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subject:"Derivat"
~isPartOf:"Applied financial economics"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of forecasting"
~isPartOf:"Quantitative finance"
~subject:"ARCH model"
~subject:"ARCH-Modell"
~subject:"Warenbörse"
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Derivat
ARCH model
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Warenbörse
Commodity derivative
105
Rohstoffderivat
105
Volatility
33
Volatilität
33
Commodity exchange
28
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Rohstoffpreis
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Estimation
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Miffre, Joëlle
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Prokopczuk, Marcel
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Bianchi, Robert
3
Fernandez-Perez, Adrian
3
Fuertes, Ana María
3
Ma, Feng
3
Back, Janis
2
Fan, John Hua
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Rudolf, Markus
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An, Wuyue
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An, Yunbi
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Basu, Devraj
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Bernard, Jean-Thomas
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Chang, Eric Chieh
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Chatrath, Arjun
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Applied financial economics
Journal of banking & finance
Journal of forecasting
Quantitative finance
Energy economics
155
The journal of futures markets
59
Finance research letters
43
Economic modelling
38
International review of financial analysis
38
International review of economics & finance : IREF
32
Applied economics
30
Journal of commodity markets
30
The energy journal
21
Applied economics letters
20
International Journal of Energy Economics and Policy : IJEEP
20
Working paper
20
Research in international business and finance
19
American journal of agricultural economics
17
Journal of empirical finance
12
Econometric Institute research papers
11
Journal of the Royal Statistical Society
11
International journal of finance & economics : IJFE
10
NBER working paper series
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Cogent economics & finance
9
The North American journal of economics and finance : a journal of financial economics studies
9
The journal of investment compliance
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
International journal of forecasting
8
The European journal of finance
8
Applied economic perspectives and policy
7
European journal of operational research : EJOR
7
International journal of theoretical and applied finance
7
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
7
Journal of international financial markets, institutions & money
7
Journal of international money and finance
7
NBER Working Paper
7
Review of quantitative finance and accounting
7
The empirical economics letters : a monthly international journal of economics
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Wiley finance series
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Agricultural economics : the journal of the International Association of Agricultural Economists
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ECONIS (ZBW)
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1
An analysis of commodity markets : what gain for investors?
Narayan, Paresh Kumar
;
Narayan, Seema
;
Sharma, Susan Sunila
- In:
Journal of banking & finance
37
(
2013
)
10
,
pp. 3878-3889
Persistent link: https://www.econbiz.de/10010127429
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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
Long-run reversal in commodity returns : insights from seven centuries of evidence
Zaremba, Adam
;
Bianchi, Robert
;
Mikutowski, Mateusz
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013256444
Saved in:
4
The skewness of commodity futures returns
Fernandez-Perez, Adrian
;
Frijns, Bart
;
Fuertes, Ana María
- In:
Journal of banking & finance
86
(
2018
),
pp. 127-142
Persistent link: https://www.econbiz.de/10011962440
Saved in:
5
A two-factor cointegrated commodity price model with an application to spread option pricing
Farkas, Walter
;
Gourier, Elise
;
Huitema, Robert
; …
- In:
Journal of banking & finance
77
(
2017
),
pp. 249-268
Persistent link: https://www.econbiz.de/10011814773
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6
Return and volatility co-movement in commodity futures markets : the effects of liquidity risk
Zhang, Yongmin
;
Ding, Shusheng
- In:
Quantitative finance
18
(
2018
)
9
,
pp. 1471-1486
Persistent link: https://www.econbiz.de/10011913167
Saved in:
7
Are there exploitable trends in commodity futures prices?
Han, Yufeng
;
Hu, Ting
;
Yang, Jian
- In:
Journal of banking & finance
70
(
2016
),
pp. 214-234
Persistent link: https://www.econbiz.de/10011635208
Saved in:
8
Factor based commodity investing
Sakkas, Athanasios
;
Tessaromatis, Nikolaos P.
- In:
Journal of banking & finance
115
(
2020
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012489156
Saved in:
9
Pricing commodity index options
Manzano-Herrero, Alberto Pedro
;
Nastasi, Emanuele
; …
- In:
Quantitative finance
23
(
2023
)
2
,
pp. 297-308
Persistent link: https://www.econbiz.de/10014232638
Saved in:
10
Execution edge of pit traders and intraday price ranges of soft commodities
Kliakhandler, Igor L.
- In:
Applied financial economics
17
(
2007
)
4/6
,
pp. 343-350
Persistent link: https://www.econbiz.de/10003446026
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