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subject:"Derivat"
~source:"econis"
~subject:"ARCH model"
~subject:"ARCH-Modell"
~subject:"Derivative"
~subject:"Volatility"
~type_genre:"Aufsatz im Buch"
~type_genre:"Collection of articles written by one author"
~type_genre:"Reference book"
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Derivat
ARCH model
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Commodity derivative
186
Rohstoffderivat
186
Commodity price
164
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Frankel, Jeffrey A.
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Financial modeling and risk management of energy and environmental instruments and derivates
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Research in financial derivatives : commodity, equity, currency, interest rate
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Financial derivatives : pricing and risk management
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Rethinking the macroeconomics of resource-rich countries
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Selected writings on futures markets : research directions in commodity markets, 1970 - 1980
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The handbook of commodity investing
2
50 years of money and finance : lessons and challenges ; SUERF 50th anniversary volume
1
Adjusting to global economic volatility : the case of South Asia
1
Annual Bank Conference on Development Economics in Europe Proceedings : 1999 - 2000 ; [Conference Governance, Equity and Global Markets ; Conference Development Thinking at the Millennium]
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Contemporary Trends and Challenges in Finance : Proceedings from the 3rd Wroclaw International Conference in Finance
1
Contemporary issues in business economics and finance
1
Economic growth and development in the tropics
1
Energy economics and financial markets
1
Exchange rates, interest rates and commodity prices
1
Finance in Crises : Financial Management Under Uncertainty
1
Financial asset pricing : theory, global policy and dynamics
1
Financial mathematics, volatility and covariance modelling
1
Foreign capital flows and economic development in Africa : the impact of BRICS versus OECD
1
Future fragmentation processes : effectively engaging with the ascendency of global value chains
1
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 1
1
Handbook of the economics and political economy of transition
1
Handbook on food : demand, supply, sustainability and security
1
Indian Economy and Neoliberal Globalization : Finance, Trade, Industry and Employment
1
Inflation in an era of relative price shocks : proceedings of a conference held at the H. C. Coombs Centre for Financial Studies, Kirribilli on 17 - 18 August 2009
1
Institutions and comparative economic development
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International financial markets
1
Logistics and global value chains in Africa : the impact on trade and development
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Management of sustainable development in India
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Management von Rohstoffrisiken : Strategien, Märkte und Produkte
1
Marketing, distribution and consumers
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Marshall and the Marshallian heritage : essays in honour of Tiziano Rafaelli
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Methods and applications in natural resources management
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Nonlinear economic dynamics and financial modelling : essays in honour of Carl Chiarella
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OPEC, oil prices and LNG
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Perspectives on energy risk
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Poverty and sustainable development in Asia : impacts and responses to the global economic crisis
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Proceedings of 2013 world agricultural outlook conference
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Proceedings of the Third International Symposium on Regional Management Science and Engineering
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Securitization of commodity price risk
Ali, Paul U.
- In:
The handbook of commodity investing
,
(pp. 613-625)
.
2008
Persistent link: https://www.econbiz.de/10003795218
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2
The financialization of commodity markets and commodity price volatility
Mayer, Jörg
- In:
The financial and economic crisis of 2008 - 2009 and …
,
(pp. 73-98)
.
2010
Persistent link: https://www.econbiz.de/10009515663
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3
How to cope with volatile commodity export prices : three proposals
Frankel, Jeffrey A.
- In:
Rethinking the macroeconomics of resource-rich countries
,
(pp. 35-44)
.
2018
Persistent link: https://www.econbiz.de/10012055906
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4
Essays on measuring and explaining commodities returns
Dhume, Deepa
-
2011
Persistent link: https://www.econbiz.de/10011949206
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5
Volatility spillover analysis in commodity markets : volatility spillover from oil prices to precious metals under different regimes
Kirkpinar, Aysegul
- In:
Contemporary issues in business economics and finance
,
(pp. 45-56)
.
2020
Persistent link: https://www.econbiz.de/10012313140
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6
Financialization of commodity markets
Włodarczyk, Bogdan
;
Szturo, Marek
- In:
Contemporary Trends and Challenges in Finance : …
,
(pp. 99-108)
.
2018
Persistent link: https://www.econbiz.de/10013369125
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7
Pricing commodity futures and determining risk premia in a three factor model with stochastic volatility : the case of Brent crude oil
Chen, Jilong
;
Ewald, Christian
;
Ouyang, Ruolan
; …
- In:
Financial modeling and risk management of energy and …
,
(pp. 29-46)
.
2022
Persistent link: https://www.econbiz.de/10013349908
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8
Revisiting the relationship between spot and futures markets : evidence from commodity markets and NARDL framework
Ben Ameur, Hachmi
;
Ftiti, Zied
;
Louhichi, Waël
- In:
Financial modeling and risk management of energy and …
,
(pp. 171-189)
.
2022
Persistent link: https://www.econbiz.de/10013349936
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9
Poverty, vulnerability and trade policy in general equilibrium
Valenzuela, Ernesto
-
2006
Persistent link: https://www.econbiz.de/10003973970
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10
Determinants of agricultural and mineral commodity prices
Frankel, Jeffrey A.
;
Rose, Andrew
- In:
Inflation in an era of relative price shocks : …
,
(pp. 9-59)
.
2010
Persistent link: https://www.econbiz.de/10008732091
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