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subject:"Derivat"
~subject:"ARCH model"
~subject:"ARCH-Modell"
~type_genre:"Aufsatz im Buch"
~type_genre:"Hochschulschrift"
~type_genre:"Reference book"
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Derivat
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Management of sustainable development in India
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Marshall and the Marshallian heritage : essays in honour of Tiziano Rafaelli
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OPEC, oil prices and LNG
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Risikomanagement aus Bankenperspektive : Grundlagen, mathematische Konzepte und Anwendungsfelder ; [Tagung "Mathematik bei Banken und Versicherungen", Dezember 2003 an der TU Bergakademie Freiberg]
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Risk management : challenge and opportunity : with 37 figures and 46 tables
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Risk management : challenge and opportunity ; with 125 tables
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Selected writings on futures markets : research directions in commodity markets, 1970 - 1980
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Uncertainty analysis in econometrics with applications : [This volume contains papers presented at TES 2013 - The Sixth International Conference of the Thailand Econometric Society, which is held in Chiang Mai, Thailand, during January 10th - 11th, 2013 ...]
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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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Price and volatility effects of commodity financialization
Kupabado, Moses Mananyi
-
2022
Persistent link: https://www.econbiz.de/10013256135
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3
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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4
Reflections of hedging on futures market activity
Peck, Anne Elizabeth
- In:
Selected writings on futures markets : research …
,
(pp. 305-325)
.
1984
Persistent link: https://www.econbiz.de/10001305676
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Implied transaction costs in agricultural futures markets
Frank, Julieta
-
2008
Persistent link: https://www.econbiz.de/10011389519
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6
Essays in finance : commodity derivatives, volatility forecasting, and the carbon market
Vicedom, Sebastian
-
2016
Persistent link: https://www.econbiz.de/10011613013
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7
Study on extreme risk measurement of Chinese soybean futures market : VaR based on GARCH model
Li, Ganqiong
;
Xu, Shiwei
;
Wang, Shengwei
;
Yu, Haipeng
- In:
Proceedings of 2013 world agricultural outlook conference
,
(pp. 161-171)
.
2014
Persistent link: https://www.econbiz.de/10010416299
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Portfolio value-at-risk estimation in energy futures markets with time-varying copula-GARCH model
Lu, Xun Fa
;
Lai, Kin Keung
;
Liang, Liang
- In:
Methods and applications in natural resources management
,
(pp. 333-357)
.
2014
Persistent link: https://www.econbiz.de/10010391496
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9
Commodity futures and options
Williams, Jeffrey
-
2001
Persistent link: https://www.econbiz.de/10001632224
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10
Die Mikrofundierung von Futures-Märkten
Auer, Ulrich von
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2000
Persistent link: https://www.econbiz.de/10001431424
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