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subject:"Derivat"
~isPartOf:"Applied economics"
~isPartOf:"Applied financial economics"
~subject:"ARCH model"
~subject:"ARCH-Modell"
~subject:"Efficient market hypothesis"
~subject:"Financial crisis"
~subject:"Ölpreis"
~type_genre:"Aufsatz in Zeitschrift"
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Derivat
ARCH model
ARCH-Modell
Efficient market hypothesis
Financial crisis
Ölpreis
Commodity derivative
72
Rohstoffderivat
72
Volatility
31
Volatilität
31
Commodity price
30
Rohstoffpreis
30
Estimation
29
Schätzung
29
Theorie
25
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Aufsatz in Zeitschrift
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English
42
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García, Philip
3
Goutte, Stéphane
2
Irwin, Scott H.
2
Lee, Hsiang-tai
2
Luo, Jiawen
2
McKenzie, Andrew M.
2
Abid, Ilyes
1
Adrangi, Bahram
1
Aiube, Fernando Antônio Lucena
1
Alam, Md Rafayet
1
Alfano, Simon
1
Anderson, David P.
1
Andersson, Henrik
1
Aulerich, Nicole M.
1
Boroumand, Raphaël Homayoun
1
Bouri, Elie
1
Chatrath, Arjun
1
Chaudhuri, Kausik
1
Chen, Langnan
1
Deng, Jun
1
Dhaoui, Abderrazak
1
Diao, Xundi
1
Duan, Rong
1
Etienne, Xiaoli Liao
1
Fan, Hai
1
Fernandez-Perez, Adrian
1
Feuerriegel, Stefan
1
Frijns, Bart
1
Ftiti, Zied
1
Guesmi, Khaled
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Hamori, Shigeyuki
1
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1
He, Chaohua
1
He, Yingchen
1
Henker, Thomas
1
Holt, Matthew T.
1
Hooi Hooi Lean
1
Hu, Chunyang
1
Hu, Zhepeng
1
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Applied economics
Applied financial economics
Energy economics
227
The journal of futures markets
55
Finance research letters
36
The energy journal
36
Economic modelling
34
International Journal of Energy Economics and Policy : IJEEP
33
International review of economics & finance : IREF
32
International review of financial analysis
32
Journal of commodity markets
23
Research in international business and finance
23
Applied economics letters
20
Journal of banking & finance
18
American journal of agricultural economics
15
Journal of international money and finance
13
The North American journal of economics and finance : a journal of financial economics studies
12
Journal of empirical finance
10
OPEC energy review
10
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
Journal of international financial markets, institutions & money
9
The European journal of finance
9
Journal of risk and financial management : JRFM
8
Review of quantitative finance and accounting
8
The empirical economics letters : a monthly international journal of economics
8
International journal of finance & economics : IJFE
7
International journal of forecasting
7
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
7
Journal of forecasting
7
Applied economic perspectives and policy
6
Cogent economics & finance
6
Quantitative finance
6
The Australian journal of agricultural and resource economics
6
The journal of energy markets
6
Agricultural economics : the journal of the International Association of Agricultural Economists
5
Annals of finance
5
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
5
European journal of operational research : EJOR
5
Finance India : the quarterly journal of Indian Institute of Finance
5
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ECONIS (ZBW)
42
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1
On the comparison of Schwartz and Smith's two- and three-factor models on commodity prices
Aiube, Fernando Antônio Lucena
;
Samanez, Carlos P.
- In:
Applied economics
46
(
2014
)
28/30
,
pp. 3736-3749
Persistent link: https://www.econbiz.de/10010419938
Saved in:
2
Commodity futures price behaviour following large one-day price changes
Mazouz, Khelifa
;
Wang, Jian
- In:
Applied financial economics
24
(
2014
)
13/15
,
pp. 939-948
Persistent link: https://www.econbiz.de/10010410296
Saved in:
3
Are commodity prices mean reverting?
Andersson, Henrik
- In:
Applied financial economics
17
(
2007
)
10/12
,
pp. 769-783
Persistent link: https://www.econbiz.de/10003537543
Saved in:
4
A common factor of stochastic volatilities between oil and commodity prices
Lee, Eunhee
;
Han, Doo Bong
;
Nayga, Rodolfo M.
- In:
Applied economics
49
(
2017
)
22
,
pp. 2203-2215
Persistent link: https://www.econbiz.de/10011817276
Saved in:
5
Precious metals, oil and the exchange rate : contemporaneous spillovers
Fernandez-Perez, Adrian
;
Frijns, Bart
;
Tourani Rad, Alireza
- In:
Applied economics
49
(
2017
)
38
,
pp. 3863-3879
Persistent link: https://www.econbiz.de/10011819949
Saved in:
6
Long-run prices of primary commodities and oil prices
Chaudhuri, Kausik
- In:
Applied economics
33
(
2001
)
4
,
pp. 531-538
Persistent link: https://www.econbiz.de/10001573261
Saved in:
7
Convenience yield, mean reverting prices, and long memory in the petroleum market
Mazaheri, A.
- In:
Applied financial economics
9
(
1999
)
1
,
pp. 31-50
Persistent link: https://www.econbiz.de/10001363837
Saved in:
8
Estimating multi-period value at risk of oil futures prices
Zhou, Chunyang
;
Qin, Xiao
;
Diao, Xundi
;
He, Yingchen
- In:
Applied economics
48
(
2016
)
31/33
,
pp. 2994-3004
Persistent link: https://www.econbiz.de/10011615344
Saved in:
9
Testing for weak-form efficiency of crude palm oil spot and future markets : new evidence from a GARCH unit root test with multiple structural breaks
Hooi Hooi Lean
;
Smyth, Russell
- In:
Applied economics
47
(
2015
)
16/18
,
pp. 1710-1721
Persistent link: https://www.econbiz.de/10010511983
Saved in:
10
Testing the efficiency of the futures market for crude oil in the presence of a structural break
Stevens, Jason
;
Lamirande, P. de
- In:
Applied economics
46
(
2014
)
31/33
,
pp. 4053-4059
Persistent link: https://www.econbiz.de/10010421854
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