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subject:"Derivat"
~isPartOf:"Applied financial economics"
~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Journal of forecasting"
~isPartOf:"The empirical economics letters : a monthly international journal of economics"
~subject:"ARCH model"
~subject:"ARCH-Modell"
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Derivat
ARCH model
ARCH-Modell
Commodity derivative
56
Rohstoffderivat
56
Volatility
23
Volatilität
23
Commodity price
16
Rohstoffpreis
16
USA
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United States
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Börsenkurs
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Erdöl
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Estimation
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Petroleum
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Schätzung
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7
Hedging
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Efficient market hypothesis
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Effizienzmarkthypothese
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Option pricing theory
5
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Ma, Feng
2
Adrangi, Bahram
1
Back, Janis
1
Benth, Fred Espen
1
Bernard, Jean-Thomas
1
Chatrath, Arjun
1
Chen, Chi-yuan
1
Chen, Chung-Hsuan
1
Chevallier, Julien
1
Chiu, Tien-yu
1
Chung, Huimin
1
Dhaigude, Amol
1
Felten, Björn
1
Fouque, Jean-Pierre
1
Go, You-How
1
Goard, Joanna
1
Gozgor, Giray
1
Herwartz, Helmut
1
Jawed, Mohammad Shameem
1
Ji, Qiang
1
Khalaf, Lynda
1
Kichian, Maral
1
Kiesel, Rüdiger
1
Kremer, Marcel
1
Lau, Wee-Yeap
1
Lee, Hsiang-tai
1
Lee, Jhuo-Ying
1
Lee, Wo-Chiang
1
Li, Ziyang
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Lien, Da-hsiang Donald
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Liu, Jing
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Lu, Xinjie
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Luo, Jiawen
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Marfatia, Hardik A.
1
Mazaheri, A.
1
McMahon, Sebastien
1
Oud, Mohammed A. Aba
1
Pederzoli, C.
1
Prokopczuk, Marcel
1
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1
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Applied financial economics
International journal of theoretical and applied finance
Journal of forecasting
The empirical economics letters : a monthly international journal of economics
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
Journal of banking & finance
14
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
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
European review of agricultural economics : ERAE
4
IIMB management review
4
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ECONIS (ZBW)
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1
Commodity price dynamics and derivative valuation : a review
Back, Janis
;
Prokopczuk, Marcel
- In:
International journal of theoretical and applied finance
16
(
2013
)
6
,
pp. 1-30
Persistent link: https://www.econbiz.de/10010197182
Saved in:
2
The impacts of energy price volatility through macroeconomic variables in Turkey
Gozgor, Giray
- In:
The empirical economics letters : a monthly …
10
(
2011
)
4
,
pp. 395-404
Persistent link: https://www.econbiz.de/10009512498
Saved in:
3
Forecasting commodity prices : GARCH, jumps, and mean reversion
Bernard, Jean-Thomas
;
Khalaf, Lynda
;
Kichian, Maral
; …
- In:
Journal of forecasting
27
(
2008
)
4
,
pp. 279-291
Persistent link: https://www.econbiz.de/10003826728
Saved in:
4
Regime-switched volatility of brent crude oil futures with Markov-switching ARCH model
Chiu, Tien-yu
;
Shieh, Shwu-Jane
- In:
International journal of theoretical and applied finance
12
(
2009
)
2
,
pp. 113-124
Persistent link: https://www.econbiz.de/10003855754
Saved in:
5
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:
6
An empirical analysis of the WTI oil price returns and volatility spillover in the USA
Wei, Ching Chun
;
Chen, Chung-Hsuan
- In:
The empirical economics letters : a monthly …
13
(
2014
)
6
,
pp. 663-674
Persistent link: https://www.econbiz.de/10010520049
Saved in:
7
Valuation of options on oil futures under the 3/4 oil price model
Oud, Mohammed A. Aba
;
Goard, Joanna
- In:
International journal of theoretical and applied finance
18
(
2015
)
8
,
pp. 1-12
Persistent link: https://www.econbiz.de/10011418854
Saved in:
8
Evaluating the hedging effectiveness in Crude Palm Oil futures market : a bivariate threshold GARCH model
Go, You-How
;
Lau, Wee-Yeap
- In:
The empirical economics letters : a monthly …
13
(
2014
)
11
,
pp. 1159-1170
Persistent link: https://www.econbiz.de/10010527301
Saved in:
9
Impact of open interest on realized volatility in oil futures
Chung, Huimin
;
Tseng, Tseng-chan
;
Chen, Chi-yuan
- In:
The empirical economics letters : a monthly …
12
(
2013
)
8
,
pp. 853-860
Persistent link: https://www.econbiz.de/10010363101
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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