//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Derivat"
~isPartOf:"Applied financial economics"
~isPartOf:"Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets"
~isPartOf:"Review of quantitative finance and accounting"
~subject:"ARCH model"
~subject:"ARCH-Modell"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Remodeling the Working-Kaldor...
Similar by subject
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Derivat
ARCH model
ARCH-Modell
Commodity derivative
43
Rohstoffderivat
43
Volatility
16
Volatilität
16
USA
15
United States
15
Estimation
13
Schätzung
13
Commodity price
11
Rohstoffpreis
11
Börsenkurs
8
Derivative
8
Erdöl
8
Oil price
8
Petroleum
8
Share price
8
Ölpreis
8
Commodity exchange
7
Warenbörse
7
Welt
7
World
7
Hedging
6
China
5
Cointegration
5
Commodity market
5
Efficient market hypothesis
5
Effizienzmarkthypothese
5
Kointegration
5
Oil market
5
Rohstoffmarkt
5
Theorie
5
Theory
5
Ölmarkt
5
Capital income
4
Forecasting model
4
Großbritannien
4
Kapitaleinkommen
4
more ...
less ...
Online availability
All
Undetermined
7
Type of publication
All
Article
14
Type of publication (narrower categories)
All
Article in journal
14
Aufsatz in Zeitschrift
14
Language
All
English
14
Author
All
Adrangi, Bahram
1
Ahmed, Shamim
1
Boyd, Naomi E.
1
Bracker, Kevin
1
Chatrath, Arjun
1
Chen, Qian
1
Chen, Yu-Lun
1
Fung, Hung-gay
1
Gau, Yin-feng
1
Inci, Ahmet Can
1
Jiang, Ying
1
Lee, Hsiang-tai
1
Leung, Wai K.
1
Li, Bingxin
1
Liao, Wen-Ju
1
Lien, Da-hsiang Donald
1
Liu, Qiang
1
Liu, Rui
1
Liu, Xiaoquan
1
Mattos, Fabio
1
Mazaheri, A.
1
Pederzoli, C.
1
Saes, Maria Sylvia Macchione
1
Seyhun, H. Nejat
1
Shrestha, Keshab
1
Silveira, Rodrigo Lanna Franco da
1
Smith, Kenneth L.
1
Torricelli, Costanza
1
Weng, Xin
1
Xu, Xiaoqing Eleanor
1
Yao, Xin
1
more ...
less ...
Published in...
All
Applied financial economics
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
Review of quantitative finance and accounting
Energy economics
123
Economic modelling
27
The journal of futures markets
26
International review of financial analysis
23
Finance research letters
20
International review of economics & finance : IREF
19
Applied economics
17
Journal of commodity markets
16
Working paper
15
International Journal of Energy Economics and Policy : IJEEP
14
Journal of banking & finance
14
The energy journal
14
Research in international business and finance
13
American journal of agricultural economics
11
Applied economics letters
11
Econometric Institute research papers
11
Journal of empirical finance
9
The North American journal of economics and finance : a journal of financial economics studies
8
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
7
The European journal of finance
7
Applied economic perspectives and policy
6
European journal of operational research : EJOR
6
Journal of international financial markets, institutions & money
6
The empirical economics letters : a monthly international journal of economics
6
Cogent economics & finance
5
International journal of forecasting
5
International journal of theoretical and applied finance
5
Journal of forecasting
5
Journal of risk and financial management : JRFM
5
Quantitative finance
5
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
5
Annals of finance
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Empirical economics : a quarterly journal of the Institute for Advanced Studies
4
European review of agricultural economics : ERAE
4
IIMB management review
4
International journal of bonds and derivatives
4
more ...
less ...
Source
All
ECONIS (ZBW)
14
Showing
1
-
10
of
14
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
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:
3
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:
4
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:
5
Volatility forecasting in the Chinese commodity futures market with intraday data
Jiang, Ying
;
Ahmed, Shamim
;
Liu, Xiaoquan
- In:
Review of quantitative finance and accounting
48
(
2017
)
4
,
pp. 1123-1173
Persistent link: https://www.econbiz.de/10011797006
Saved in:
6
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:
7
Efficiency and unbiasedness of corn futures markets : new evidence across the financial crisis
Pederzoli, C.
;
Torricelli, Costanza
- In:
Applied financial economics
23
(
2013
)
22/24
,
pp. 1853-1863
Persistent link: https://www.econbiz.de/10010337258
Saved in:
8
Forecasting changes in copper futures volatility with GARCH models using an iterated algorithm
Smith, Kenneth L.
;
Bracker, Kevin
- In:
Review of quantitative finance and accounting
20
(
2003
)
3
,
pp. 245-265
Persistent link: https://www.econbiz.de/10001773901
Saved in:
9
Information flows between the U.S. and China commodity futures trading
Fung, Hung-gay
;
Leung, Wai K.
;
Xu, Xiaoqing Eleanor
- In:
Review of quantitative finance and accounting
21
(
2003
)
3
,
pp. 267-285
Persistent link: https://www.econbiz.de/10001839848
Saved in:
10
Estimating optimal hedge ratio : a multivariate skew-normal distribution approach
Lien, Da-hsiang Donald
;
Shrestha, Keshab
- In:
Applied financial economics
20
(
2010
)
7/9
,
pp. 627-636
Persistent link: https://www.econbiz.de/10009009324
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->