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subject:"Derivat"
~subject:"ARCH model"
~subject:"ARCH-Modell"
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Derivat
ARCH model
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Schätzung
Rohstoffderivat
4,323
Commodity derivative
4,302
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3,422
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3,253
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2,077
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1,079
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1,069
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991
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977
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616
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580
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551
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544
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Schock
454
Shock
448
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447
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445
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365
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359
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McAleer, Michael
37
Ma, Feng
29
Chang, Chia-Lin
26
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16
Irwin, Scott H.
14
Manera, Matteo
13
McMillen, Daniel P.
13
Wei, Yu
13
Belke, Ansgar
12
Till, Hilary
12
Wang, Yudong
12
Zhang, Yaojie
12
Bordon, Ingo G.
11
Arezki, Rabah
10
Benth, Fred Espen
10
García, Philip
10
Hammoudeh, Shawkat
10
Ji, Qiang
10
Korn, Olaf
10
Nikitopoulos, Christina Sklibosios
10
Tansuchat, Roengchai
10
Coibion, Olivier
9
Karali, Berna
9
Nguyen, Duc Khuong
9
Nicolini, Marcella
9
Roengchai Tansuchat
9
Algieri, Bernardina
8
Chevallier, Julien
8
Lien, Da-hsiang Donald
8
Luo, Jiawen
8
Schlögl, Erik
8
Triantafyllou, Athanasios
8
Cheng, Benjamin
7
Chiarella, Carl
7
Dehn, Jan
7
Kilian, Lutz
7
McDonald, John F.
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Mignon, Valérie
7
Nakajima, Katsushi
7
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India / Forward Markets Commission
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Multi Commodity Exchange of India Limited
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Bayerische Landesbank
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Centre for Economic Policy Research
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Commodity Exchange Authority, Washington, D. C.
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Commodity Research Bureau, inc.
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Eric Cuvillier <Firma>
1
F.A.Z.-Institut für Management-, Markt- und Medieninformationen
1
Gottfried Wilhelm Leibniz Universität Hannover
1
Humboldt-Universität zu Berlin
1
International Conference on Financial Derivatives <2010, Puducherry>
1
Kiel Institute of World Economics, Department IV
1
Martin-Luther-Universität Halle-Wittenberg
1
National Bank for Agriculture and Rural Development (India)
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National Level Workshop cum Seminar on "Indian Commodity Market Derivatives & Risk Management: the Road Ahead"
1
New York Cotton Exchange
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Oxford Institute for Energy Studies
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1
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Verlag C.H. Beck
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World Bank / Development Research Group / Rural Development
1
World Bank / Development Research Group / Rural development
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World Institute for Development Economics Research
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Energy economics
155
The journal of futures markets
60
Economic modelling
37
Finance research letters
35
International review of financial analysis
35
International review of economics & finance : IREF
34
Applied economics
29
Journal of commodity markets
25
Journal of banking & finance
24
Applied economics letters
22
International Journal of Energy Economics and Policy : IJEEP
20
Working paper
20
Journal of international money and finance
19
The energy journal
19
Research in international business and finance
18
American journal of agricultural economics
17
The North American journal of economics and finance : a journal of financial economics studies
15
Working paper / National Bureau of Economic Research, Inc.
13
Applied financial economics
11
Econometric Institute research papers
11
International journal of finance & economics : IJFE
11
Journal of empirical finance
11
International journal of forecasting
10
NBER working paper series
10
CESifo working papers
9
Journal of urban economics
9
Cogent economics & finance
8
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
8
Journal of applied econometrics
8
Journal of international financial markets, institutions & money
8
Journal of risk and financial management : JRFM
8
NBER Working Paper
8
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
8
The European journal of finance
8
Discussion paper / Centre for Economic Policy Research
7
Journal of forecasting
7
Pacific-Basin finance journal
7
The empirical economics letters : a monthly international journal of economics
7
Applied economic perspectives and policy
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
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ECONIS (ZBW)
1,973
EconStor
18
OLC EcoSci
1
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1
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:
2
Commodity spot, forward, and futures prices with a firm's optimal strategy
Nakajima, Katsushi
-
2017
Persistent link: https://www.econbiz.de/10012131904
Saved in:
3
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:
4
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:
5
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:
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
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:
8
Commodity price forecasts and futures prices
Choe, Boum-Jong
-
1990
Persistent link: https://www.econbiz.de/10000131398
Saved in:
9
The stochastic behavior of commodity prices : implications for valuation and hedging
Schwartz, Eduardo S.
- In:
The journal of finance : the journal of the American …
52
(
1997
)
3
,
pp. 923-973
Persistent link: https://www.econbiz.de/10001225632
Saved in:
10
Does speculation Granger cause return in Chinese commodity markets?
Hu, Weigang
;
Feng, Yun
- In:
Applied economics letters
23
(
2016
)
4/6
,
pp. 294-297
Persistent link: https://www.econbiz.de/10011430469
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