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subject:"Derivat"
~isPartOf:"Applied financial economics"
~isPartOf:"Journal of forecasting"
~subject:"ARCH model"
~subject:"ARCH-Modell"
~subject:"Kapitaleinkommen"
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Derivat
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Applied financial economics
Journal of forecasting
Energy economics
137
The journal of futures markets
42
International review of financial analysis
33
Economic modelling
32
Finance research letters
31
International review of economics & finance : IREF
23
Journal of banking & finance
22
Journal of commodity markets
22
Applied economics
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Research in international business and finance
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Working paper
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International Journal of Energy Economics and Policy : IJEEP
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The energy journal
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Applied economics letters
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Econometric Institute research papers
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American journal of agricultural economics
11
Journal of empirical finance
11
The European journal of finance
10
The North American journal of economics and finance : a journal of financial economics studies
10
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
9
The empirical economics letters : a monthly international journal of economics
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Cogent economics & finance
7
International journal of finance & economics : IJFE
7
International journal of forecasting
7
Journal of international financial markets, institutions & money
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NBER working paper series
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6
European journal of operational research : EJOR
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Journal of international money and finance
6
Journal of risk and financial management : JRFM
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The handbook of commodity investing
6
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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International journal of theoretical and applied finance
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Pacific-Basin finance journal
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ECONIS (ZBW)
14
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1
Forecasting stock returns : do commodity prices help?
Black, Angela J.
;
Klinkowska, Olga
;
McMillan, David G.
; …
- In:
Journal of forecasting
33
(
2014
)
8
,
pp. 627-639
Persistent link: https://www.econbiz.de/10011282841
Saved in:
2
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:
3
A TARCH examination of the return volatility-volume relationship in electricity futures
Hadsell, Lester
- In:
Applied financial economics
16
(
2006
)
12
,
pp. 893-901
Persistent link: https://www.econbiz.de/10003377843
Saved in:
4
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:
5
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:
6
The linkage between aggregate stock market investor sentiment and commodity futures returns
Zheng, Yao
- In:
Applied financial economics
24
(
2014
)
22/24
,
pp. 1491-1513
Persistent link: https://www.econbiz.de/10010460087
Saved in:
7
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
Saved in:
8
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:
9
Forecasting the volatility of agricultural commodity futures : the role of co-volatility and oil volatility
Marfatia, Hardik A.
;
Ji, Qiang
;
Luo, Jiawen
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 383-404
Persistent link: https://www.econbiz.de/10012817783
Saved in:
10
Forecasting oil futures realized range-based volatility with jumps, leverage effect, and regime switching : new evidence from MIDAS models
Lu, Xinjie
;
Ma, Feng
;
Wang, Jiqian
;
Liu, Jing
- In:
Journal of forecasting
41
(
2022
)
4
,
pp. 853-868
Persistent link: https://www.econbiz.de/10013287870
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