//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Derivat"
~isPartOf:"Energy economics"
~language:"eng"
~subject:"Schätzung"
~subject:"Time series analysis"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Remodeling the Working-Kaldor...
Similar by subject
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Derivat
Schätzung
Time series analysis
Commodity derivative
287
Rohstoffderivat
287
Oil price
183
Ölpreis
183
Volatility
167
Volatilität
167
Welt
128
World
128
Erdöl
93
Petroleum
93
ARCH model
87
ARCH-Modell
87
Commodity price
81
Rohstoffpreis
81
Oil market
65
Ölmarkt
65
Estimation
63
Forecasting model
62
Prognoseverfahren
62
Commodity exchange
48
Warenbörse
48
Theorie
47
Theory
47
Derivative
41
Commodity market
40
Spillover effect
40
Spillover-Effekt
40
Rohstoffmarkt
39
Crude oil
33
USA
31
China
30
Forecast
30
Prognose
30
United States
30
Zeitreihenanalyse
30
Hedging
29
Energiemarkt
28
more ...
less ...
Online availability
All
Undetermined
95
Free
1
Type of publication
All
Article
122
Type of publication (narrower categories)
All
Article in journal
122
Aufsatz in Zeitschrift
122
Language
All
English
Author
All
Ma, Feng
5
Lee, Chien-chiang
4
Dutta, Anupam
3
Hammoudeh, Shawkat
3
Uddin, Mohammed Gazi Salah
3
Wang, Yudong
3
Wei, Yu
3
Weron, Rafał
3
Benth, Fred Espen
2
Chang, Chun Ping
2
Chevallier, Julien
2
Das, Debojyoti
2
Fonseca, José da
2
Ji, Qiang
2
Kang, Boda
2
Kang, Sang Hoon
2
Klein, Tony
2
Liang, Chao
2
Lu, Xinjie
2
Luo, Jiawen
2
Miao, Hong
2
Nguyen, Duc Khuong
2
Nikitopoulos, Christina Sklibosios
2
Pan, Zhiyuan
2
Prokopczuk, Marcel
2
Ramchander, Sanjay
2
Smyth, Russell
2
Tamvakis, Michael
2
Todorova, Neda
2
Torró, Hipòlit
2
Wang, Shouyang
2
Yoon, Seong-min
2
Abbas, Syed Kanwar
1
Abrell, Jan
1
Agnello, Luca
1
Ahmed, Rashad
1
Al-Freedi, Ajab
1
Alasseur, C.
1
Alizadeh-Masoodian, Amir H.
1
Ames, Matthew
1
more ...
less ...
Published in...
All
Energy economics
The journal of futures markets
52
International review of economics & finance : IREF
32
Economic modelling
30
Applied economics
26
Finance research letters
26
International review of financial analysis
26
Journal of banking & finance
24
Applied economics letters
22
Journal of commodity markets
22
Journal of international money and finance
21
The energy journal
17
American journal of agricultural economics
16
International Journal of Energy Economics and Policy : IJEEP
16
Research in international business and finance
16
Working paper
16
Working paper / National Bureau of Economic Research, Inc.
13
Journal of empirical finance
12
NBER working paper series
12
Applied financial economics
11
The North American journal of economics and finance : a journal of financial economics studies
11
International journal of finance & economics : IJFE
10
NBER Working Paper
10
Agricultural economics : the journal of the International Association of Agricultural Economists
9
International journal of forecasting
9
Journal of urban economics
9
The European journal of finance
9
CESifo working papers
8
Cogent economics & finance
8
Journal of applied econometrics
8
Journal of risk and financial management : JRFM
8
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
8
Discussion paper / Centre for Economic Policy Research
7
Econometric Institute research papers
7
IMF working papers
7
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
7
Applied economic perspectives and policy
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
European review of agricultural economics : ERAE
6
Pacific-Basin finance journal
6
more ...
less ...
Source
All
ECONIS (ZBW)
122
Showing
1
-
10
of
122
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The stochastic seasonal behavior of energy commodity convenience yields
García Mirantes, Andrés
;
Población, Javier
;
Serna, …
- In:
Energy economics
40
(
2013
),
pp. 155-166
Persistent link: https://www.econbiz.de/10010349595
Saved in:
2
Filtering and forecasting commodity futures prices under an HMM framework
Date, Paresh
;
Mamon, Rogemar
;
Tenyakov, Anton
- In:
Energy economics
40
(
2013
),
pp. 1001-1013
Persistent link: https://www.econbiz.de/10010355984
Saved in:
3
Extreme price co-movement of commodity futures and industrial production growth : an empirical evaluation
Wen, Xiaoqian
;
Xie, Yuxin
;
Pantelous, Athanasios A.
- In:
Energy economics
108
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013202950
Saved in:
4
The alpha momentum effect in commodity markets
Zaremba, Adam
;
Mikutowski, Mateusz
;
Szczygielski, Jan Jakub
- In:
Energy economics
93
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012643310
Saved in:
5
Pricing of forwards and other derivatives in cointegrated commodity markets
Benth, Fred Espen
;
Koekebakker, Steen
- In:
Energy economics
52
(
2015
)
1
,
pp. 104-117
Persistent link: https://www.econbiz.de/10011568135
Saved in:
6
On the dynamic dependence between equity markets, commodity futures and economic uncertainty indexes
Berger, Theo
;
Uddin, Mohammed Gazi Salah
- In:
Energy economics
56
(
2016
),
pp. 374-383
Persistent link: https://www.econbiz.de/10011664267
Saved in:
7
Distributional predictability between commodity spot and futures : evidence from nonparametric causality-in-quantiles tests
Jena, Sangram Keshari
;
Tiwari, Aviral Kumar
;
Hammoudeh, …
- In:
Energy economics
78
(
2019
),
pp. 615-628
Persistent link: https://www.econbiz.de/10012160046
Saved in:
8
A multifactor stochastic volatility model of commodity prices
Cortazar, Gonzalo
;
Lopez, Matias
;
Naranjo, Lorenzo
- In:
Energy economics
67
(
2017
),
pp. 182-201
Persistent link: https://www.econbiz.de/10011897898
Saved in:
9
Extreme risk dependence and time-varying spillover between crude oil, commodity market and inflation in China
Li, Houjian
;
Huang, Xinya
;
Guo, Lili
- In:
Energy economics
127
(
2023
)
2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10014490005
Saved in:
10
Revisiting the relationship between spot and futures prices in the Nord Pool electricity market
Weron, Rafał
;
Zator, Michał
- In:
Energy economics
44
(
2014
),
pp. 178-190
Persistent link: https://www.econbiz.de/10010457224
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->