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subject:"Derivat"
~isPartOf:"Applied financial economics"
~isPartOf:"International review of economics & finance : IREF"
~subject:"ARCH model"
~subject:"ARCH-Modell"
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Derivat
ARCH model
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Commodity derivative
73
Rohstoffderivat
73
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35
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35
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Lien, Da-hsiang Donald
3
Fan, Ying
2
Geng, Peixuan
2
McAleer, Michael
2
Yang, Baochen
2
Zhang, Yue-jun
2
Adrangi, Bahram
1
Balcilar, Mehmet
1
Baldi, Lucia
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Caporin, Massimiliano
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
Corredor, Pilar
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
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1
Hooi Hooi Lean
1
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1
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Applied financial economics
International review of economics & finance : IREF
Energy economics
123
Economic modelling
27
The journal of futures markets
26
International review of financial analysis
23
Finance research letters
20
Applied economics
17
Journal of commodity markets
16
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15
International Journal of Energy Economics and Policy : IJEEP
14
Journal of banking & finance
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The energy journal
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Research in international business and finance
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American journal of agricultural economics
11
Applied economics letters
11
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9
The North American journal of economics and finance : a journal of financial economics studies
8
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
7
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6
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The empirical economics letters : a monthly international journal of economics
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5
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5
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1
Financial crises and the nature of correlation between commodity and stock markets
Öztek, Mehmet Fatih
;
Öcal, Nadir
- In:
International review of economics & finance : IREF
48
(
2017
),
pp. 56-68
Persistent link: https://www.econbiz.de/10011747083
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2
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
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3
Sentiment-prone investors and volatility dynamics between spot and futures markets
Corredor, Pilar
;
Ferrer, Elena
;
Santamaría Aquilué, Rafael
- In:
International review of economics & finance : IREF
35
(
2015
),
pp. 180-196
Persistent link: https://www.econbiz.de/10011333698
Saved in:
4
Internet, noise trading and commodity futures prices
Peri, Massimo
;
Vandone, Daniela
;
Baldi, Lucia
- In:
International review of economics & finance : IREF
33
(
2014
),
pp. 82-89
Persistent link: https://www.econbiz.de/10010531284
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5
Are the S&P 500 index and crude oil, natural gas and ethanol futures related for intra-day data?
Caporin, Massimiliano
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 50-70
Persistent link: https://www.econbiz.de/10012202481
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6
Volatility forecasting of crude oil market : can the regime switching GARCH model beat the single-regime GARCH models?
Zhang, Yue-jun
;
Yao, Ting
;
He, Ling-yun
;
Ripple, Ronald D.
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 302-317
Persistent link: https://www.econbiz.de/10012202881
Saved in:
7
The time-varying spillover effect between WTI crude oil futures returns and hedge funds
Zhang, Yue-jun
;
Wu, Yao-Bin
- In:
International review of economics & finance : IREF
61
(
2019
),
pp. 156-169
Persistent link: https://www.econbiz.de/10012205400
Saved in:
8
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:
9
Downside risk for short long hedgers
Demirer, Rıza
;
Lien, Da-hsiang Donald
- In:
International review of economics & finance : IREF
12
(
2003
)
1
,
pp. 25-44
Persistent link: https://www.econbiz.de/10001770018
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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