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Forecasting model
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McMillan, David G.
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Applied financial economics
International journal of forecasting
1,598
Journal of forecasting
886
Energy economics
791
The journal of futures markets
655
Finance research letters
467
Journal of banking & finance
413
Applied economics
391
Working paper
371
NBER working paper series
367
Technological forecasting & social change : an international journal
358
European journal of operational research : EJOR
337
International review of financial analysis
333
Journal of econometrics
322
Economic modelling
311
Applied economics letters
309
NBER Working Paper
306
Working paper / National Bureau of Economic Research, Inc.
290
Economics letters
261
International Journal of Energy Economics and Policy : IJEEP
255
International review of economics & finance : IREF
244
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
240
Discussion paper / Centre for Economic Policy Research
233
Discussion paper / Tinbergen Institute
218
Journal of empirical finance
212
Computational economics
201
IMF Working Papers
199
International journal of theoretical and applied finance
197
The North American journal of economics and finance : a journal of financial economics studies
197
Journal of financial economics
196
Management science : journal of the Institute for Operations Research and the Management Sciences
190
Working paper series / European Central Bank
182
ECB Working Paper
179
IMF working papers
172
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
171
The European journal of finance
171
Quantitative finance
168
Risks : open access journal
168
CESifo working papers
167
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1
Regime switching fractional cointegration and futures hedging
Lee, Hsiang-tai
- In:
Applied financial economics
21
(
2011
)
13/15
,
pp. 1145-1157
Persistent link: https://www.econbiz.de/10009317429
Saved in:
2
Estimating optimal hedge ratio : a multivariate skew-normal distribution approach
Lien, Da-hsiang Donald
;
Shrestha, Keshab
- In:
Applied financial economics
20
(
2010
)
7/9
,
pp. 627-636
Persistent link: https://www.econbiz.de/10009009324
Saved in:
3
Efficiency and unbiasedness of corn futures markets : new evidence across the financial crisis
Pederzoli, C.
;
Torricelli, Costanza
- In:
Applied financial economics
23
(
2013
)
22/24
,
pp. 1853-1863
Persistent link: https://www.econbiz.de/10010337258
Saved in:
4
Convenience yield, mean reverting prices, and long memory in the petroleum market
Mazaheri, A.
- In:
Applied financial economics
9
(
1999
)
1
,
pp. 31-50
Persistent link: https://www.econbiz.de/10001363837
Saved in:
5
Forecasting interest rates from financial futures markets
Holden, Kenneth
- In:
Applied financial economics
6
(
1996
)
5
,
pp. 449-461
Persistent link: https://www.econbiz.de/10001212787
Saved in:
6
Modelling time-vaying conditionl correlations in the volatility of Tapus oil spot and forward returns
Manera, Matteo
;
McAleer, Michael
;
Grasso, Margherita
- In:
Applied financial economics
16
(
2006
)
7
,
pp. 525-533
Persistent link: https://www.econbiz.de/10003320406
Saved in:
7
A systematic modelling strategy for futures markets volatility
Carvalho, Ana Filipa
;
Costa, José Sá da
;
Lopes, José …
- In:
Applied financial economics
16
(
2006
)
11
,
pp. 819-833
Persistent link: https://www.econbiz.de/10003351005
Saved in:
8
How do you straddle hogs and pigs? : ask the Greeks!
McKenzie, Andrew M.
;
Thomsen, Michael
;
Phelan, Josh
- In:
Applied financial economics
17
(
2007
)
7/9
,
pp. 511-520
Persistent link: https://www.econbiz.de/10003491159
Saved in:
9
Hedging effectiveness and futures contract maturity : the case of NYMEX crude oil futures
Ripple, Ronald D.
;
Moosa, Imad A.
- In:
Applied financial economics
17
(
2007
)
7/9
,
pp. 683-689
Persistent link: https://www.econbiz.de/10003491216
Saved in:
10
Pricing of non-ferrous metals futures on the London
metal
exchange
Watkins, Clinton
;
McAleer, Michael
- In:
Applied financial economics
16
(
2006
)
12
,
pp. 853-880
Persistent link: https://www.econbiz.de/10003377835
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