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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:"Rohstoffderivat"
~subject:"Theorie"
~type_genre:"Aufsatz in Zeitschrift"
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Derivat
ARCH model
ARCH-Modell
Efficient market hypothesis
Rohstoffderivat
Theorie
Commodity derivative
37
Commodity price
17
Rohstoffpreis
17
Commodity exchange
14
Theory
14
Warenbörse
14
Commodity market
13
Rohstoffmarkt
13
USA
10
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Estimation
9
Schätzung
9
Erdöl
6
Petroleum
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Hedging
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5
Derivative
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Großbritannien
3
Oil price
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Ölpreis
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Ankündigungseffekt
2
Anlageverhalten
2
Announcement effect
2
Behavioural finance
2
CAPM
2
Capital income
2
Cointegration
2
Correlation
2
Financial crisis
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Article
37
Type of publication (narrower categories)
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Aufsatz in Zeitschrift
Article in journal
37
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English
37
Author
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Sauerbeck, A.
11
McAleer, Michael
3
Lien, Da-hsiang Donald
2
Adrangi, Bahram
1
Andersson, Henrik
1
Bryant, Henry L.
1
Carvalho, Ana Filipa
1
Chang, Chiao-yi
1
Chatrath, Arjun
1
Costa, José Sá da
1
Dickens, Ross N.
1
Dunis, C. L.
1
Evans, Ben
1
Galli, Alain
1
Gjolberg, Ole
1
Grasso, Margherita
1
Hadsell, Lester
1
Haigh, Michael S.
1
Hamori, Shigeyuki
1
Henker, Thomas
1
Hunsader, Kenneth J.
1
Kocagil, Ahmet Enis
1
Lautier, Delphine
1
Laws, Jason
1
Lee, Hsiang-tai
1
Lopes, José Assis
1
Lucey, Brian M.
1
Manera, Matteo
1
Mazaheri, A.
1
Mazouz, Khelifa
1
McKenzie, Andrew M.
1
Milonas, Nikolaos T.
1
Moosa, Imad A.
1
Nakajima, Tadahiro
1
Pederzoli, C.
1
Phelan, Josh
1
Ripple, Ronald D.
1
Root, T. H.
1
Sequeira, John M.
1
Shrestha, Keshab
1
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Applied financial economics
Journal of the Royal Statistical Society
Energy economics
290
The journal of futures markets
218
Finance research letters
73
International review of financial analysis
69
International review of economics & finance : IREF
60
Economic modelling
56
Journal of banking & finance
55
American journal of agricultural economics
53
Applied economics
53
The energy journal
46
Journal of commodity markets
45
Applied economics letters
42
International Journal of Energy Economics and Policy : IJEEP
40
Journal of environmental economics and management : JEEM ; the official journal of the Association of Environmental and Resource Economists
30
Research in international business and finance
30
Journal of international money and finance
29
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
24
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
22
Journal of economic dynamics & control
22
The North American journal of economics and finance : a journal of financial economics studies
20
Agricultural economics : the journal of the International Association of Agricultural Economists
19
Journal of agricultural and applied economics
18
Journal of empirical finance
18
The journal of alternative investments
17
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
16
European review of agricultural economics : ERAE
16
Agricultural finance review
15
International journal of finance & economics : IJFE
15
Quantitative finance
15
The European journal of finance
15
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
14
Applied economic perspectives and policy
13
Journal of risk and financial management : JRFM
13
Natural resource modeling : the official journal of the Resource Modeling Association
13
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
13
The review of financial studies
13
Theoretical economics letters
13
Economics letters
12
Finance India : the quarterly journal of Indian Institute of Finance
12
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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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