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isPartOf:"Energy policy"
~isPartOf:"Energy economics"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Journal of empirical finance"
~subject:"Forecasting model"
~subject:"Schätzung"
~subject:"Volatilität"
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Forecasting model
Schätzung
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Commodity derivative
359
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359
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209
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209
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Ma, Feng
13
Hammoudeh, Shawkat
8
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7
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Energy policy
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International review of economics & finance : IREF
Journal of empirical finance
The journal of futures markets
90
Economic modelling
44
Finance research letters
44
International review of financial analysis
44
Applied economics
37
American journal of agricultural economics
28
Working paper
28
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27
International Journal of Energy Economics and Policy : IJEEP
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1
The stochastic behavior of commodity prices with heteroskedasticity in the convenience yield
Liu, Peng
;
Tang, Ke
- In:
Journal of empirical finance
18
(
2011
)
2
,
pp. 211-224
Persistent link: https://www.econbiz.de/10009301130
Saved in:
2
Volatility spillover between oil and agricultural commodity markets
Nazlıoğlu, Şaban
;
Erdem, Cumhur
;
Soytas, Ugur
- In:
Energy economics
36
(
2013
),
pp. 658-665
Persistent link: https://www.econbiz.de/10009724616
Saved in:
3
What drives the commodity price beta of oil industry stocks?
Talbot, Edward
;
Artiach, Tracy
;
Faff, Robert W.
- In:
Energy economics
37
(
2013
),
pp. 1-15
Persistent link: https://www.econbiz.de/10009759405
Saved in:
4
Filtering and forecasting commodity futures prices under an HMM framework
Date, Paresh
;
Mamon, Rogemar
;
Tenyakov, Anton
- In:
Energy economics
40
(
2013
),
pp. 1001-1013
Persistent link: https://www.econbiz.de/10010355984
Saved in:
5
Time-variations in commodity price jumps
Diewald, Laszlo
;
Prokopczuk, Marcel
;
Wese Simen, Chardin
- In:
Journal of empirical finance
31
(
2015
),
pp. 72-84
Persistent link: https://www.econbiz.de/10011489343
Saved in:
6
Dynamic spillovers among major energy and cereal commodity prices
Mensi, Walid
;
Hammoudeh, Shawkat
;
Nguyen, Duc Khuong
; …
- In:
Energy economics
43
(
2014
),
pp. 225-243
Persistent link: https://www.econbiz.de/10010504821
Saved in:
7
Tail events : a new approach to understanding extreme energy commodity prices
Koch, Nikolas
- In:
Energy economics
43
(
2014
),
pp. 195-205
Persistent link: https://www.econbiz.de/10010504824
Saved in:
8
Monetary policy and price dynamics in a commodity futures market
Tai, Meng-Yi
;
Chao, Chi-Chur
;
Hu, Shih-Wen
;
Lai, Ching-chong
- In:
International review of economics & finance : IREF
29
(
2014
),
pp. 372-379
Persistent link: https://www.econbiz.de/10010432345
Saved in:
9
Commodity futures returns and policy uncertainty
Bannigidadmath, Deepa
;
Narayan, Paresh Kumar
- In:
International review of economics & finance : IREF
72
(
2021
),
pp. 364-383
Persistent link: https://www.econbiz.de/10012671942
Saved in:
10
Commodities price cycles and their interdependence with equity markets
Boako, Gideon
;
Alagidede, Imhotep Paul
;
Sjo, Bo
;
Uddin, …
- In:
Energy economics
91
(
2020
),
pp. 1-26
Persistent link: https://www.econbiz.de/10012518586
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