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subject:"Derivat"
~isPartOf:"Applied financial economics"
~isPartOf:"Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets"
~isPartOf:"Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association"
~subject:"ARCH model"
~subject:"ARCH-Modell"
~subject:"Schätzung"
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Derivat
ARCH model
ARCH-Modell
Schätzung
Commodity derivative
56
Rohstoffderivat
56
USA
32
United States
32
Volatility
15
Volatilität
15
Estimation
13
Derivative
11
Commodity price
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Getreide
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Grain
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Sojabohne
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Börsenkurs
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Forecasting model
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Oil price
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Maismarkt
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Maize market
6
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5
Kapitaleinkommen
5
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Karali, Berna
2
Lien, Da-hsiang Donald
2
Adrangi, Bahram
1
Chatrath, Arjun
1
Chen, Bo
1
Chen, Qian
1
Eales, James S.
1
García, Philip
1
Hamori, Shigeyuki
1
Inci, Ahmet Can
1
Isengildina Massa, Olga
1
Jones, Rodney
1
Jumah, Adusei
1
Karbuz, Sohbet
1
Kastens, Terry L.
1
Kocagil, Ahmet Enis
1
Lee, Hsiang-tai
1
Lehecka, Georg V.
1
Liu, Qiang
1
Mallory, Mindy
1
Mattos, Fabio
1
Mazaheri, A.
1
McAleer, Michael
1
McNew, Kevin Patrick
1
Nakajima, Tadahiro
1
Nemati, Mehdi
1
Pederzoli, C.
1
Root, T. H.
1
Rünstler, Gerhard
1
Saes, Maria Sylvia Macchione
1
Saghaian, Sayed
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Schroeder, Ted C.
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Seibold, David
1
Sequeira, John M.
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Seyhun, H. Nejat
1
Shi, Ruoding
1
Shrestha, Keshab
1
Silveira, Rodrigo Lanna Franco da
1
Thompson, Sarahelen Remington
1
Thurman, Walter N.
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Applied financial economics
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
Energy economics
154
The journal of futures markets
57
Economic modelling
37
International review of financial analysis
31
Applied economics
29
Finance research letters
29
International review of economics & finance : IREF
29
Journal of commodity markets
25
Journal of banking & finance
24
Applied economics letters
22
International Journal of Energy Economics and Policy : IJEEP
20
Working paper
20
Journal of international money and finance
19
The energy journal
19
Research in international business and finance
18
American journal of agricultural economics
17
The North American journal of economics and finance : a journal of financial economics studies
15
Working paper / National Bureau of Economic Research, Inc.
13
Econometric Institute research papers
11
Journal of empirical finance
11
NBER working paper series
10
CESifo working papers
9
International journal of forecasting
9
Journal of urban economics
9
Cogent economics & finance
8
Journal of applied econometrics
8
Journal of international financial markets, institutions & money
8
Journal of risk and financial management : JRFM
8
NBER Working Paper
8
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
8
The European journal of finance
8
Discussion paper / Centre for Economic Policy Research
7
International journal of finance & economics : IJFE
7
Journal of forecasting
7
Pacific-Basin finance journal
7
The empirical economics letters : a monthly international journal of economics
7
Applied economic perspectives and policy
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
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ECONIS (ZBW)
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1
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:
2
Interest rate differentials, market integration, and the efficiency of commodity futures markets
Jumah, Adusei
;
Karbuz, Sohbet
;
Rünstler, Gerhard
- In:
Applied financial economics
9
(
1999
)
1
,
pp. 101-108
Persistent link: https://www.econbiz.de/10001363845
Saved in:
3
Futures-based price forecasts for agricultural producers and businesses
Kastens, Terry L.
- In:
Journal of agricultural and resource economics : JARE ; …
23
(
1998
)
1
,
pp. 294-307
Persistent link: https://www.econbiz.de/10001243105
Saved in:
4
Does futures speculation stabilize spot prices? : Evidence from metals markets
Kocagil, Ahmet Enis
- In:
Applied financial economics
7
(
1997
)
1
,
pp. 115-125
Persistent link: https://www.econbiz.de/10001219226
Saved in:
5
Information flows between the US and China's agricultural commodity futures markets : based on VAR-BEKK-skew-t model
Chen, Qian
;
Weng, Xin
- In:
Emerging markets finance & trade : a journal of the …
54
(
2018
)
1/2/3
,
pp. 71-87
Persistent link: https://www.econbiz.de/10012122852
Saved in:
6
Degree of integration between brent oil spot and futures markets : intraday evidence
Inci, Ahmet Can
;
Seyhun, H. Nejat
- In:
Emerging markets finance & trade : a journal of the …
54
(
2018
)
7/8/9
,
pp. 1808-1826
Persistent link: https://www.econbiz.de/10012124554
Saved in:
7
The linkage between aggregate stock market investor sentiment and commodity futures returns
Zheng, Yao
- In:
Applied financial economics
24
(
2014
)
22/24
,
pp. 1491-1513
Persistent link: https://www.econbiz.de/10010460087
Saved in:
8
Effect of crude oil futures trading on spot market volatility : a panel data-based counterfactual prediction analysis
Yao, Xin
;
Liu, Qiang
- In:
Emerging markets finance & trade : a journal of the …
53
(
2017
)
4
,
pp. 918-931
Persistent link: https://www.econbiz.de/10011764621
Saved in:
9
The reaction of coffee futures price volatility to crop reports
Silveira, Rodrigo Lanna Franco da
;
Mattos, Fabio
;
Saes, …
- In:
Emerging markets finance & trade : a journal of the …
53
(
2017
)
10/11/12
,
pp. 2361-2376
Persistent link: https://www.econbiz.de/10011825353
Saved in:
10
Price discovery and the basis effects of failures to converge in soft red winter wheat futures markets
Karali, Berna
;
McNew, Kevin Patrick
;
Thurman, Walter N.
- In:
Journal of agricultural and resource economics : JARE ; …
43
(
2018
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10011833395
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