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subject:"Schätzung"
~isPartOf:"The journal of futures markets"
~isPartOf:"Working paper"
~person:"Dorfman, Jeffrey H."
~person:"Heaney, Richard A."
~subject:"Commodity derivative"
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Schätzung
Commodity derivative
Rohstoffderivat
6
Großbritannien
4
United Kingdom
4
USA
3
United States
3
Börsenkurs
2
Calendar effect
2
Estimation
2
Kalendereffekt
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Share price
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1976-1995
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1987-2004
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1990-2011
1
2007-2011
1
Blei
1
Capital market returns
1
Cointegration
1
Commodity price
1
Correlation
1
Financial analysis
1
Finanzanalyse
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GC gold future
1
GLD exchange-traded fund
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Getreidemarkt
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Gold price
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Goldpreis
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Grain market
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Kapitalmarktrendite
1
Kointegration
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Korrelation
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Lead (Metal)
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Metal market
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Metallmarkt
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Option pricing theory
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Optionspreistheorie
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Rohstoffpreis
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Article
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English
6
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Dorfman, Jeffrey H.
Heaney, Richard A.
McAleer, Michael
12
Manera, Matteo
9
Chang, Chia-Lin
6
Roengchai Tansuchat
5
Han, Liyan
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
Hammoudeh, Shawkat
2
Hamori, Shigeyuki
2
Han, Young Wook
2
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The journal of futures markets
Working paper
American journal of agricultural economics
1
Applied economic perspectives and policy
1
International journal of forecasting
1
Journal of agricultural and applied economics
1
Journal of agricultural and applied economics : JAEE
1
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ECONIS (ZBW)
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1
An empirical analysis of commodity pricing
Heaney, Richard A.
- In:
The journal of futures markets
26
(
2006
)
4
,
pp. 391-415
Persistent link: https://www.econbiz.de/10003304090
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2
A test of the cost-of-carry relationship using the London Metal Exchange lead contract
Heaney, Richard A.
- In:
The journal of futures markets
18
(
1998
)
2
,
pp. 177-200
Persistent link: https://www.econbiz.de/10001239193
Saved in:
3
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:
4
Fixing a leaky fixing : short-term market reactions to the London PM gold price fixing
Caminschi, Andrew
;
Heaney, Richard A.
- In:
The journal of futures markets
34
(
2014
)
11
,
pp. 1003-1039
Persistent link: https://www.econbiz.de/10010508681
Saved in:
5
Approximation for convenience yield in commodity futures pricing
Heaney, Richard A.
- In:
The journal of futures markets
22
(
2002
)
10
,
pp. 1005-1017
Persistent link: https://www.econbiz.de/10001696772
Saved in:
6
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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