012509267
Saved in:
8
Co-movements in commodity markets andimplications in diversification benefits
Cai, Xiao Jing
;
Fang, Zheng
;
Youngho, Chang
;
Tian, Shuairu
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
2
,
pp. 393-425
Persistent link: https://www.econbiz.de/10012219019
Saved in:
9
Dependence risk analysis in energy, agricultural and precious metals commodities : a pair vine copula approach
Kumar, Satish
;
Tiwari, Aviral Kumar
;
Raheem, I. D.
;
Ji, …
- In:
Applied economics
52
(
2020
)
28
,
pp. 3055-3072
Persistent link: https://www.econbiz.de/10012221480
Saved in:
10
Dependency, centrality and dynamic networks for international commodity futures prices
Wu, Fei
;
Zhao, Wan-Li
;
Ji, Qiang
;
Zhang, Dayong
- In:
International review of economics & finance : IREF
67
(
2020
),
pp. 118-132
Persistent link: https://www.econbiz.de/10012485715
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->