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subject:"Derivat"
~isPartOf:"Applied economics"
~isPartOf:"Applied financial economics"
~subject:"ARCH model"
~subject:"ARCH-Modell"
~subject:"Volatilität"
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Derivat
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Commodity derivative
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García, Philip
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Applied economics
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204
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70
International review of financial analysis
48
Finance research letters
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International review of economics & finance : IREF
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42
American journal of agricultural economics
28
The energy journal
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1
Execution edge of pit traders and intraday price ranges of soft commodities
Kliakhandler, Igor L.
- In:
Applied financial economics
17
(
2007
)
4/6
,
pp. 343-350
Persistent link: https://www.econbiz.de/10003446026
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2
How did the demise of international commodity agreements affect volatility of primary commodity prices?
Swaray, Raymond
- In:
Applied economics
39
(
2007
)
16/18
,
pp. 2253-2260
Persistent link: https://www.econbiz.de/10003589815
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3
Common dynamics of nonenergy commodity prices and their relation to uncertainty
Poncela, Pilar
;
Senra, Eva
;
Sierra, Lya Paola
- In:
Applied economics
46
(
2014
)
28/30
,
pp. 3724-3735
Persistent link: https://www.econbiz.de/10010419943
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4
Impact of commodity price volatility on external debt : the role of exchange rate regimes
Majumder, Monoj Kumar
;
Raghavan, Mala
;
Vespignani, Joaquin
- In:
Applied economics
53
(
2021
)
57
,
pp. 6626-6640
Persistent link: https://www.econbiz.de/10012697950
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5
Commodity currencies and commodity prices : modelling static and time-varying dependence
Ignatieva, Ekaterina
;
Ponomareva, Natalia
- In:
Applied economics
49
(
2017
)
15
,
pp. 1491-1512
Persistent link: https://www.econbiz.de/10011813615
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6
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
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7
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
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8
Uncertainty diffusion across commodity markets
Cadoret, Isabelle
;
Minlend, Jacques
;
Razafindrabe, Tovonony
- In:
Applied economics
55
(
2023
)
38
,
pp. 4377-4401
Persistent link: https://www.econbiz.de/10014301245
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9
Modelling time-vaying conditionl correlations in the volatility of Tapus oil spot and forward returns
Manera, Matteo
;
McAleer, Michael
;
Grasso, Margherita
- In:
Applied financial economics
16
(
2006
)
7
,
pp. 525-533
Persistent link: https://www.econbiz.de/10003320406
Saved in:
10
A systematic modelling strategy for futures markets volatility
Carvalho, Ana Filipa
;
Costa, José Sá da
;
Lopes, José …
- In:
Applied financial economics
16
(
2006
)
11
,
pp. 819-833
Persistent link: https://www.econbiz.de/10003351005
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