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subject:"Derivat"
~isPartOf:"Applied financial economics"
~isPartOf:"European review of agricultural economics : ERAE"
~subject:"ARCH model"
~subject:"ARCH-Modell"
~subject:"Efficient market hypothesis"
~subject:"Theorie"
~type_genre:"Aufsatz in Zeitschrift"
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Remodeling the Working-Kaldor...
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Derivat
ARCH model
ARCH-Modell
Efficient market hypothesis
Theorie
Commodity derivative
40
Rohstoffderivat
40
Commodity price
15
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15
USA
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Estimation
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22
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22
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Pennings, Joost M. E.
2
Adrangi, Bahram
1
Beckmann, Joscha
1
Chang, Chiao-yi
1
Chatrath, Arjun
1
Crespo Cuaresma, Jesús
1
Czudaj, Robert
1
Frechette, Darren L.
1
Galli, Alain
1
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1
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1
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1
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1
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1
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1
Hlouskova, Jaroslava
1
Ibarra, Raul
1
Jumah, Adusei
1
Kocagil, Ahmet Enis
1
Kuiper, W. Erno
1
Kunst, Robert M.
1
Lautier, Delphine
1
Lee, Hsiang-tai
1
Leuthold, Raymond M.
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Mahul, Olivier
1
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Steen, Marie
1
Thomsen, Michael
1
Torricelli, Costanza
1
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1
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Applied financial economics
European review of agricultural economics : ERAE
Energy economics
163
The journal of futures markets
67
Economic modelling
38
Applied economics
33
International review of economics & finance : IREF
33
International review of financial analysis
33
American journal of agricultural economics
32
Finance research letters
32
Journal of environmental economics and management : JEEM ; the official journal of the Association of Environmental and Resource Economists
30
Journal of banking & finance
27
Journal of commodity markets
25
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
22
The energy journal
22
Journal of economic dynamics & control
21
Applied economics letters
19
International Journal of Energy Economics and Policy : IJEEP
19
Research in international business and finance
18
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
16
Journal of empirical finance
15
Journal of international money and finance
13
Natural resource modeling : the official journal of the Resource Modeling Association
13
Resource and energy economics
12
Marine resource economics
11
The North American journal of economics and finance : a journal of financial economics studies
11
Agricultural economics : the journal of the International Association of Agricultural Economists
10
International journal of theoretical and applied finance
10
Journal of risk and financial management : JRFM
10
Journal of urban economics
10
The European journal of finance
10
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
Journal of the Royal Statistical Society
9
Economics letters
8
European journal of operational research : EJOR
8
International journal of finance & economics : IJFE
8
International journal of forecasting
8
Journal of forecasting
8
Applied economic perspectives and policy
7
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
7
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ECONIS (ZBW)
22
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1
Speculative bubbles in agricultural commodity markets
Gutierrez, Luciano
- In:
European review of agricultural economics : ERAE
40
(
2013
)
2
,
pp. 217-238
Persistent link: https://www.econbiz.de/10009734038
Saved in:
2
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
Saved in:
3
Simple and extended Kalman filters : an application to term structures of commodity prices
Lautier, Delphine
;
Galli, Alain
- In:
Applied financial economics
14
(
2004
)
13
,
pp. 963-973
Persistent link: https://www.econbiz.de/10002195491
Saved in:
4
Optimism and pessimism in commodity price hedging
Tuthill, Jonathan
;
Frechette, Darren L.
- In:
European review of agricultural economics : ERAE
31
(
2004
)
3
,
pp. 289-307
Persistent link: https://www.econbiz.de/10002532546
Saved in:
5
Identification by full adjustment : evidence from the relationship between futures and spot prices
Kuiper, W. Erno
;
Pennings, Joost M. E.
;
Meulenberg, …
- In:
European review of agricultural economics : ERAE
29
(
2002
)
1
,
pp. 67-84
Persistent link: https://www.econbiz.de/10001653570
Saved in:
6
The effect of buyers and sellers on fish market prices
Gobillon, Laurent
;
Wolff, François-Charles
; …
- In:
European review of agricultural economics : ERAE
44
(
2017
)
1
,
pp. 149-176
Persistent link: https://www.econbiz.de/10011739278
Saved in:
7
Fundamentals, speculation or macroeconomic conditions? : modelling and forecasting Arabica coffee prices
Crespo Cuaresma, Jesús
;
Hlouskova, Jaroslava
; …
- In:
European review of agricultural economics : ERAE
45
(
2018
)
4
,
pp. 583-615
Persistent link: https://www.econbiz.de/10012244450
Saved in:
8
How do you straddle hogs and pigs? : ask the Greeks!
McKenzie, Andrew M.
;
Thomsen, Michael
;
Phelan, Josh
- In:
Applied financial economics
17
(
2007
)
7/9
,
pp. 511-520
Persistent link: https://www.econbiz.de/10003491159
Saved in:
9
Pricing of non-ferrous metals futures on the London metal exchange
Watkins, Clinton
;
McAleer, Michael
- In:
Applied financial economics
16
(
2006
)
12
,
pp. 853-880
Persistent link: https://www.econbiz.de/10003377835
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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