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subject:"Derivat"
~accessRights:"restricted"
~isPartOf:"Economic modelling"
~isPartOf:"European journal of operational research : EJOR"
~subject:"ARCH model"
~subject:"Endogenous economic growth"
~subject:"Oil price"
~subject:"Ölmarkt"
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Derivat
ARCH model
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Oil price
Ölmarkt
Commodity derivative
34
Rohstoffderivat
34
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17
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17
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Wang, Yudong
2
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2
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1
Anh Ngoc Lai
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1
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1
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Economic modelling
European journal of operational research : EJOR
Energy economics
175
Finance research letters
43
International review of financial analysis
33
International review of economics & finance : IREF
25
The journal of futures markets
24
The energy journal
23
Journal of commodity markets
21
Applied economics
20
Research in international business and finance
18
Applied economics letters
10
Journal of banking & finance
10
The North American journal of economics and finance : a journal of financial economics studies
10
International journal of finance & economics : IJFE
9
International journal of forecasting
8
Journal of empirical finance
7
Journal of international financial markets, institutions & money
7
Discussion paper / Centre for Economic Policy Research
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
Journal of international money and finance
6
Review of quantitative finance and accounting
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
5
Financial modeling and risk management of energy and environmental instruments and derivates
5
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5
Review of derivatives research
5
Theoretical economics letters
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IIMB management review
4
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3
Asia Pacific financial markets
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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1
Dynamic speculation and hedging in commodity futures markets with a stochastic convenience yield
Mellios, Constantin
;
Six, Pierre
;
Anh Ngoc Lai
- In:
European journal of operational research : EJOR
250
(
2016
)
2
,
pp. 493-504
Persistent link: https://www.econbiz.de/10011441684
Saved in:
2
Convenience yield, realised volatility and jumps : evidence from non-ferrous metals
Omura, Akihiro
;
Li, Bin
;
Chung, Richard
;
Todorova, Neda
- In:
Economic modelling
70
(
2018
),
pp. 496-510
Persistent link: https://www.econbiz.de/10012027980
Saved in:
3
Sustainable endogenous growth model of multiple regions : reconciling OR and economic perspectives
Wu, Tao
;
Zhang, Ning
;
Gui, Lin
;
Wu, Wenjie
- In:
European journal of operational research : EJOR
269
(
2018
)
1
,
pp. 218-226
Persistent link: https://www.econbiz.de/10011864286
Saved in:
4
Speculative behaviour and oil price predictability
Panopulu, Aikaterinē
;
Pantelidis, Theologos
- In:
Economic modelling
47
(
2015
),
pp. 128-136
Persistent link: https://www.econbiz.de/10011438977
Saved in:
5
The role of financial speculation in the energy future markets : a new time-varying coefficient approach
Li, Haiqi
;
Kim, Hyung-Gun
;
Park, Sung Y.
- In:
Economic modelling
51
(
2015
),
pp. 112-122
Persistent link: https://www.econbiz.de/10011475857
Saved in:
6
Intraday return predictability in China's crude oil futures market : new evidence from a unique trading mechanism
Wen, Danyan
;
Wang, Yudong
;
Zhang, Yaojie
- In:
Economic modelling
96
(
2021
),
pp. 209-219
Persistent link: https://www.econbiz.de/10012745351
Saved in:
7
Price explosiveness in nonferrous metal futures markets
Ma, Richie Ruchuan
;
Xiong, Tao
- In:
Economic modelling
94
(
2021
),
pp. 75-90
Persistent link: https://www.econbiz.de/10012694717
Saved in:
8
Intraday momentum and return predictability : evidence from the crude oil market
Wen, Zhuzhu
;
Gong, Xu
;
Ma, Diandian
;
Xu, Yahua
- In:
Economic modelling
95
(
2021
),
pp. 374-384
Persistent link: https://www.econbiz.de/10012696009
Saved in:
9
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:
10
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
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