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subject:"Derivat"
~isPartOf:"Applied financial economics"
~isPartOf:"International journal of bonds and derivatives"
~subject:"ARCH model"
~subject:"ARCH-Modell"
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Derivat
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Applied financial economics
International journal of bonds and derivatives
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
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Research in international business and finance
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Journal of banking & finance
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The energy journal
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American journal of agricultural economics
11
Applied economics letters
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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
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Applied economic perspectives and policy
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Cogent economics & finance
6
European journal of operational research : EJOR
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International journal of forecasting
6
Journal of international financial markets, institutions & money
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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 journal of the Institute for Advanced Studies, Vienna, Austria
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European review of agricultural economics : ERAE
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1
Futures contract implementation and the impact on commodity spot price volatility : evidence from Latin America
Zavaleta-Vázquez, Osmar H.
;
Arenas, Laura
- In:
International journal of bonds and derivatives
2
(
2016
)
3
,
pp. 249-266
Persistent link: https://www.econbiz.de/10011742334
Saved in:
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
Analysing large one-day commodity futures price changes
Hua, Wei
;
Wei, Peihwang
- In:
International journal of bonds and derivatives
1
(
2014
)
2
,
pp. 134-154
Persistent link: https://www.econbiz.de/10011312443
Saved in:
4
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:
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
Saved in:
7
Analysis of lead-lag relationship and volatility spillover : evidence from Indian agriculture commodity markets
Shaik, Muneer
;
Lanka, Abhiram Kartik
;
Gurmeet Singh
- In:
International journal of bonds and derivatives
4
(
2021
)
3
,
pp. 258-279
Persistent link: https://www.econbiz.de/10012612673
Saved in:
8
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
Saved in:
9
Measuring volatility in the Indian commodity futures
Kirithiga, S.
;
Naresh, G.
;
Thiyagarajan, S.
- In:
International journal of bonds and derivatives
3
(
2017
)
3
,
pp. 253-274
Persistent link: https://www.econbiz.de/10011875999
Saved in:
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