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subject:"Derivat"
~isPartOf:"Applied financial economics"
~subject:"ARCH model"
~subject:"ARCH-Modell"
~subject:"Hedging"
~subject:"Petroleum"
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Derivat
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McAleer, Michael
2
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1
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1
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1
Evans, Ben
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Applied financial economics
Energy economics
186
The journal of futures markets
68
International review of financial analysis
42
Finance research letters
38
International review of economics & finance : IREF
33
The energy journal
31
Economic modelling
30
Applied economics
29
International Journal of Energy Economics and Policy : IJEEP
23
Journal of banking & finance
22
Journal of commodity markets
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Working paper
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Applied economics letters
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Research in international business and finance
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American journal of agricultural economics
13
Econometric Institute research papers
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Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
10
The North American journal of economics and finance : a journal of financial economics studies
10
European review of agricultural economics : ERAE
9
International journal of finance & economics : IJFE
9
Journal of empirical finance
9
Journal of international financial markets, institutions & money
9
Journal of international money and finance
9
The European journal of finance
9
The review of financial studies
9
International journal of forecasting
8
Applied economic perspectives and policy
7
European journal of operational research : EJOR
7
Finance India : the quarterly journal of Indian Institute of Finance
7
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7
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NBER working paper series
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The empirical economics letters : a monthly international journal of economics
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Working paper / National Bureau of Economic Research, Inc.
7
Financial modeling and risk management of energy and environmental instruments and derivates
6
IIMB management review
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Pacific-Basin finance journal
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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
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2
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:
3
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:
4
Efficient estimation and testing of oil futures contracts in a mutual offset system
McAleer, Michael
;
Sequeira, John M.
- In:
Applied financial economics
14
(
2004
)
13
,
pp. 953-962
Persistent link: https://www.econbiz.de/10002195488
Saved in:
5
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:
6
The oil industry's response to new avenues in futures trading
Hunsader, Kenneth J.
;
Dickens, Ross N.
- In:
Applied financial economics
21
(
2011
)
4/6
,
pp. 401-413
Persistent link: https://www.econbiz.de/10009124542
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
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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
Modelling time-vaying conditionl correlations in the volatility of Tapus oil spot and forward returns
Manera, Matteo
;
McAleer, Michael
;
Grasso, Margherita
- In:
Applied financial economics
16
(
2006
)
7
,
pp. 525-533
Persistent link: https://www.econbiz.de/10003320406
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