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ARCH model
Rohstoffmarkt
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commodities
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44
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25
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Chevallier, Julien
3
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Energy policy
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198
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70
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International review of financial analysis
46
Economic modelling
39
International review of economics & finance : IREF
39
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Preliminary evidence on relationships between agricultural commodities futures prices, spot prices and oil prices using reverse regressions
Cartwright, Phillip A.
;
Riabko, Natalija
- In:
Applied economics letters
22
(
2015
)
10/12
,
pp. 777-782
Persistent link: https://www.econbiz.de/10011285361
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2
Price discovery in commodity markets
Peri, Massimo
;
Baldi, Lucia
;
Vandone, Daniela
- In:
Applied economics letters
20
(
2013
)
4/6
,
pp. 397-403
Persistent link: https://www.econbiz.de/10009708694
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3
Chinese superstition in US commodity trading
Chung, Richard
;
Darrat, Ali F.
;
Li, Bin
- In:
Applied economics letters
21
(
2014
)
1/3
,
pp. 171-175
Persistent link: https://www.econbiz.de/10010239479
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4
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
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5
Understanding momentum in commodity markets
Chevallier, Julien
;
Gatumel, Mathieu
;
Ielpo, Florian
- In:
Applied economics letters
20
(
2013
)
13/15
,
pp. 1383-1402
Persistent link: https://www.econbiz.de/10010203400
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6
Pricing European commodity swaptions
Järvinen, Sami
;
Toivonen, Harri
- In:
Applied economics letters
11
(
2004
)
15
,
pp. 925-929
Persistent link: https://www.econbiz.de/10002507442
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7
Seven centuries of commodity co-movement : a wavelet analysis approach
Umar, Zaghum
;
Zaremba, Adam
;
Olson, Dennis
- In:
Applied economics letters
29
(
2022
)
4
,
pp. 355-359
Persistent link: https://www.econbiz.de/10012803546
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8
Economic cycles and downside commodities risk
Powell, Robert
;
Duc Hong Vo
;
Thach Ngoc Pham
- In:
Applied economics letters
25
(
2018
)
4
,
pp. 258-263
Persistent link: https://www.econbiz.de/10011854446
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9
Price discovery and volatility spillover in spot and futures markets : evidences from steel-related commodities in China
Kim, Kyoungsu
;
Lim, Seok
- In:
Applied economics letters
26
(
2019
)
5
,
pp. 351-357
Persistent link: https://www.econbiz.de/10012204211
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10
Wars, cartels and COVID-19 : regime switching in commodity prices
Caputo, Rodrigo
;
Ordóñez, Félix
- In:
Applied economics letters
31
(
2024
)
4
,
pp. 338-345
Persistent link: https://www.econbiz.de/10014468840
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