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subject:"Derivat"
~isPartOf:"Applied financial economics"
~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"International review of economics & finance : IREF"
~subject:"ARCH model"
~subject:"ARCH-Modell"
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Derivat
ARCH model
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Commodity derivative
88
Rohstoffderivat
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42
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Lien, Da-hsiang Donald
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Applied financial economics
European journal of operational research : EJOR
International review of economics & finance : IREF
Energy economics
125
The journal of futures markets
29
Economic modelling
28
International review of financial analysis
27
Finance research letters
25
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17
Journal of commodity markets
16
International Journal of Energy Economics and Policy : IJEEP
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1
Dynamic speculation and hedging in commodity futures markets with a stochastic convenience yield
Mellios, Constantin
;
Six, Pierre
;
Anh Ngoc Lai
- In:
European journal of operational research : EJOR
250
(
2016
)
2
,
pp. 493-504
Persistent link: https://www.econbiz.de/10011441684
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2
Financial crises and the nature of correlation between commodity and stock markets
Öztek, Mehmet Fatih
;
Öcal, Nadir
- In:
International review of economics & finance : IREF
48
(
2017
),
pp. 56-68
Persistent link: https://www.econbiz.de/10011747083
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3
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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4
On the risk premium in Nordic electricity futures prices
Lucia, Julio J.
;
Torró, Hipòlit
- In:
International review of economics & finance : IREF
20
(
2011
)
4
,
pp. 750-763
Persistent link: https://www.econbiz.de/10009303863
Saved in:
5
Determinants of futures contract success : empirical examinations for the Asian futures markets
Hung, Mao-Wei
;
Lin, Bing-huei
;
Huang, Yu chuan
;
Chou, …
- In:
International review of economics & finance : IREF
20
(
2011
)
3
,
pp. 452-458
Persistent link: https://www.econbiz.de/10009304039
Saved in:
6
Internet, noise trading and commodity futures prices
Peri, Massimo
;
Vandone, Daniela
;
Baldi, Lucia
- In:
International review of economics & finance : IREF
33
(
2014
),
pp. 82-89
Persistent link: https://www.econbiz.de/10010531284
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7
Sentiment-prone investors and volatility dynamics between spot and futures markets
Corredor, Pilar
;
Ferrer, Elena
;
Santamaría Aquilué, Rafael
- In:
International review of economics & finance : IREF
35
(
2015
),
pp. 180-196
Persistent link: https://www.econbiz.de/10011333698
Saved in:
8
Commodity derivatives pricing with cointegration and stochastic covariances
Chiu, Mei Choi
;
Wong, Hoi Ying
;
Zhao, Jing
- In:
European journal of operational research : EJOR
246
(
2015
)
2
,
pp. 476-486
Persistent link: https://www.econbiz.de/10011338124
Saved in:
9
Electricity futures price models : calibration and forecasting
Islyaev, Suren
;
Date, Paresh
- In:
European journal of operational research : EJOR
247
(
2015
)
1
,
pp. 144-154
Persistent link: https://www.econbiz.de/10011347115
Saved in:
10
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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