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subject:"Derivat"
~isPartOf:"Applied financial economics"
~subject:"ARCH model"
~subject:"ARCH-Modell"
~subject:"Efficient market hypothesis"
~subject:"Financial crisis"
~subject:"Ölpreis"
~type_genre:"Aufsatz in Zeitschrift"
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Derivat
ARCH model
ARCH-Modell
Efficient market hypothesis
Financial crisis
Ölpreis
Commodity derivative
26
Rohstoffderivat
26
USA
10
United States
10
Estimation
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Aufsatz in Zeitschrift
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11
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English
11
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Adrangi, Bahram
1
Andersson, Henrik
1
Chatrath, Arjun
1
Hamori, Shigeyuki
1
Henker, Thomas
1
Lee, Hsiang-tai
1
Lien, Da-hsiang Donald
1
Mazaheri, A.
1
Mazouz, Khelifa
1
McAleer, Michael
1
McKenzie, Andrew M.
1
Milonas, Nikolaos T.
1
Nakajima, Tadahiro
1
Pederzoli, C.
1
Phelan, Josh
1
Shrestha, Keshab
1
Thomsen, Michael
1
Torricelli, Costanza
1
Toyoshima, Yuki
1
Wang, Jian
1
Watkins, Clinton
1
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Applied financial economics
Energy economics
227
The journal of futures markets
55
Finance research letters
36
The energy journal
36
Economic modelling
34
International Journal of Energy Economics and Policy : IJEEP
33
International review of economics & finance : IREF
32
International review of financial analysis
32
Applied economics
31
Journal of commodity markets
23
Research in international business and finance
23
Applied economics letters
20
Journal of banking & finance
18
American journal of agricultural economics
15
Journal of international money and finance
13
The North American journal of economics and finance : a journal of financial economics studies
12
Journal of empirical finance
10
OPEC energy review
10
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
Journal of international financial markets, institutions & money
9
The European journal of finance
9
Journal of risk and financial management : JRFM
8
Review of quantitative finance and accounting
8
The empirical economics letters : a monthly international journal of economics
8
International journal of finance & economics : IJFE
7
International journal of forecasting
7
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
7
Journal of forecasting
7
Applied economic perspectives and policy
6
Cogent economics & finance
6
Quantitative finance
6
The Australian journal of agricultural and resource economics
6
The journal of energy markets
6
Agricultural economics : the journal of the International Association of Agricultural Economists
5
Annals of finance
5
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
5
European journal of operational research : EJOR
5
Finance India : the quarterly journal of Indian Institute of Finance
5
Global business review
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ECONIS (ZBW)
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1
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:
2
Are commodity prices mean reverting?
Andersson, Henrik
- In:
Applied financial economics
17
(
2007
)
10/12
,
pp. 769-783
Persistent link: https://www.econbiz.de/10003537543
Saved in:
3
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:
4
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:
5
Price spread and convenience yield behaviour in the international oil market
Milonas, Nikolaos T.
;
Henker, Thomas
- In:
Applied financial economics
11
(
2001
)
1
,
pp. 23-36
Persistent link: https://www.econbiz.de/10001545380
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
Regime switching fractional cointegration and futures hedging
Lee, Hsiang-tai
- In:
Applied financial economics
21
(
2011
)
13/15
,
pp. 1145-1157
Persistent link: https://www.econbiz.de/10009317429
Saved in:
8
Crude oil hedging strategy : new evidence from the data of the financial crisis
Toyoshima, Yuki
;
Nakajima, Tadahiro
;
Hamori, Shigeyuki
- In:
Applied financial economics
23
(
2013
)
10/12
,
pp. 1033-1041
Persistent link: https://www.econbiz.de/10009772197
Saved in:
9
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:
10
Pricing of non-ferrous metals futures on the London metal exchange
Watkins, Clinton
;
McAleer, Michael
- In:
Applied financial economics
16
(
2006
)
12
,
pp. 853-880
Persistent link: https://www.econbiz.de/10003377835
Saved in:
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