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Volatility Spillovers Arising...
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Volatility
380
Volatilität
380
Estimation
149
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149
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143
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143
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109
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Umar, Zaghum
8
Ma, Feng
7
Tiwari, Aviral Kumar
7
García, Philip
6
Yoon, Seong-min
6
Zhang, Yaojie
6
Zhu, Huiming
6
Balli, Faruk
5
Jawadi, Fredj
5
Roubaud, David
5
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4
Bouri, Elie
4
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4
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4
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4
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4
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4
Kim, Jong-Min
4
Sosvilla-Rivero, Simón
4
Syed Mabruk Billah
4
Agbola, Frank Wogbe
3
Balli, Hatice Ozer
3
Bekiros, Stelios
3
Cheffou, Abdoulkarim Idi
3
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3
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3
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3
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2
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2
Allen, David E.
2
Aloui, Chaker
2
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2
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2
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2
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Applied economics
MPRA Paper
936
Energy economics
905
NBER working paper series
851
Finance research letters
763
Working paper / National Bureau of Economic Research, Inc.
686
NBER Working Papers
685
NBER Working Paper
636
The journal of futures markets
529
International review of financial analysis
527
International review of economics & finance : IREF
475
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459
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385
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292
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282
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278
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277
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273
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263
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250
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ECONIS (ZBW)
510
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1
Spillover effects in the global copper futures markets: asymmetric multivariate GARCH approaches
Lee, Hyun-Bock
;
Park, Cheol-Ho
- In:
Applied economics
52
(
2020
)
54
,
pp. 5909-5920
Persistent link: https://www.econbiz.de/10012308379
Saved in:
2
Dynamics of
volatility
transmission between the U.S. and the Chinese agricultural futures markets
Jiang, Huayun
;
Todorova, Neda
;
Roca, Eduardo
;
Su, Jen-je
- In:
Applied economics
49
(
2017
)
34/36
,
pp. 3435-3452
Persistent link: https://www.econbiz.de/10011774968
Saved in:
3
Influence of unconventional monetary policy on agricultural commodities futures : network connectedness and dynamic spillovers of returns and
volatility
Umar, Zaghum
;
Sayed, Ayesha
;
Gubareva, Mariya
;
Xuan Vinh Vo
- In:
Applied economics
55
(
2023
)
22
,
pp. 2521-2535
Persistent link: https://www.econbiz.de/10014294972
Saved in:
4
Spillovers and portfolio optimization of agricultural commodity and global equity markets
Arreola Hernandez, Jose
;
Kang, Sang Hoon
;
Yoon, Seong-min
- In:
Applied economics
53
(
2021
)
12
,
pp. 1326-1341
Persistent link: https://www.econbiz.de/10012485196
Saved in:
5
Time-frequency dynamics of return spillover from crude oil to agricultural commodities
Pal, Debdatta
;
Mitra, Subrata Kumar
- In:
Applied economics
52
(
2020
)
49
,
pp. 5426-5445
Persistent link: https://www.econbiz.de/10012307706
Saved in:
6
Jumps and
volatility
dynamics in agricultural commodity spot prices
Boroumand, Raphaël Homayoun
;
Goutte, Stéphane
; …
- In:
Applied economics
49
(
2017
)
40
,
pp. 4035-4054
Persistent link: https://www.econbiz.de/10011820009
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7
Options-based forecasts of futures prices in the presence of limit moves
Egelkraut, Thorsten Michael
;
García, Philip
;
Sherrick, …
- In:
Applied economics
39
(
2007
)
1/3
,
pp. 145-152
Persistent link: https://www.econbiz.de/10003427270
Saved in:
8
What explains long memory in futures price
volatility
?
Power, G. J.
;
Turvey, Calum Greig
- In:
Applied economics
43
(
2011
)
22/24
,
pp. 3395-3404
Persistent link: https://www.econbiz.de/10009357366
Saved in:
9
Market
volatility
and the dynamic hedging of multi-commodity price risk
Power, Gabriel J.
;
Vedenov, Dmitry V.
;
Anderson, David P.
; …
- In:
Applied economics
45
(
2013
)
25/27
,
pp. 3891-3903
Persistent link: https://www.econbiz.de/10010345840
Saved in:
10
Correlation between Shanghai crude oil futures, stock, foreign exchange, and gold markets : a GARCH-vine-copula method
He, Chaohua
;
Li, Guangchen
;
Fan, Hai
;
Wei, Weixian
- In:
Applied economics
53
(
2021
)
11
,
pp. 1249-1263
Persistent link: https://www.econbiz.de/10012485170
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