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Search: subject:"futures prices"
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futures prices
86
Rohstoffderivat
63
Commodity derivative
62
Derivat
42
Derivative
41
Volatility
38
Futures prices
37
Volatilität
36
Commodity exchange
32
Warenbörse
32
Ölpreis
30
Oil price
28
Schätzung
24
Estimation
21
Spot market
21
Spotmarkt
21
ARCH-Modell
19
ARCH model
18
Börsenkurs
17
Share price
17
spot prices
16
Oil market
15
Prognoseverfahren
15
Welt
14
Ölmarkt
14
Spot and futures prices
13
Theorie
13
Theory
13
Commodity price
12
Forecasting model
12
Risk premium
12
Rohstoffpreis
12
Cointegration
11
EU-Staaten
11
Strompreis
11
futures contracts
11
hedging
11
Commodity prices
10
EU countries
10
Electricity futures prices
10
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Online availability
All
Free
120
Undetermined
74
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All
Book / Working Paper
117
Article
108
Other
2
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Article in journal
79
Aufsatz in Zeitschrift
79
Working Paper
29
Graue Literatur
14
Non-commercial literature
14
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13
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4
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1
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1
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1
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English
138
Undetermined
87
German
2
Author
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McAleer, Michael
30
Chang, Chia-Lin
26
Manera, Matteo
11
Huisman, Ronald
7
Kilic, Mehtap
7
Lanza, Alessandro
7
Lautier, Delphine
6
Tansuchat, Roengchai
6
Bohl, Martin T.
5
Ciferri, Davide
5
Caporale, Guglielmo Maria
4
Daal, Elton
4
Giovannini, Massimo
4
Girardi, Alessandro
4
Grasso, Margherita
4
Hammoudeh, Shawkat
4
Markandya, Anil
4
Rittler, Daniel
4
Roache, Shaun K.
4
Scarpa, Elisa
4
Trück, Stefan
4
Wang, Chien-Hsun
4
Weron, Rafal
4
Zuppiroli, Marco
4
Benth, Fred Espen
3
Chevallier, Julien
3
Etienne, Xiaoli Liao
3
Farhat, Joseph Basheer
3
Javed, Farrukh
3
Ledebur, Oliver von
3
Lee, Chien-chiang
3
Müller, Gernot
3
Revoredo-Giha, Cesar
3
Sarafrazi, Soodabeh
3
Wei, Peihwang P.
3
Weron, Rafał
3
Zerilli, Paola
3
Abdić, Adem
2
Abdić, Ademir
2
Ahn, Sung K.
2
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Institution
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International Monetary Fund (IMF)
13
Université Paris-Dauphine (Paris IX)
7
Fondazione ENI Enrico Mattei (FEEM)
4
Department of Economics and Finance, College of Business and Economics
3
Economic Research Service, Department of Agriculture
3
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
3
Hugo Steinhaus Center for Stochastic Methods, Politechnika Wrocławska
3
Agricultural and Applied Economics Association - AAEA
2
Departamento de Economia, Gestão e Engenharia Industrial, Universidade de Aveiro
2
Department of Economics and Finance, College of Business and Administration
2
EconWPA
2
Erasmus University Rotterdam, Econometric Institute
2
Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
2
Institute of Economic Research, Kyoto University
2
Land Economy and Environment Group, Scotland's Rural College
2
Tinbergen Instituut
2
Alfred-Weber-Institut für Wirtschaftswissenschaften, Fakultät für Wirtschafts- und Sozialwissenschaften
1
Associazione Italiana di Economia Agraria e Applicata - AIEAA
1
C.E.P.R. Discussion Papers
1
CESifo
1
Centre for Development Economics, Delhi School of Economics
1
Charles H. Dyson School of Applied Economics and Management, Cornell University
1
DIW Berlin (Deutsches Institut für Wirtschaftsforschung)
1
Department of Agricultural and Consumer Economics, University of Illinois at Urbana-Champaign
1
Department of Agricultural and Resource Economics, University of California-Berkeley
1
Department of Econometrics and Business Statistics, Monash Business School
1
Department of Economics, Boston College
1
Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia
1
Dipartimento di Economia, Università degli Studi di Perugia
1
Dipartimento di Scienze Economiche e Sociali, Facoltà di Economia "Giorgio Fuà"
1
Division of Economics and Business, Colorado School of Mines
1
European Association of Agricultural Economists - EAAE
1
Gesellschaft für Wirtschafts- und Sozialwissenschaften des Landbaues - GEWISOLA
1
Groupe de REcherche en Droit, Économie, Gestion (GREDEG), Institut Supérieur d'Économie et Management (ISEM)
1
HAL
1
Institut d'Economia de Barcelona (IEB), Facultat d'Economia i Empresa
1
Instituto de Economía, Facultad de Ciencia Económicas y Administrativas
1
International Association of Agricultural Economists - IAAE
