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subject:"Derivat"
~isPartOf:"Applied financial economics"
~isPartOf:"Research in international business and finance"
~subject:"ARCH model"
~subject:"ARCH-Modell"
~subject:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
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Derivat
ARCH model
ARCH-Modell
Volatility
Commodity derivative
55
Rohstoffderivat
55
Estimation
16
Schätzung
16
Volatilität
16
Commodity price
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Aufsatz in Zeitschrift
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Aboura, Sofiane
2
Chevallier, Julien
2
Adrangi, Bahram
1
Aiube, Fernando Antônio Lucena
1
Atukeren, Erdal
1
Bassil, Charbel
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Ge, Lei
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Applied financial economics
Research in international business and finance
Energy economics
197
The journal of futures markets
69
International review of financial analysis
48
International review of economics & finance : IREF
44
Finance research letters
43
Economic modelling
42
Applied economics
32
The energy journal
28
American journal of agricultural economics
27
International Journal of Energy Economics and Policy : IJEEP
25
Journal of banking & finance
23
Applied economics letters
22
Journal of commodity markets
22
Journal of international money and finance
16
Journal of empirical finance
12
The North American journal of economics and finance : a journal of financial economics studies
12
International journal of finance & economics : IJFE
11
The European journal of finance
11
Journal of international financial markets, institutions & money
10
Quantitative finance
10
Cogent economics & finance
9
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
Journal of forecasting
8
Journal of risk and financial management : JRFM
8
Pacific-Basin finance journal
8
The empirical economics letters : a monthly international journal of economics
8
Applied economic perspectives and policy
7
Economics letters
7
Global business review
7
International journal of forecasting
7
International journal of theoretical and applied finance
7
Journal of applied econometrics
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Review of quantitative finance and accounting
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Finance India : the quarterly journal of Indian Institute of Finance
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International journal of economics and finance
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ECONIS (ZBW)
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1
Interdependence among agricultural commodity markets, macroeconomic factors, crude oil and commodity index
Fernandez-Diaz, Jose M.
;
Morley, Bruce
- In:
Research in international business and finance
47
(
2019
),
pp. 174-194
Persistent link: https://www.econbiz.de/10012135526
Saved in:
2
Oil commodity returns and macroeconomic factors : a time-varying approach
Schalck, Christophe
;
Chenavaz, Régis
- In:
Research in international business and finance
33
(
2015
),
pp. 290-303
Persistent link: https://www.econbiz.de/10011325859
Saved in:
3
Commodity financialization and sector ETFs : Evidence from crude oil futures
Liu, Pan
;
Vedenov, Dmitrij V.
;
Power, Gabriel J.
- In:
Research in international business and finance
51
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012208332
Saved in:
4
The role of speculation in international futures markets on commodity prices
Huchet, Nicolas
;
Fam, Papa Gueye
- In:
Research in international business and finance
37
(
2016
),
pp. 49-65
Persistent link: https://www.econbiz.de/10011595127
Saved in:
5
Traders' motivation and hedging pressure in commodity futures markets
Bosch, David
;
Smimou, Kamal
- In:
Research in international business and finance
59
(
2022
),
pp. 1-34
Persistent link: https://www.econbiz.de/10013402078
Saved in:
6
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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7
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:
8
The forward premium anomaly in the energy futures markets : a time-varying approach
Charfeddine, Lanouar
;
Ben Khediri, Karim
;
Mrabet, Zouhair
- In:
Research in international business and finance
47
(
2019
),
pp. 600-615
Persistent link: https://www.econbiz.de/10012135806
Saved in:
9
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:
10
Evidences for a structural change in the oil market before a financial crisis : the flat horizon effect
Chiarucci, Riccardo
;
Loffredo, Maria I.
;
Ruzzenenti, Franco
- In:
Research in international business and finance
42
(
2017
),
pp. 912-921
Persistent link: https://www.econbiz.de/10011753802
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