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subject:"Hedging"
~isPartOf:"Economic modelling"
~subject:"Forecasting model"
~subject:"United States"
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Hedging
Forecasting model
United States
Commodity derivative
52
Rohstoffderivat
52
Volatility
31
Volatilität
31
Commodity price
20
Estimation
20
Rohstoffpreis
20
Schätzung
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ARCH model
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ARCH-Modell
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Spotmarkt
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Commodity futures
7
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7
Spillover-Effekt
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23
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Ma, Feng
2
Wang, Yudong
2
Zhang, Yaojie
2
Ahmad, Wasim
1
Baek, Jungho
1
Beckmann, Joscha
1
Bei, Shuhua
1
Beljid, Makram
1
Belke, Ansgar
1
Bhar, Ramaprasad
1
Boubaker, Adel
1
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1
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1
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1
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1
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1
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1
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1
Huang, Dengshi
1
Jiang, Ying
1
Jiang, Zhi-qiang
1
Kerr, William A.
1
Kim, Hyung-Gun
1
Koo, Wŏn-hoe
1
Li, Haiqi
1
Li, Yan
1
Li, Ziyang
1
Liang, Chao
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Lin, Xiaoqiang
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1
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1
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1
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1
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1
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Economic modelling
The journal of futures markets
136
Energy economics
110
Working paper / National Bureau of Economic Research, Inc.
38
American journal of agricultural economics
28
International review of economics & finance : IREF
27
International review of financial analysis
26
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
23
Applied economics
22
Finance research letters
22
Journal of banking & finance
22
The energy journal
22
Journal of agricultural and applied economics
17
Journal of international money and finance
17
NBER working paper series
16
Working paper
16
Applied financial economics
14
International journal of forecasting
14
Journal of commodity markets
14
Ethnic Chicago
12
International Journal of Energy Economics and Policy : IJEEP
12
The review of financial studies
12
Agricultural economics : the journal of the International Association of Agricultural Economists
11
Applied economics letters
11
European review of agricultural economics : ERAE
10
IMF working papers
10
Journal of forecasting
10
Research in international business and finance
9
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
9
Econometric Institute research papers
8
The journal of alternative investments
8
CESifo working papers
7
International journal of finance & economics : IJFE
7
The North American journal of economics and finance : a journal of financial economics studies
7
Agricultural finance review
6
Discussion paper / Centre for Economic Policy Research
6
Economics letters
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
IMF working paper
6
Journal of risk and financial management : JRFM
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ECONIS (ZBW)
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Correlations and volatility spillovers across commodity and stock markets : linking energies, food, and gold
Mensi, Walid
;
Beljid, Makram
;
Boubaker, Adel
;
Managi, …
- In:
Economic modelling
32
(
2013
),
pp. 15-22
Persistent link: https://www.econbiz.de/10009760820
Saved in:
2
Can futures price be a powerful predictor? : frequency domain analysis on Chinese commodity market
Yang, Linghubo
;
Zhang, Dongxiang
- In:
Economic modelling
35
(
2013
),
pp. 264-271
Persistent link: https://www.econbiz.de/10010259451
Saved in:
3
Information content of commodity futures prices for monetary policy
Bhar, Ramaprasad
;
Hamori, Shigeyuki
- In:
Economic modelling
25
(
2008
)
2
,
pp. 274-283
Persistent link: https://www.econbiz.de/10003724834
Saved in:
4
Was the Babson Prize deserved? : An enquiry into an early forecasting model
Gordon, Daniel V.
- In:
Economic modelling
14
(
1997
)
3
,
pp. 417-433
Persistent link: https://www.econbiz.de/10001241574
Saved in:
5
On the upsurge of US food prices revisited
Baek, Jungho
;
Koo, Wŏn-hoe
- In:
Economic modelling
42
(
2014
),
pp. 272-276
Persistent link: https://www.econbiz.de/10010478151
Saved in:
6
Speculative behaviour and oil price predictability
Panopulu, Aikaterinē
;
Pantelidis, Theologos
- In:
Economic modelling
47
(
2015
),
pp. 128-136
Persistent link: https://www.econbiz.de/10011438977
Saved in:
7
The role of financial speculation in the energy future markets : a new time-varying coefficient approach
Li, Haiqi
;
Kim, Hyung-Gun
;
Park, Sung Y.
- In:
Economic modelling
51
(
2015
),
pp. 112-122
Persistent link: https://www.econbiz.de/10011475857
Saved in:
8
Optimal hedge ratios for clean energy equities
Ahmad, Wasim
;
Sadorsky, Perry A.
;
Sharma, Amit
- In:
Economic modelling
72
(
2018
),
pp. 278-295
Persistent link: https://www.econbiz.de/10012100422
Saved in:
9
Are natural gas spot and futures prices predictable?
Mishra, Vinod
;
Smyth, Russell
- In:
Economic modelling
54
(
2016
),
pp. 178-186
Persistent link: https://www.econbiz.de/10011642063
Saved in:
10
Regime-dependent adjustment in energy spot and futures markets
Beckmann, Joscha
;
Belke, Ansgar
;
Czudaj, Robert
- In:
Economic modelling
40
(
2014
),
pp. 400-409
Persistent link: https://www.econbiz.de/10010425585
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