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subject:"Derivat"
~isPartOf:"Applied financial economics"
~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Journal of forecasting"
~subject:"ARCH model"
~subject:"ARCH-Modell"
~subject:"Effizienzmarkthypothese"
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Derivat
ARCH model
ARCH-Modell
Effizienzmarkthypothese
Commodity derivative
47
Rohstoffderivat
47
Volatility
17
Volatilität
17
Theorie
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Estimation
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Schätzung
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Ma, Feng
2
Adrangi, Bahram
1
Back, Janis
1
Benth, Fred Espen
1
Bernard, Jean-Thomas
1
Chatrath, Arjun
1
Chevallier, Julien
1
Chiu, Tien-yu
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Lu, Xinjie
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Mazouz, Khelifa
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McAleer, Michael
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Applied financial economics
International journal of theoretical and applied finance
Journal of forecasting
Energy economics
129
The journal of futures markets
45
Economic modelling
29
Finance research letters
28
International review of financial analysis
27
International review of economics & finance : IREF
24
Applied economics
21
International Journal of Energy Economics and Policy : IJEEP
18
Journal of commodity markets
17
Research in international business and finance
16
Working paper
16
American journal of agricultural economics
15
Journal of banking & finance
15
Applied economics letters
14
The energy journal
14
Econometric Institute research papers
11
Journal of empirical finance
9
The European journal of finance
8
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
Journal of risk and financial management : JRFM
7
Agricultural economics : the journal of the International Association of Agricultural Economists
6
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 Australian journal of agricultural and resource economics
6
The empirical economics letters : a monthly international journal of economics
6
Annals of finance
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
Quantitative finance
5
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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Review of quantitative finance and accounting
5
The IUP journal of financial risk management : IJFRM
5
Asia Pacific financial markets
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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
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
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
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
Multiscale stochastic volatility model for derivatives on futures
Fouque, Jean-Pierre
;
Saporito, Yuri F.
;
Zubelli, Jorge P.
- In:
International journal of theoretical and applied finance
17
(
2014
)
7
,
pp. 1-31
Persistent link: https://www.econbiz.de/10010498865
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