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ARCH model
Volatility
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Landwirtschaft
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125
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64
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63
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40
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33
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32
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32
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32
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28
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25
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25
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25
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24
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23
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22
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22
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21
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21
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Yoon, Seong-min
20
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19
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19
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19
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18
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18
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18
Koopman, Siem Jan
18
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17
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17
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1
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London School of Economics and Political Science
1
Pontifícia Universidade Católica do Rio de Janeiro / Departamento de Economia
1
Rodney L. White Center for Financial Research
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1
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Shakai-Keizai-Kenkyūsho <Osaka>
1
Springer Fachmedien Wiesbaden
1
Svenska Handelshögskolan <Helsinki>
1
The Wharton Financial Institutions Center
1
University of Strathclyde / Department of Economics
1
Universität Bremen / Fachbereich Wirtschaftswissenschaft
1
Université de Genève / Institut de hautes études internationales
1
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Energy economics
218
Finance research letters
141
International review of financial analysis
110
Economic modelling
108
Applied economics
105
The North American journal of economics and finance : a journal of financial economics studies
101
International review of economics & finance : IREF
97
Journal of empirical finance
93
Research in international business and finance
91
Journal of international financial markets, institutions & money
73
Journal of risk and financial management : JRFM
69
Journal of econometrics
66
International journal of forecasting
64
Applied financial economics
60
Journal of forecasting
57
Journal of banking & finance
55
Discussion paper / Tinbergen Institute
52
Economics letters
52
Applied economics letters
51
International Journal of Energy Economics and Policy : IJEEP
49
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
45
International journal of finance & economics : IJFE
42
The journal of futures markets
42
Econometric Institute research papers
40
Journal of financial econometrics : official journal of the Society for Financial Econometrics
40
The European journal of finance
40
Working paper
39
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
38
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
32
International journal of economics and financial issues : IJEFI
32
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
30
International journal of economics and finance
30
Cogent economics & finance
29
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
29
Pacific-Basin finance journal
28
Review of quantitative finance and accounting
28
The empirical economics letters : a monthly international journal of economics
28
Journal of international money and finance
27
Journal of financial econometrics
25
Quantitative finance
25
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Source
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ECONIS (ZBW)
6,264
RePEc
4
ArchiDok
2
Showing
1
-
10
of
6,270
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Assessing the asymmetric
volatility
linkages of energy and agricultural commodity futures during low and high
volatility
regimes
Rezitis, Anthony N.
;
Andrikopoulos, Panagiotis
;
Daglis, …
- In:
The journal of futures markets
44
(
2024
)
3
,
pp. 451-483
Persistent link: https://www.econbiz.de/10014475504
Saved in:
2
Forecasting zero-inflated price changes with a Markov switching mixture model for autoregressive and heteroscedastic time series
Kömm, Holger
;
Küsters, Ulrich
- In:
International journal of forecasting
31
(
2015
)
3
,
pp. 598-608
Persistent link: https://www.econbiz.de/10011474425
Saved in:
3
Understanding dynamic conditional correlations between oil, natural gas and non-energy commodity futures markets
Behmiri, Niaz Bashiri
;
Manera, Matteo
;
Nicolini, Marcella
- In:
The energy journal
40
(
2019
)
2
,
pp. 55-76
Persistent link: https://www.econbiz.de/10012037403
Saved in:
4
Volatility
transmission in agricultural futures markets
Beckmann, Joscha
;
Czudaj, Robert
- In:
Economic modelling
36
(
2014
),
pp. 541-546
Persistent link: https://www.econbiz.de/10010416370
Saved in:
5
Financial speculation in energy and
agriculture
futures markets : a multivariate GARCH approach
Manera, Matteo
;
Nicolini, Marcella
;
Vignatti, Ilaria
- In:
The energy journal
34
(
2013
)
3
,
pp. 55-81
Persistent link: https://www.econbiz.de/10009771887
Saved in:
6
Price
volatility
spillovers in commodities market : an analytical study of selected commodities
Pillai, Raji
;
Lokanadha Reddy M
- In:
Finance India : the quarterly journal of Indian …
36
(
2022
)
3
,
pp. 971-982
Persistent link: https://www.econbiz.de/10013477560
Saved in:
7
Air pollution, weather factors, and realized
volatility
forecasts of agricultural commodity futures
Luo, Jiawen
;
Zhang, Qun
- In:
The journal of futures markets
44
(
2024
)
2
,
pp. 151-217
Persistent link: https://www.econbiz.de/10014475455
Saved in:
8
ETP tracking of US agricultural and energy markets
Stewart, Shamar L.
;
Isengildina Massa, Olga
;
Hassman, …
- In:
Journal of commodity markets
31
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014477768
Saved in:
9
Tail dependence structure and extreme risk spillover effects between the international agricultural futures and spot markets
Dai, Yun-Shi
;
Dai, Peng-Fei
;
Zhou, Wei-Xing
- In:
Journal of international financial markets, …
88
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014482970
Saved in:
10
Econometric models applied to production theory
Paraskevopoulos, Ioannis
-
2000
Persistent link: https://www.econbiz.de/10001692909
Saved in:
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