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subject:"Derivat"
~isPartOf:"Applied financial economics"
~isPartOf:"The energy journal"
~subject:"ARCH model"
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Derivat
ARCH model
ARCH-Modell
Warenbörse
Commodity derivative
72
Rohstoffderivat
72
Oil price
34
Ölpreis
34
Volatility
27
Volatilität
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Erdöl
22
Petroleum
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Manera, Matteo
2
Nicolini, Marcella
2
Adrangi, Bahram
1
Alquist, Ron
1
Behmiri, Niaz Bashiri
1
Bernard, Jean-Thomas
1
Byun, Sung Je
1
Chatrath, Arjun
1
Cifarelli, Giulio
1
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1
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1
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1
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1
Fattouh, Bassam
1
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1
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1
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1
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1
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1
Irwin, Scott H.
1
Khalaf, Lynda
1
Kichian, Maral
1
Kilian, Lutz
1
Kleindorfer, Paul R.
1
Kliakhandler, Igor L.
1
Kocagil, Ahmet Enis
1
Lee, Hsiang-tai
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1
Mazouz, Khelifa
1
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1
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1
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1
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Applied financial economics
The energy journal
Energy economics
155
The journal of futures markets
59
Finance research letters
42
International review of financial analysis
38
Economic modelling
37
International review of economics & finance : IREF
32
Journal of commodity markets
30
Applied economics
29
Journal of banking & finance
29
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
Quantitative finance
10
Cogent economics & finance
9
NBER working paper series
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
7
Wiley finance series
7
Agricultural economics : the journal of the International Association of Agricultural Economists
6
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ECONIS (ZBW)
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1
Speculation in commodity futures markets, inventories and the price of crude oil
Byun, Sung Je
- In:
The energy journal
38
(
2017
)
5
,
pp. 93-113
Persistent link: https://www.econbiz.de/10011791800
Saved in:
2
Measuring index investment in commodity futures markets
Sanders, Dwight R.
;
Irwin, Scott H.
- In:
The energy journal
34
(
2013
)
3
,
pp. 105-127
Persistent link: https://www.econbiz.de/10009771880
Saved in:
3
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:
4
The convenience yield and the informational content of the oil futures price
Bernard, Jean-Thomas
;
Khalaf, Lynda
;
Kichian, Maral
; …
- In:
The energy journal
36
(
2015
)
2
,
pp. 29-46
Persistent link: https://www.econbiz.de/10010528362
Saved in:
5
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
Saved in:
6
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:
7
Financial speculation in energy and agriculture futures markets : a multivariate GARCH approach
Manera, Matteo
;
Nicolini, Marcella
;
Vignatti, Ilaria
- In:
The energy journal
34
(
2013
)
3
,
pp. 55-81
Persistent link: https://www.econbiz.de/10009771887
Saved in:
8
The role of financial speculation in driving the price of crude oil
Alquist, Ron
;
Gervais, Olivier
- In:
The energy journal
34
(
2013
)
3
,
pp. 35-54
Persistent link: https://www.econbiz.de/10009771893
Saved in:
9
The role of speculation in oil markets : what have we learned so far?
Fattouh, Bassam
;
Kilian, Lutz
;
Mahadeva, Lavan
- In:
The energy journal
34
(
2013
)
3
,
pp. 7-33
Persistent link: https://www.econbiz.de/10009771896
Saved in:
10
Jump processes in the market for crude oil
Wilmot, Neil A.
;
Mason, Charles F.
- In:
The energy journal
34
(
2013
)
1
,
pp. 33-48
Persistent link: https://www.econbiz.de/10009714590
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