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subject:"Derivat"
~isPartOf:"Applied financial economics"
~isPartOf:"Economic modelling"
~isPartOf:"Journal of the Royal Statistical Society"
~subject:"ARCH model"
~subject:"ARCH-Modell"
~subject:"Efficient market hypothesis"
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Derivat
ARCH model
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Efficient market hypothesis
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Commodity derivative
89
Rohstoffderivat
89
Commodity price
37
Rohstoffpreis
37
Volatility
37
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37
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30
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59
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Sauerbeck, A.
9
Wang, Yudong
3
Park, Sung Y.
2
Zhang, Yaojie
2
Adrangi, Bahram
1
Ahmad, Wasim
1
Andrieş, Alin Marius
1
Beckmann, Joscha
1
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1
Beljid, Makram
1
Bhar, Ramaprasad
1
Boubaker, Adel
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
Dahl, Christian M.
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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Applied financial economics
Economic modelling
Journal of the Royal Statistical Society
Energy economics
159
The journal of futures markets
67
Applied economics
33
International review of economics & finance : IREF
33
International review of financial analysis
33
American journal of agricultural economics
32
Finance research letters
31
Journal of environmental economics and management : JEEM ; the official journal of the Association of Environmental and Resource Economists
30
Journal of banking & finance
27
Journal of commodity markets
25
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
22
The energy journal
22
Journal of economic dynamics & control
21
Applied economics letters
19
International Journal of Energy Economics and Policy : IJEEP
19
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
16
Research in international business and finance
16
Journal of empirical finance
15
Journal of international money and finance
13
Natural resource modeling : the official journal of the Resource Modeling Association
13
Resource and energy economics
12
Marine resource economics
11
The North American journal of economics and finance : a journal of financial economics studies
11
Agricultural economics : the journal of the International Association of Agricultural Economists
10
European review of agricultural economics : ERAE
10
International journal of theoretical and applied finance
10
Journal of risk and financial management : JRFM
10
Journal of urban economics
10
The European journal of finance
10
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
Economics letters
8
European journal of operational research : EJOR
8
International journal of finance & economics : IJFE
8
International journal of forecasting
8
Journal of forecasting
8
Applied economic perspectives and policy
7
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
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1
Futures basis, inventory and commodity price volatility : an empirical analysis
Symeonidis, Lazaros
;
Prokopczuk, Marcel
;
Brooks, Chris
; …
- In:
Economic modelling
29
(
2012
)
6
,
pp. 2651-2663
Persistent link: https://www.econbiz.de/10009673627
Saved in:
2
Simple and extended Kalman filters : an application to term structures of commodity prices
Lautier, Delphine
;
Galli, Alain
- In:
Applied financial economics
14
(
2004
)
13
,
pp. 963-973
Persistent link: https://www.econbiz.de/10002195491
Saved in:
3
Prices of commodities in 1913
Sauerbeck, A.
- In:
Journal of the Royal Statistical Society
77
(
1914
)
5
,
pp. 556-570
Persistent link: https://www.econbiz.de/10009777550
Saved in:
4
Prices of commodities in 1912
Sauerbeck, A.
- In:
Journal of the Royal Statistical Society
76
(
1913
)
4
,
pp. 396-409
Persistent link: https://www.econbiz.de/10009777552
Saved in:
5
Prices of commodities in 1911
Sauerbeck, A.
- In:
Journal of the Royal Statistical Society
75
(
1912
)
4
,
pp. 412-425
Persistent link: https://www.econbiz.de/10009777553
Saved in:
6
Prices of commodities in 1910
Sauerbeck, A.
- In:
Journal of the Royal Statistical Society
74
(
1911
)
4
,
pp. 408-420
Persistent link: https://www.econbiz.de/10009777555
Saved in:
7
Prices of commodities in 1909
Sauerbeck, A.
- In:
Journal of the Royal Statistical Society
73
(
1910
)
3
,
pp. 315-329
Persistent link: https://www.econbiz.de/10009777557
Saved in:
8
Prices of commodities in 1908
Sauerbeck, A.
- In:
Journal of the Royal Statistical Society
72
(
1909
)
1
,
pp. 1-13
Persistent link: https://www.econbiz.de/10009777559
Saved in:
9
Prices of commodities in 1907
Sauerbeck, A.
- In:
Journal of the Royal Statistical Society
71
(
1908
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10009777561
Saved in:
10
Prices of commodities in 1906
Sauerbeck, A.
- In:
Journal of the Royal Statistical Society
70
(
1907
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10009777563
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