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~person:"Chevallier, Julien"
~subject:"ARCH-Modell"
~type_genre:"Advisory report"
~type_genre:"Article in journal"
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Search: subject_exact:"Rohstoffterminhandel"
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ARCH-Modell
Commodity derivative
19
Rohstoffderivat
19
Volatility
12
Volatilität
12
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7
Erdöl
7
Oil price
7
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Chevallier, Julien
Ma, Feng
28
Zhang, Yaojie
10
Wei, Yu
8
McAleer, Michael
7
Liu, Jing
6
Lu, Xinjie
6
Wang, Yudong
6
Chang, Chia-Lin
5
Huang, Dengshi
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5
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4
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4
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4
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Manera, Matteo
4
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4
Zhang, Yue-jun
4
Go, You-How
3
Karali, Berna
3
Lahiani, Amine
3
Lau, Wee-Yeap
3
Liu, Li
3
Mensi, Walid
3
Nicolini, Marcella
3
Roengchai Tansuchat
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Sadorsky, Perry A.
3
Tanattrin Bunnag
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Todorova, Neda
3
Wahab, M. I. M.
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Wilmot, Neil A.
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Wohar, Mark E.
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Xu, Yahua
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Energy economics
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Applied economics letters
1
Journal of forecasting
1
Research in international business and finance
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ECONIS (ZBW)
6
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1
A tug of war of forecasting the US stock market volatility : oil futures overnight versus intraday information
Ma, Feng
;
Wahab, M. I. M.
;
Chevallier, Julien
;
Li, Ziyang
- In:
Journal of forecasting
42
(
2023
)
1
,
pp. 60-75
Persistent link: https://www.econbiz.de/10013465762
Saved in:
2
A dynamic conditional regime-switching GARCH CAPM for energy and financial markets
Urom, Christian
;
Chevallier, Julien
;
Zhu, Bangzhu
- In:
Energy economics
85
(
2020
),
pp. 1-45
Persistent link: https://www.econbiz.de/10012510103
Saved in:
3
Does high-frequency crude oil futures data contain useful information for predicting volatility in the US stock market? : new evidence
Wang, Jiqian
;
Huang, Yisu
;
Ma, Feng
;
Chevallier, Julien
- In:
Energy economics
91
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012518664
Saved in:
4
Volatility returns with vengeance : financial markets vs. commodities
Aboura, Sofiane
;
Chevallier, Julien
- In:
Research in international business and finance
33
(
2015
),
pp. 334-354
Persistent link: https://www.econbiz.de/10011325853
Saved in:
5
Volatility spillovers in commodity markets
Chevallier, Julien
;
Ielpo, Florian
- In:
Applied economics letters
20
(
2013
)
13/15
,
pp. 1211-1227
Persistent link: https://www.econbiz.de/10010198563
Saved in:
6
On the volatility-volume relationship in energy futures markets using intraday data
Chevallier, Julien
;
Sévi, Benoît
- In:
Energy economics
34
(
2012
)
6
,
pp. 1896-1909
Persistent link: https://www.econbiz.de/10009688936
Saved in:
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