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subject:"Derivat"
~isPartOf:"Applied financial economics"
~isPartOf:"Journal of the Royal Statistical Society"
~subject:"ARCH model"
~subject:"ARCH-Modell"
~subject:"Efficient market hypothesis"
~subject:"Erdöl"
~subject:"Theorie"
~type_genre:"Aufsatz in Zeitschrift"
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Derivat
ARCH model
ARCH-Modell
Efficient market hypothesis
Erdöl
Theorie
Commodity derivative
37
Rohstoffderivat
37
Commodity price
17
Rohstoffpreis
17
Commodity exchange
14
Theory
14
Warenbörse
14
Commodity market
13
Rohstoffmarkt
13
USA
10
United States
10
Estimation
9
Schätzung
9
Petroleum
6
Volatility
6
Volatilität
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Börsenkurs
5
Effizienzmarkthypothese
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Hedging
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5
Derivative
3
Großbritannien
3
Oil price
3
United Kingdom
3
Ölpreis
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Ankündigungseffekt
2
Anlageverhalten
2
Announcement effect
2
Behavioural finance
2
CAPM
2
Capital income
2
Cointegration
2
Correlation
2
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Article
26
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Aufsatz in Zeitschrift
Article in journal
26
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English
26
Author
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Sauerbeck, A.
9
McAleer, Michael
3
Adrangi, Bahram
1
Chang, Chiao-yi
1
Chatrath, Arjun
1
Dickens, Ross N.
1
Dunis, C. L.
1
Evans, Ben
1
Galli, Alain
1
Gjolberg, Ole
1
Grasso, Margherita
1
Hunsader, Kenneth J.
1
Kocagil, Ahmet Enis
1
Lautier, Delphine
1
Laws, Jason
1
Lee, Hsiang-tai
1
Lien, Da-hsiang Donald
1
Manera, Matteo
1
Mazaheri, A.
1
Mazouz, Khelifa
1
McKenzie, Andrew M.
1
Moosa, Imad A.
1
Pederzoli, C.
1
Phelan, Josh
1
Ripple, Ronald D.
1
Sequeira, John M.
1
Shrestha, Keshab
1
Steen, Marie
1
Thomsen, Michael
1
Torricelli, Costanza
1
Wang, Jian
1
Watkins, Clinton
1
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Applied financial economics
Journal of the Royal Statistical Society
Energy economics
209
The journal of futures markets
79
International review of economics & finance : IREF
41
International review of financial analysis
41
Economic modelling
40
Finance research letters
40
Applied economics
38
The energy journal
36
American journal of agricultural economics
32
Journal of environmental economics and management : JEEM ; the official journal of the Association of Environmental and Resource Economists
30
Journal of banking & finance
27
International Journal of Energy Economics and Policy : IJEEP
26
Journal of commodity markets
26
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
22
Applied economics letters
21
Journal of economic dynamics & control
21
Research in international business and finance
18
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
16
Journal of international money and finance
16
Journal of empirical finance
15
Natural resource modeling : the official journal of the Resource Modeling Association
13
The North American journal of economics and finance : a journal of financial economics studies
13
Resource and energy economics
12
The European journal of finance
12
Journal of risk and financial management : JRFM
11
Marine resource economics
11
The review of financial studies
11
Agricultural economics : the journal of the International Association of Agricultural Economists
10
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
10
European review of agricultural economics : ERAE
10
International journal of forecasting
10
International journal of theoretical and applied finance
10
Journal of forecasting
10
Journal of urban economics
10
Economics letters
9
International journal of finance & economics : IJFE
9
European journal of operational research : EJOR
8
Finance India : the quarterly journal of Indian Institute of Finance
8
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ECONIS (ZBW)
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1
Simple and extended Kalman filters : an application to term structures of commodity prices
Lautier, Delphine
;
Galli, Alain
- In:
Applied financial economics
14
(
2004
)
13
,
pp. 963-973
Persistent link: https://www.econbiz.de/10002195491
Saved in:
2
Prices of commodities in 1913
Sauerbeck, A.
- In:
Journal of the Royal Statistical Society
77
(
1914
)
5
,
pp. 556-570
Persistent link: https://www.econbiz.de/10009777550
Saved in:
3
Prices of commodities in 1912
Sauerbeck, A.
- In:
Journal of the Royal Statistical Society
76
(
1913
)
4
,
pp. 396-409
Persistent link: https://www.econbiz.de/10009777552
Saved in:
4
Prices of commodities in 1911
Sauerbeck, A.
- In:
Journal of the Royal Statistical Society
75
(
1912
)
4
,
pp. 412-425
Persistent link: https://www.econbiz.de/10009777553
Saved in:
5
Prices of commodities in 1910
Sauerbeck, A.
- In:
Journal of the Royal Statistical Society
74
(
1911
)
4
,
pp. 408-420
Persistent link: https://www.econbiz.de/10009777555
Saved in:
6
Prices of commodities in 1909
Sauerbeck, A.
- In:
Journal of the Royal Statistical Society
73
(
1910
)
3
,
pp. 315-329
Persistent link: https://www.econbiz.de/10009777557
Saved in:
7
Prices of commodities in 1908
Sauerbeck, A.
- In:
Journal of the Royal Statistical Society
72
(
1909
)
1
,
pp. 1-13
Persistent link: https://www.econbiz.de/10009777559
Saved in:
8
Prices of commodities in 1907
Sauerbeck, A.
- In:
Journal of the Royal Statistical Society
71
(
1908
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10009777561
Saved in:
9
Prices of commodities in 1906
Sauerbeck, A.
- In:
Journal of the Royal Statistical Society
70
(
1907
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10009777563
Saved in:
10
Prices of commodities in 1894
Sauerbeck, A.
- In:
Journal of the Royal Statistical Society
58
(
1895
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10009777565
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