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~isPartOf:"Energy economics"
~isPartOf:"Journal of econometrics"
~subject:"Arbeitsmarktpolitik"
~subject:"Commodity derivative"
~subject:"Kointegration"
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Arbeitsmarktpolitik
Commodity derivative
Kointegration
Volatility
983
Volatilität
983
Oil price
464
Ölpreis
464
Cointegration
398
Estimation
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Ma, Feng
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Wei, Yu
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Xiao, Zhijie
5
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4
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4
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3
Cavaliere, Giuseppe
3
Chang, Chia-Lin
3
Chang, Yoosoon
3
Christensen, Bent Jesper
3
Corradi, Valentina
3
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Energy economics
Journal of econometrics
Applied economics
383
International Journal of Energy Economics and Policy : IJEEP
343
Economic modelling
297
Discussion paper series / IZA
239
Applied economics letters
203
International journal of economics and financial issues : IJEFI
196
Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
174
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
166
Economics letters
165
The empirical economics letters : a monthly international journal of economics
161
International journal of economics and finance
154
IZA Discussion Paper
140
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135
CESifo working papers
122
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113
Theoretical and applied economics : GAER review
112
International review of economics & finance : IREF
110
WSI-Mitteilungen : Zeitschrift des Wirtschafts- und Sozialwissenschaftlichen Instituts der Hans-Böckler-Stiftung
104
The journal of futures markets
88
Finance research letters
84
IZA Discussion Papers
82
International review of financial analysis
80
Wirtschaftsdienst
78
Econometric theory
77
Research in international business and finance
74
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72
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71
IMF working papers
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Mitteilungen aus der Arbeitsmarkt- und Berufsforschung
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Discussion paper / Centre for Economic Policy Research
63
The North American journal of economics and finance : a journal of financial economics studies
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1
An empirical model comparison for valuing crack spread options
Mahringer, Steffen
;
Prokopczuk, Marcel
- In:
Energy economics
51
(
2015
),
pp. 177-187
Persistent link: https://www.econbiz.de/10011564825
Saved in:
2
Humps in the
volatility
structure of the crude oil futures market : new evidence
Chiarella, Carl
;
Kang, Boda
;
Nikitopoulos, Christina …
- In:
Energy economics
40
(
2013
),
pp. 989-1000
Persistent link: https://www.econbiz.de/10010355994
Saved in:
3
Convenience yield in commodity price modeling : a regime switching approach
Almansour, Abdullah
- In:
Energy economics
53
(
2016
),
pp. 238-247
Persistent link: https://www.econbiz.de/10011660523
Saved in:
4
The market price of risk for delivery periods : pricing swaps and options in electricity markets
Kemper, Annika
;
Schmeck, Maren Diane
;
Kh.Balci, Anna
- In:
Energy economics
113
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013540564
Saved in:
5
Jumps in commodity prices : new approaches for pricing plain vanilla options
Crosby, John
;
Frau, Carme
- In:
Energy economics
114
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013477538
Saved in:
6
Asymptotic normality of narrow-band least squares in the stationary fractional
cointegration
model and
volatility
forecasting
Christensen, Bent Jesper
;
Nielsen, Morten Ørregaard
- In:
Journal of econometrics
133
(
2006
)
1
,
pp. 343-371
Persistent link: https://www.econbiz.de/10003354581
Saved in:
7
Testing for
co-integration
in vector autoregressions with non-stationary
volatility
Cavaliere, Giuseppe
;
Rahbek, Anders
;
Taylor, Robert
- In:
Journal of econometrics
158
(
2010
)
1
,
pp. 7-24
Persistent link: https://www.econbiz.de/10008826880
Saved in:
8
The relationship between oil prices and the Nigerian stock market : an analysis based on fractional integration and
cointegration
Gil-Alaña, Luis A.
;
Yaya, OlaOluwa S.
- In:
Energy economics
46
(
2014
),
pp. 328-333
Persistent link: https://www.econbiz.de/10011298580
Saved in:
9
Price and
volatility
dynamics between electricity and fuel costs : some evidence for Spain
Furió, Dolores
;
Chuliá, Helena
- In:
Energy economics
34
(
2012
)
6
,
pp. 2058-2065
Persistent link: https://www.econbiz.de/10009688881
Saved in:
10
Effects of oil price shocks on the stock market performance : do nature of shocks and economies matter?
Thai-Ha Le
;
Youngho, Chang
- In:
Energy economics
51
(
2015
),
pp. 261-274
Persistent link: https://www.econbiz.de/10011564841
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