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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"
~subject:"ARCH model"
~subject:"ARCH-Modell"
~subject:"Capital income"
~subject:"Effizienzmarkthypothese"
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Derivat
ARCH model
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Capital income
Effizienzmarkthypothese
Commodity derivative
33
Rohstoffderivat
33
USA
12
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12
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11
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11
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Adrangi, Bahram
1
Ahmad, Wasim
1
Chatrath, Arjun
1
Chen, Qian
1
Hadsell, Lester
1
Inci, Ahmet Can
1
Lee, Hsiang-tai
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Lien, Da-hsiang Donald
1
Liu, Qiang
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Mattos, Fabio
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1
Mazouz, Khelifa
1
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Seyhun, H. Nejat
1
Shrestha, Keshab
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Silveira, Rodrigo Lanna Franco da
1
Thomsen, Michael
1
Torricelli, Costanza
1
Wang, Jian
1
Watkins, Clinton
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Weng, Xin
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Yao, Xin
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Applied financial economics
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
Energy economics
137
The journal of futures markets
54
Economic modelling
32
International review of financial analysis
29
Finance research letters
28
Journal of banking & finance
23
Journal of commodity markets
23
Applied economics
22
International review of economics & finance : IREF
22
International Journal of Energy Economics and Policy : IJEEP
18
Working paper
17
Applied economics letters
16
Research in international business and finance
16
American journal of agricultural economics
15
The energy journal
15
Econometric Institute research papers
12
Journal of empirical finance
11
The North American journal of economics and finance : a journal of financial economics studies
10
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
9
The European journal of finance
9
Journal of risk and financial management : JRFM
8
The empirical economics letters : a monthly international journal of economics
8
Journal of forecasting
7
Journal of international financial markets, institutions & money
7
Journal of international money and finance
7
Applied economic perspectives and policy
6
Cogent economics & finance
6
European journal of operational research : EJOR
6
International journal of forecasting
6
NBER working paper series
6
Quantitative finance
6
The Australian journal of agricultural and resource economics
6
The IUP journal of financial risk management : IJFRM
6
The handbook of commodity investing
6
Working paper / National Bureau of Economic Research, Inc.
6
Agricultural economics : the journal of the International Association of Agricultural Economists
5
Annals of finance
5
CESifo working papers
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1
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
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2
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:
3
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:
4
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:
5
Time-varying spillover and the portfolio diversification implications of clean energy equity with commodities and financial assets
Ahmad, Wasim
;
Rais, Shirin
- In:
Emerging markets finance & trade : a journal of the …
54
(
2018
)
7/8/9
,
pp. 1837-1855
Persistent link: https://www.econbiz.de/10012124566
Saved in:
6
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
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7
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:
8
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:
9
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:
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
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