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subject:"1989-2007"
~isPartOf:"Econometric Institute research papers"
~subject:"Erneuerbare Ressourcen"
~type_genre:"Arbeitspapier"
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1989-2007
Erneuerbare Ressourcen
Commodity derivative
15
Rohstoffderivat
15
Volatility
13
Volatilität
13
ARCH model
10
ARCH-Modell
10
Oil price
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Spot market
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Spotmarkt
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Ölpreis
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Spillover effect
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Spillover-Effekt
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USA
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United States
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Estimation
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Schätzung
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Welt
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World
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Capital income
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Kapitaleinkommen
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Causality analysis
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Commodity price
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Hedging
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Kausalanalyse
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Risikoaversion
3
Risk aversion
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Rohstoffpreis
3
Stochastic process
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Stochastischer Prozess
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1997-2008
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Agrarpreis
2
Agricultural price
2
Modellierung
2
Portfolio selection
2
Portfolio-Management
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Renewable resources
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Risikomaß
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English
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Chang, Chia-Lin
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Hammoudeh, Shawkat
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McAleer, Michael
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Sarafrazi, Soodabeh
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Sari, Ramazan
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Discussion paper / Tinbergen Institute
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Working paper
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CESifo working papers
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Working paper / National Bureau of Economic Research, Inc.
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Volkswirtschaftliche Diskussionsbeiträge
8
Manuskripte aus den Instituten für Betriebswirtschaftslehre der Universität Kiel
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Working papers / TSE : WP
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Discussion paper / Center for Economic Research, Tilburg University
5
Discussion papers / Department of Economics, University of Helsinki
5
Nota di lavoro / Fondazione Eni Enrico Mattei
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Travaux / Laboratoire d'Économie et des Ressources Naturelles
5
Wuppertal paper
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AFI
4
CEE-M working paper
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Cege discussion paper
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Economics working paper
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Quaderni - working paper DSE / Alma Mater Studiorum - Università di Bologna, Department of Economics
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CAWM discussion paper
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Cahier / Départment de Sciences Économiques, Université de Montréal
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Discussion paper / Centre for Economic Policy Research
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Discussion paper / Department of Business and Management Science
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Discussion paper / University of British Columbia, Department of Economics
3
IDEI working papers
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Memorandum / Department of Economics, University of Oslo
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Wirtschaftswissenschaftliche Diskussionsbeiträge / V
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Working paper series
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Working paper series / European Central Bank
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Working papers in economics
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Arbeitsbericht / Bundesforschungsanstalt für Landwirtschaft Braunschweig, Institut für Betriebswirtschaft
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CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
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CORE discussion papers : DP
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Discussion paper / Centre for International Economic Studies, University of Adelaide
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Document de treball de l'IEB
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Economics discussion papers
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Finance and economics discussion series
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Causality between market liquidity and depth for energy and grains
Sari, Ramazan
;
Hammoudeh, Shawkat
;
Chang, Chia-Lin
; …
-
2011
Persistent link: https://www.econbiz.de/10009619369
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The dynamics of energy-grain prices with open interest
Hammoudeh, Shawkat
;
Sarafrazi, Soodabeh
;
Chang, Chia-Lin
; …
-
2011
Persistent link: https://www.econbiz.de/10009619364
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