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subject:"Schätzung"
~isPartOf:"Economics letters"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~isPartOf:"The journal of futures markets"
~isPartOf:"Working paper"
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Schätzung
Commodity derivative
276
Rohstoffderivat
276
USA
111
United States
110
Volatility
95
Volatilität
95
Estimation
59
Theorie
59
Theory
59
Welt
58
World
58
Commodity price
53
Rohstoffpreis
52
Commodity exchange
49
Warenbörse
49
Hedging
43
Oil price
39
Ölpreis
39
Börsenkurs
34
Share price
34
ARCH model
33
ARCH-Modell
33
Capital income
25
Erdöl
25
Forecasting model
25
Kapitaleinkommen
25
Petroleum
25
Prognoseverfahren
25
Commodity market
23
Rohstoffmarkt
23
China
22
Derivat
20
Derivative
20
Spillover effect
19
Spillover-Effekt
19
Efficient market hypothesis
18
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18
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9
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English
59
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Chang, Chia-Lin
3
McAleer, Michael
3
Roengchai Tansuchat
3
Białkowski, Je̜drzej
2
Mikutowski, Mateusz
2
Xu, Ke
2
Zaremba, Adam
2
Adkins, Lee Chester
1
Aiube, Fernando Antônio Lucena
1
Al-Yahyaee, Khamis Hamed
1
Auer, Benjamin R.
1
Baldi, Lucia
1
Barkoulas, John T.
1
Behmiri, Niaz Bashiri
1
Belke, Ansgar
1
Bordon, Ingo G.
1
Cao, Zeyang
1
Casoli, Chiara
1
Chen, Qitong
1
Chen, Weiyan
1
Chiarella, Carl
1
Davidson, Angus Brian
1
Degenhardt, Thomas
1
Dhaene, Geert
1
Di Iorio, Francesca
1
Dias, José Carlos
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Eksi, Zehra
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Fachin, Stefano
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Fernandes, Mário Correia
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Fernandez-Perez, Adrian
1
Fu, Tong
1
Fuertes, Ana María
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University of Canterbury / Dept. of Economics and Finance
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Economics letters
The North American journal of economics and finance : a journal of financial economics studies
The journal of futures markets
Working paper
Energy economics
57
Applied economics
20
Economic modelling
20
International review of economics & finance : IREF
18
Journal of international money and finance
16
Applied economics letters
14
Finance research letters
12
Journal of banking & finance
12
Journal of commodity markets
12
International review of financial analysis
11
Working paper / National Bureau of Economic Research, Inc.
11
Applied financial economics
10
International Journal of Energy Economics and Policy : IJEEP
10
Journal of urban economics
9
NBER working paper series
9
CESifo working papers
8
American journal of agricultural economics
7
International journal of finance & economics : IJFE
7
Journal of applied econometrics
7
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7
Research in international business and finance
7
Discussion paper / Centre for Economic Policy Research
6
International journal of forecasting
6
The energy journal
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Econometric Institute research papers
5
Journal of agricultural economics
5
CESifo Working Paper Series
4
Cogent economics & finance
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Discussion paper series / IZA
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European review of agricultural economics : ERAE
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Finance and economics discussion series
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Journal of empirical finance
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Journal of international financial markets, institutions & money
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ECONIS (ZBW)
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1
Inflation hedging with commodities : a wavelet analysis of seven centuries worth of data
Zaremba, Adam
;
Umar, Zaghum
;
Mikutowski, Mateusz
- In:
Economics letters
181
(
2019
),
pp. 90-94
Persistent link: https://www.econbiz.de/10012121850
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2
Can Gaussian factor models of commodity prices capture the financialization phenomenon?
Aiube, Fernando Antônio Lucena
;
Faquieri, Winicius Botelho
- In:
The North American journal of economics and finance : a …
50
(
2019
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012203674
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3
Internet, noise trading and commodity prices
Peri, Massimo
;
Vandone, Daniela
;
Baldi, Lucia
-
2012
Persistent link: https://www.econbiz.de/10011759934
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4
Volatility and commodity price dynamics
Pindyck, Robert S.
- In:
The journal of futures markets
24
(
2004
)
11
,
pp. 1029-1047
Persistent link: https://www.econbiz.de/10002248629
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5
Commodity momentum decomposition
Iwanaga, Yasuhiro
;
Sakemoto, Ryuta
- In:
The journal of futures markets
43
(
2023
)
2
,
pp. 198-216
Persistent link: https://www.econbiz.de/10014292998
Saved in:
6
Fractional dynamics in international commodity prices
Barkoulas, John T.
- In:
The journal of futures markets
17
(
1997
)
2
,
pp. 161-189
Persistent link: https://www.econbiz.de/10001218568
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7
Co-movements in commodity prices : global, sectoral and commodity-specific factors
Yin, Libo
;
Han, Liyan
- In:
Economics letters
126
(
2015
),
pp. 96-100
Persistent link: https://www.econbiz.de/10011376427
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8
The Prebish-Singer hypothesis in the post-colonial era : evidence from panel cointegration
Di Iorio, Francesca
;
Fachin, Stefano
- In:
Economics letters
166
(
2018
),
pp. 86-89
Persistent link: https://www.econbiz.de/10012011949
Saved in:
9
Monetary policy, global liquidity and commodity price dynamics
Belke, Ansgar
;
Bordon, Ingo G.
;
Hendricks, Torben
- In:
The North American journal of economics and finance : a …
28
(
2014
),
pp. 1-16
Persistent link: https://www.econbiz.de/10010461194
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10
A cointegrated commodity pricing model
Nakajima, Katsushi
;
Ōhashi, Kazuhiko
- In:
The journal of futures markets
32
(
2012
)
11
,
pp. 995-1033
Persistent link: https://www.econbiz.de/10009697818
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