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subject:"Derivat"
~language:"eng"
~subject:"Time series analysis"
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Remodeling the Working-Kaldor...
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Derivat
Time series analysis
Rohstoffderivat
4,241
Commodity derivative
4,222
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3,235
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3,136
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2,021
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10
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10
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9
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7
Hernandez, Manuel A.
7
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6
Nikitopoulos, Christina Sklibosios
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Bohl, Martin T.
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Coibion, Olivier
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Fleten, Stein-Erik
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Hammoudeh, Shawkat
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Karali, Berna
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Lien, Da-hsiang Donald
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Martínez, Beatriz
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Palaniappan Shanmugam, Velmurugan
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Gottfried Wilhelm Leibniz Universität Hannover
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International Conference on Financial Derivatives <2010, Puducherry>
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Kiel Institute of World Economics, Department IV
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New York Cotton Exchange
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Oxford Institute for Energy Studies
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Energy economics
69
The journal of futures markets
19
Economic modelling
18
International review of financial analysis
18
International review of economics & finance : IREF
16
Journal of banking & finance
15
Finance research letters
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The European journal of finance
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Quantitative finance
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Risks : open access journal
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The Australian journal of agricultural and resource economics
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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International journal of financial markets and derivatives
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International journal of theoretical and applied finance
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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Review of derivatives research
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The journal of investment compliance
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ECONIS (ZBW)
995
EconStor
1
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1
The stochastic behavior of commodity prices with heteroskedasticity in the convenience yield
Liu, Peng
;
Tang, Ke
- In:
Journal of empirical finance
18
(
2011
)
2
,
pp. 211-224
Persistent link: https://www.econbiz.de/10009301130
Saved in:
2
Comparison of commodity future pricing approaches with cointegration techniques
Stepanek, Christian
- In:
Journal of financial engineering
2
(
2015
)
1
,
pp. 1-31
Persistent link: https://www.econbiz.de/10010528391
Saved in:
3
Commodity price dynamics and derivative valuation : a review
Back, Janis
;
Prokopczuk, Marcel
- In:
International journal of theoretical and applied finance
16
(
2013
)
6
,
pp. 1-30
Persistent link: https://www.econbiz.de/10010197182
Saved in:
4
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:
5
Dynamic speculation and hedging in commodity futures markets with a stochastic convenience yield
Mellios, Constantin
;
Six, Pierre
;
Anh Ngoc Lai
- In:
European journal of operational research : EJOR
250
(
2016
)
2
,
pp. 493-504
Persistent link: https://www.econbiz.de/10011441684
Saved in:
6
Futures basis, inventory and commodity price volatility : an empirical analysis
Symeonidis, Lazaros
;
Prokopczuk, Marcel
;
Brooks, Chris
; …
- In:
Economic modelling
29
(
2012
)
6
,
pp. 2651-2663
Persistent link: https://www.econbiz.de/10009673627
Saved in:
7
Commodity spot and futures prices under supply, demand, and financial trading : single input-output model
Nakajima, Katsushi
- In:
Asia Pacific financial markets
27
(
2020
)
1
,
pp. 35-59
Persistent link: https://www.econbiz.de/10012222371
Saved in:
8
Commodity spot, forward, and futures prices with a firm's optimal strategy
Nakajima, Katsushi
-
2017
Persistent link: https://www.econbiz.de/10012131904
Saved in:
9
The convenience yield under commodity financialization
Milonas, Nikolaos T.
;
Photina, Evangelia K.
- In:
The journal of futures markets
44
(
2024
)
4
,
pp. 631-652
Persistent link: https://www.econbiz.de/10014536663
Saved in:
10
Commodity price forecasts and futures prices
Choe, Boum-Jong
-
1990
Persistent link: https://www.econbiz.de/10000131398
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