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subject:"Schätzung"
~isPartOf:"The journal of futures markets"
~isPartOf:"Working paper"
~person:"Dorfman, Jeffrey H."
~person:"Hammoudeh, Shawkat"
~subject:"Commodity derivative"
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Schätzung
Commodity derivative
Rohstoffderivat
4
USA
3
United States
3
Erneuerbare Ressourcen
2
Renewable resources
2
Volatility
2
Volatilität
2
1987-2004
1
1990-2011
1
2006-2011
1
2009-2011
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ARCH model
1
ARCH-Modell
1
Agrarpreis
1
Agricultural price
1
Biofuel
1
Biokraftstoff
1
Börsenkurs
1
Calendar effect
1
Causality analysis
1
Cointegration
1
Commodity price
1
Correlation
1
Energiepreis
1
Energy price
1
Estimation
1
Exchange rate risk
1
Getreidemarkt
1
Grain market
1
Hedging
1
Kalendereffekt
1
Kausalanalyse
1
Kointegration
1
Korrelation
1
Market liquidity
1
Marktliquidität
1
Modellierung
1
Rohstoffpreis
1
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English
4
Author
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Dorfman, Jeffrey H.
Hammoudeh, Shawkat
McAleer, Michael
12
Manera, Matteo
9
Chang, Chia-Lin
6
Roengchai Tansuchat
5
Han, Liyan
4
Heaney, Richard A.
4
Lien, Da-hsiang Donald
4
Webb, Robert I.
4
Xiong, Tao
4
Behmiri, Niaz Bashiri
3
Białkowski, Je̜drzej
3
Frino, Alex
3
Girma, Paul Berhanu
3
Hooi Hooi Lean
3
Kurov, Alexander
3
Li, Miao
3
Liu, Qingfeng Wilson
3
Mougoué, Mbodja
3
Nicolini, Marcella
3
Wong, Wing Keung
3
Yang, Jian
3
Baillie, Richard
2
Bjursell, Johan
2
Bohl, Martin T.
2
Boyd, Naomi E.
2
Chatrath, Arjun
2
Chiarella, Carl
2
Cortazar, Gonzalo
2
Daigler, Robert T.
2
Daskalaki, Charoula
2
Dowen, Richard J.
2
Fan, John Hua
2
Fernandez-Perez, Adrian
2
Fuertes, Ana María
2
Fujihara, Roger Arnold
2
Gong, Xu
2
Hamori, Shigeyuki
2
Han, Young Wook
2
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University of Canterbury / Dept. of Economics and Finance
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The journal of futures markets
Working paper
Energy economics
6
The energy journal
2
American journal of agricultural economics
1
Applied economic perspectives and policy
1
Contemporary economic policy : a journal of Western Economic Association International
1
Econometric Institute research papers
1
Emerging markets review
1
International review of economics & finance : IREF
1
Journal of agricultural and applied economics
1
Journal of agricultural and applied economics : JAEE
1
Journal of commodity markets
1
Journal of international financial markets, institutions & money
1
Journal of international money and finance
1
Korea and the world economy
1
The North American journal of economics and finance : a journal of financial economics studies
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Working paper series / Ipag Business School : working paper
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ECONIS (ZBW)
4
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1
Causality between market liquidity and depth for energy and grains
Sari, Ramazan
;
Hammoudeh, Shawkat
;
Chang, Chia-Lin
; …
-
2011
Persistent link: https://www.econbiz.de/10009012031
Saved in:
2
The pattern of price linkages among commodities
Dorfman, Jeffrey H.
;
Karali, Berna
- In:
The journal of futures markets
34
(
2014
)
11
,
pp. 1062-1076
Persistent link: https://www.econbiz.de/10010508679
Saved in:
3
Exchange rate and industrial commodity volatility transmissions, asymmetries and hedging strategies
Hammoudeh, Shawkat
;
Yuan, Yuan
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008689068
Saved in:
4
Delivery horizon and grain market volatility
Karali, Berna
;
Dorfman, Jeffrey H.
;
Thurman, Walter N.
- In:
The journal of futures markets
30
(
2010
)
9
,
pp. 846-873
Persistent link: https://www.econbiz.de/10008900927
Saved in:
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