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~person:"McKenzie, Andrew M."
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Volatility
3
Volatilität
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Ankündigungseffekt
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Agrarpreis
1
Agricultural futures markets
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Agricultural price
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USDA
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agricultural options
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crop production
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futures
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McKenzie, Andrew M.
McAleer, Michael
360
Gupta, Rangan
231
Caporale, Guglielmo Maria
179
Bollerslev, Tim
146
Chang, Chia-Lin
140
Diebold, Francis X.
115
Bouri, Elie
107
Andersen, Torben
98
Pierdzioch, Christian
97
Aizenman, Joshua
96
Spagnolo, Nicola
94
Ma, Feng
92
Hammoudeh, Shawkat
81
Koopman, Siem Jan
80
Bekaert, Geert
79
Engle, Robert F.
76
Bahmani-Oskooee, Mohsen
74
Härdle, Wolfgang
72
Caporin, Massimiliano
69
Kočenda, Evžen
69
McMillan, David G.
68
Todorov, Viktor
68
Chiarella, Carl
65
Hautsch, Nikolaus
65
Asai, Manabu
64
Tiwari, Aviral Kumar
64
Corbet, Shaen
62
Lux, Thomas
62
Clements, Adam
58
Lucey, Brian M.
58
Christoffersen, Peter F.
57
Ghysels, Eric
56
Gil-Alaña, Luis A.
56
Kang, Sang Hoon
56
Wohar, Mark E.
56
Hafner, Christian M.
55
Buch, Claudia M.
54
Caballero, Ricardo J.
54
Belke, Ansgar
51
Fernández-Villaverde, Jesús
51
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Agricultural and Applied Economics Association - AAEA
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2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin
1
American journal of agricultural economics
1
Applied economic perspectives and policy
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Journal of commodity markets
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ECONIS (ZBW)
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1
Characterizing implied volatility functions from agricultural options markets
McKenzie, Andrew M.
;
Thomsen, Michael
;
Adjemian, Michael K.
- In:
American journal of agricultural economics
104
(
2022
)
5
,
pp. 1605-1624
Persistent link: https://www.econbiz.de/10013466135
Saved in:
2
How do USDA announcements affect international commodity prices?
McKenzie, Andrew M.
;
Ke, Yangmin
- In:
Journal of commodity markets
28
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014335236
Saved in:
3
Was the missing 2013 WASDE missed?
Adjemian, Michael K.
;
Johansson, Robert C.
;
McKenzie, …
- In:
Applied economic perspectives and policy
40
(
2018
)
4
,
pp. 653-671
Persistent link: https://www.econbiz.de/10012258296
Saved in:
4
Volatility Surface and Skewness in Live Cattle Futures Price Distributions with Application to North American BSE Announcements
Thomsen, Michael R.
;
McKenzie, Andrew M.
;
Power, Gabriel J.
-
Agricultural and Applied Economics Association - AAEA
-
2009
Persistent link: https://www.econbiz.de/10005012540
Saved in:
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