1
International Food Policy Research Institute (IFPRI)
1
International Monetary Fund
1
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Energy economics
18
IMF Working Papers
13
Economics Papers from University Paris Dauphine
7
Discussion paper / Tinbergen Institute
6
Tinbergen Institute Discussion Paper
6
Energy Economics
5
Economic modelling
4
Nota di Lavoro
4
Working Papers / Fondazione ENI Enrico Mattei (FEEM)
4
Econometric Institute Research Papers
3
HSC Research Reports
3
Journal of commodity markets
3
Technical Bulletins / Economic Research Service, Department of Agriculture
3
Tinbergen Institute Discussion Papers
3
Working Papers in Economics
3
Working paper
3
Applied Economics Quarterly (formerly: Konjunkturpolitik)
2
Documentos de Trabajo del ICAE
2
Econometric Institute Report
2
Economic Modelling
2
European journal of operational research : EJOR
2
Finance
2
International journal of economics and business research
2
KIER Working Papers
2
Studies in Nonlinear Dynamics & Econometrics
2
The Australian journal of agricultural and resource economics
2
The North American journal of economics and finance : a journal of financial economics studies
2
Working Papers / Department of Economics and Finance, College of Business and Administration
2
Working Papers / Land Economy and Environment Group, Scotland's Rural College
2
Working Papers de Economia (Economics Working Papers)
2
1999 Annual meeting, August 8-11, Nashville, TN
1
2004 Meeting Papers
1
2007 Annual Meeting, July 29-August 1, 2007, Portland, Oregon TN
1
2008 Conference, April 21-22, 2008, St. Louis, Missouri
1
2012 Conference, August 18-24, 2012, Foz do Iguacu, Brazil
1
2013 Second Congress, June 6-7, 2013, Parma, Italy
1
2014 International Congress, August 26-29, 2014, Ljubljana, Slovenia
1
44th Congress, July 23-27, 2006, Fortaleza, Ceará, Brazil
1
53rd Annual Conference, Berlin, Germany, September 25-27, 2013
1
Acta Universitatis Danubius. OEconomica
1
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Source
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RePEc
109
ECONIS (ZBW)
93
EconStor
22
BASE
3
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221
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221
Does futures exhibit maturity effect? New evidence from an extensive set of US and foreign futures contracts
Daal, Elton
;
Farhat, Joseph Basheer
;
Wei, Peihwang P.
-
Department of Economics and Finance, College of …
-
2004
In a seminal article, Samuelson (1965) proposes the maturity effect that volatility of
futures
prices
should increase …
Persistent link: https://www.econbiz.de/10005628171
Saved in:
222
Simple and extended Kalman filters : an application to term structure of commodity prices
Galli, Alain
;
Lautier, Delphine
-
Université Paris-Dauphine (Paris IX)
-
2003
Persistent link: https://www.econbiz.de/10010707155
Saved in:
223
Reexamining the maturity effect using extensive futures data
Daal, Elton
;
Farhat, Joseph Basheer
;
Wei, Peihwang P.
-
Department of Economics and Finance, College of …
-
2003
In his seminal article, Samuelson (1965) proposes the maturity effect that volatility of
futures
prices
should increase …
Persistent link: https://www.econbiz.de/10005628170
Saved in:
224
The Distribution of Daily Changes in Commodity
Futures
Prices
Gordon, J. Douglas
-
Economic Research Service, Department of Agriculture
-
1985
Persistent link: https://www.econbiz.de/10010922471
Saved in:
225
The Forecasting Value of New Crop Futures: A Decision-Making Framework
Sanders, Dwight R.
;
Garcia, Philip
;
Leuthold, Raymond M.
-
EconWPA
-
1998
. Do new crop
futures
prices
reliably guide producers into the correct production decision? The results suggest that over …
Persistent link: https://www.econbiz.de/10005413204
Saved in:
226
The Distributional Behavior of Futures Price Spread Changes: Parametric and Nonparametric Tests for Gold, T-Bonds, Corn and Live Cattle
Kim, Min-Kyoung
;
Leuthold, Raymond M.
-
EconWPA
-
1997
The distributional behavior for futures price spread changes is examined through parametric and nonparametric tests on four different commodities: corn and live cattle, and gold and T-bonds with two different sample sizes. Data are examined for selected periods, stable (1992) and unstable...
Persistent link: https://www.econbiz.de/10005413196
Saved in:
227
The Distribution of Shortrun Commodity Price Movements
Mann, Jitendar S.
;
Heifner, Richard G.
-
Economic Research Service, Department of Agriculture
-
1976
The statistical properties of daily closing
futures
prices
for nine commodities are studied. Two hypotheses are …
Persistent link: https://www.econbiz.de/10010882785
Saved in:
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