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isPartOf:"American journal of agricultural economics"
~isPartOf:"Economic modelling"
~subject:"ARCH model"
~subject:"Effizienzmarkthypothese"
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ARCH model
Effizienzmarkthypothese
Commodity derivative
93
Rohstoffderivat
93
Volatility
52
Volatilität
52
Commodity price
40
Rohstoffpreis
39
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36
Theory
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Carter, Colin Andre
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Karali, Berna
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1
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1
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American journal of agricultural economics
Economic modelling
Energy economics
92
The journal of futures markets
32
Finance research letters
22
Applied economics
16
International review of economics & finance : IREF
14
International Journal of Energy Economics and Policy : IJEEP
13
International review of financial analysis
13
Working paper
11
Econometric Institute research papers
10
Applied economics letters
8
Journal of commodity markets
8
Applied financial economics
7
Research in international business and finance
7
The North American journal of economics and finance : a journal of financial economics studies
7
Journal of international financial markets, institutions & money
6
International journal of finance & economics : IJFE
5
The energy journal
5
Agricultural economics : the journal of the International Association of Agricultural Economists
4
CESifo working papers
4
International journal of forecasting
4
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
4
Journal of banking & finance
4
Journal of empirical finance
4
Journal of forecasting
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Review of quantitative finance and accounting
4
The European journal of finance
4
The empirical economics letters : a monthly international journal of economics
4
Agricultural finance review
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Finance India : the quarterly journal of Indian Institute of Finance
3
International journal of bonds and derivatives
3
Journal of agricultural economics
3
Journal of risk and financial management : JRFM
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The Australian journal of agricultural and resource economics
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The IUP journal of financial risk management : IJFRM
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ZEF discussion papers on development policy
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1
Correlations and volatility spillovers across commodity and stock markets : linking energies, food, and gold
Mensi, Walid
;
Beljid, Makram
;
Boubaker, Adel
;
Managi, …
- In:
Economic modelling
32
(
2013
),
pp. 15-22
Persistent link: https://www.econbiz.de/10009760820
Saved in:
2
On jumps and ARCH effects in natural resource prices : an application to Pacific Northwest stumpage prices
Saphores, Jean-Daniel M.
;
Khalaf, Lynda
;
Pelletier, Denis
- In:
American journal of agricultural economics
84
(
2002
)
2
,
pp. 387-400
Persistent link: https://www.econbiz.de/10001683998
Saved in:
3
Volatility spill-overs in commodity spot prices : new empirical results
Dahl, Christian M.
;
Iglesias, Emma M.
- In:
Economic modelling
26
(
2009
)
3
,
pp. 601-607
Persistent link: https://www.econbiz.de/10003870631
Saved in:
4
Short- and long-run determinants of commodity price volatility
Karali, Berna
;
Power, Gabriel J.
- In:
American journal of agricultural economics
95
(
2013
)
3
,
pp. 724-738
Persistent link: https://www.econbiz.de/10009758629
Saved in:
5
Optimal hedge ratios for clean energy equities
Ahmad, Wasim
;
Sadorsky, Perry A.
;
Sharma, Amit
- In:
Economic modelling
72
(
2018
),
pp. 278-295
Persistent link: https://www.econbiz.de/10012100422
Saved in:
6
Return transmission and asymmetric volatility spillovers between oil futures and oil equities : new DCC-MEGARCH analyses
Tsuji, Chikashi
- In:
Economic modelling
74
(
2018
),
pp. 167-185
Persistent link: https://www.econbiz.de/10012101322
Saved in:
7
Volatility transmission in agricultural futures markets
Beckmann, Joscha
;
Czudaj, Robert
- In:
Economic modelling
36
(
2014
),
pp. 541-546
Persistent link: https://www.econbiz.de/10010416370
Saved in:
8
Energy portfolio risk management using time-varying extreme value copula methods
Ghorbel, Ahmed
;
Trabelsi, Abdelwahed
- In:
Economic modelling
38
(
2014
),
pp. 470-485
Persistent link: https://www.econbiz.de/10010419011
Saved in:
9
Dynamic hedging strategy in incomplete market : evidence from Shanghai fuel oil futures market
Lin, Xiaoqiang
;
Chen, Qiang
;
Tang, Zhenpeng
- In:
Economic modelling
40
(
2014
),
pp. 81-90
Persistent link: https://www.econbiz.de/10010425724
Saved in:
10
Testing commodity futures market efficiency under time-varying risk premiums and heteroscedastic prices
Kuruppuarachchi, Duminda
;
Lin, Hai
;
Premachandra, I. M.
- In:
Economic modelling
77
(
2019
),
pp. 92-112
Persistent link: https://www.econbiz.de/10012198434
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