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subject:"Derivat"
~isPartOf:"Applied financial economics"
~isPartOf:"European review of agricultural economics : ERAE"
~isPartOf:"Journal of banking & finance"
~subject:"ARCH model"
~subject:"ARCH-Modell"
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Derivat
ARCH model
ARCH-Modell
Commodity derivative
94
Rohstoffderivat
94
Commodity price
32
Rohstoffpreis
32
Estimation
26
Schätzung
26
Commodity exchange
24
Theorie
24
Theory
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Warenbörse
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Hedging
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USA
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United States
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Volatility
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Volatilität
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Welt
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Derivative
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Ölpreis
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Option pricing theory
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Optionspreistheorie
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Börsenkurs
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Commodities
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Forecasting model
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Prognoseverfahren
9
Share price
9
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Zinsstruktur
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English
23
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Fernandez-Perez, Adrian
2
Fuertes, Ana María
2
Lien, Da-hsiang Donald
2
Miffre, Joëlle
2
Adrangi, Bahram
1
Alizadeh-Masoodian, Amir H.
1
Beckmann, Joscha
1
Chang, Eric Chieh
1
Chatrath, Arjun
1
Cheng, Benjamin
1
Chiang, I-Hsuan Ethan
1
Czudaj, Robert
1
Dark, Jonathan
1
Farkas, Walter
1
Frijns, Bart
1
Frino, Alex
1
García, Philip
1
Gourier, Elise
1
Groot, Wilma de
1
Hernandez, Manuel A.
1
Hughen, W. Keener
1
Huitema, Robert
1
Ibarra, Raul
1
Ibikunle, Gbenga
1
Indriawan, Ivan
1
Jumah, Adusei
1
Karstanje, Dennis
1
Kunst, Robert M.
1
Lee, Hsiang-tai
1
Leuthold, Raymond M.
1
Li, Yang
1
Mazaheri, A.
1
Mollica, Vito
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Necula, Ciprian
1
Nikitopoulos, Christina Sklibosios
1
Nomikos, Nikos K.
1
Pederzoli, C.
1
Pinegar, J. Michael
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Pouliasis, Panos K.
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Prokopczuk, Marcel
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Applied financial economics
European review of agricultural economics : ERAE
Journal of banking & finance
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
Applied economics
17
Journal of commodity markets
16
International Journal of Energy Economics and Policy : IJEEP
15
Research in international business and finance
15
Working paper
15
The energy journal
14
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
International journal of finance & economics : IJFE
7
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
Cogent economics & finance
6
European journal of operational research : EJOR
6
International journal of forecasting
6
Journal of international financial markets, institutions & money
6
The empirical economics letters : a monthly international journal of economics
6
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
Review of quantitative finance and accounting
5
Annals of finance
4
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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
IIMB management review
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ECONIS (ZBW)
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1
The skewness of commodity futures returns
Fernandez-Perez, Adrian
;
Frijns, Bart
;
Fuertes, Ana María
- In:
Journal of banking & finance
86
(
2018
),
pp. 127-142
Persistent link: https://www.econbiz.de/10011962440
Saved in:
2
A two-factor cointegrated commodity price model with an application to spread option pricing
Farkas, Walter
;
Gourier, Elise
;
Huitema, Robert
; …
- In:
Journal of banking & finance
77
(
2017
),
pp. 249-268
Persistent link: https://www.econbiz.de/10011814773
Saved in:
3
Asymmetric effect of basis on dynamic futures hedging : empirical evidence from commodity markets
Lien, Da-hsiang Donald
;
Li, Yang
- In:
Journal of banking & finance
32
(
2008
)
2
,
pp. 187-198
Persistent link: https://www.econbiz.de/10003647092
Saved in:
4
A Markov regime switching approach for hedging energy commodities
Alizadeh-Masoodian, Amir H.
;
Nomikos, Nikos K.
; …
- In:
Journal of banking & finance
32
(
2008
)
9
,
pp. 1970-1983
Persistent link: https://www.econbiz.de/10003775048
Saved in:
5
Tactical allocation in commodity futures markets : combining momentum and term structure signals
Fuertes, Ana María
;
Miffre, Joëlle
;
Rallis, Georgios
- In:
Journal of banking & finance
34
(
2010
)
10
,
pp. 2530-2548
Persistent link: https://www.econbiz.de/10008858295
Saved in:
6
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:
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
Non-linearities in the relationship of agricultural futures prices
Beckmann, Joscha
;
Czudaj, Robert
- In:
European review of agricultural economics : ERAE
41
(
2014
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10010426042
Saved in:
9
How far do shocks move across borders? : Examining volatility transmission in major agricultural futures markets
Hernandez, Manuel A.
;
Ibarra, Raul
;
Trupkin, Danilo R.
- In:
European review of agricultural economics : ERAE
41
(
2014
)
2
,
pp. 301-325
Persistent link: https://www.econbiz.de/10010426621
Saved in:
10
Exploiting commodity momentum along the futures curves
Groot, Wilma de
;
Karstanje, Dennis
;
Zhou, Weili
- In:
Journal of banking & finance
48
(
2014
),
pp. 79-93
Persistent link: https://www.econbiz.de/10010506936
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