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subject:"Derivat"
~isPartOf:"Applied financial economics"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~subject:"ARCH model"
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Applied financial economics
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Energy economics
125
The journal of futures markets
29
Economic modelling
28
International review of financial analysis
27
Finance research letters
25
International review of economics & finance : IREF
21
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Journal of commodity markets
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International Journal of Energy Economics and Policy : IJEEP
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Research in international business and finance
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The energy journal
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American journal of agricultural economics
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The North American journal of economics and finance : a journal of financial economics studies
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International journal of finance & economics : IJFE
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The European journal of finance
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Applied economic perspectives and policy
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Cogent economics & finance
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European journal of operational research : EJOR
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International journal of forecasting
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Journal of international financial markets, institutions & money
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The empirical economics letters : a monthly international journal of economics
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International journal of theoretical and applied finance
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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European review of agricultural economics : ERAE
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1
Do hedging and speculative pressures drive commodity prices, or the other way round?
Lehecka, Georg V.
- In:
Empirical economics : a journal of the Institute for …
49
(
2015
)
2
,
pp. 575-603
Persistent link: https://www.econbiz.de/10011333378
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2
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:
3
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
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4
Revealing asymmetries in the loss function of WTI oil futures market
Mamatzakis, Emmanuel C.
- In:
Empirical economics : a journal of the Institute for …
47
(
2014
)
2
,
pp. 411-426
Persistent link: https://www.econbiz.de/10010391169
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5
Non-linear dynamics in futures prices : evidence from the coffee, sugar and cocoa exchange
Adrangi, Bahram
;
Chatrath, Arjun
- In:
Applied financial economics
13
(
2003
)
4
,
pp. 245-256
Persistent link: https://www.econbiz.de/10001748447
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6
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
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7
Regime switching fractional cointegration and futures hedging
Lee, Hsiang-tai
- In:
Applied financial economics
21
(
2011
)
13/15
,
pp. 1145-1157
Persistent link: https://www.econbiz.de/10009317429
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8
Forecasting the volatility of crude oil futures using high-frequency data : further evidence
Ma, Feng
;
Wei, Yu
;
Chen, Wang
;
He, Feng
- In:
Empirical economics : a journal of the Institute for …
55
(
2018
)
2
,
pp. 653-678
Persistent link: https://www.econbiz.de/10011949867
Saved in:
9
Cointegration and price discovery in US corn cash and futures markets
Xu, Xiaojie
- In:
Empirical economics : a journal of the Institute for …
55
(
2018
)
4
,
pp. 1889-1923
Persistent link: https://www.econbiz.de/10011950344
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