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isPartOf:"American journal of agricultural economics"
~subject:"ARCH model"
~subject:"Derivat"
~subject:"Effizienzmarkthypothese"
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ARCH model
Derivat
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Commodity derivative
41
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41
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27
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27
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23
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23
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García, Philip
3
Irwin, Scott H.
3
Carter, Colin Andre
2
Karali, Berna
2
Mohapatra, Sandeep
2
Smith, Aaron D.
2
Anderson, Kim B.
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1
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1
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American journal of agricultural economics
Energy economics
126
The journal of futures markets
45
Economic modelling
28
Finance research letters
28
International review of financial analysis
27
International review of economics & finance : IREF
24
Applied economics
21
International Journal of Energy Economics and Policy : IJEEP
17
Journal of commodity markets
17
Working paper
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Journal of banking & finance
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Applied economics letters
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Research in international business and finance
14
The energy journal
14
Econometric Institute research papers
11
Journal of empirical finance
9
Applied financial economics
8
The European journal of finance
8
The North American journal of economics and finance : a journal of financial economics studies
8
International journal of finance & economics : IJFE
7
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
7
Journal of risk and financial management : JRFM
7
Agricultural economics : the journal of the International Association of Agricultural Economists
6
Applied economic perspectives and policy
6
European journal of operational research : EJOR
6
International journal of forecasting
6
Journal of international financial markets, institutions & money
6
The Australian journal of agricultural and resource economics
6
The empirical economics letters : a monthly international journal of economics
6
Annals of finance
5
Cogent economics & finance
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
International journal of theoretical and applied finance
5
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Quantitative finance
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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Review of quantitative finance and accounting
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The IUP journal of financial risk management : IJFRM
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ECONIS (ZBW)
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1
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:
2
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:
3
Use of futures markets for exports by less developed countries
Thompson, Sarahelen Remington
- In:
American journal of agricultural economics
67
(
1985
)
5
,
pp. 986-991
Persistent link: https://www.econbiz.de/10001011445
Saved in:
4
Futures market failure?
García, Philip
;
Irwin, Scott H.
;
Smith, Aaron D.
- In:
American journal of agricultural economics
97
(
2015
)
1
,
pp. 40-64
Persistent link: https://www.econbiz.de/10011292807
Saved in:
5
Futures prices in supply analysis : are instrumental variables necessary?
Hendricks, Nathan P.
;
Janzen, Joseph P.
;
Smith, Aaron D.
- In:
American journal of agricultural economics
97
(
2015
)
1
,
pp. 22-39
Persistent link: https://www.econbiz.de/10011292823
Saved in:
6
Price explosiveness, speculation, and grain futures prices
Etienne, Xiaoli L.
;
Irwin, Scott H.
;
García, Philip
- In:
American journal of agricultural economics
97
(
2015
)
1
,
pp. 65-87
Persistent link: https://www.econbiz.de/10011294281
Saved in:
7
Event study of the crude oil futures market : a mixed event response model
Karali, Berna
;
Ye, Shiyu
;
Ramírez, Octavio A.
- In:
American journal of agricultural economics
101
(
2019
)
3
,
pp. 960-985
Persistent link: https://www.econbiz.de/10012114862
Saved in:
8
Effects of forward sales on spot markets : pre-commitment sales and prices for fresh strawberries
Mohapatra, Sandeep
;
Goodhue, Rachael E.
;
Carter, Colin Andre
- In:
American journal of agricultural economics
92
(
2010
)
1
,
pp. 152-163
Persistent link: https://www.econbiz.de/10008904370
Saved in:
9
The behavior of bid-ask spreads in the electronically-traded corn futures market
Wang, Xiaoyang
;
García, Philip
;
Irwin, Scott H.
- In:
American journal of agricultural economics
96
(
2014
)
2
,
pp. 557-577
Persistent link: https://www.econbiz.de/10010411881
Saved in:
10
Hedging multiple price uncertainty in international grain trade
Haigh, Michael S.
;
Holt, Matthew T.
- In:
American journal of agricultural economics
82
(
2000
)
4
,
pp. 881-896
Persistent link: https://www.econbiz.de/10001527508
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