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ARCH-Modell
Volatility
40,777
Volatilität
39,683
Landwirtschaft
37,630
Agriculture
34,461
Theorie
12,925
Theory
12,894
Agribusiness
12,683
Agricultural and Food Policy
12,617
Börsenkurs
9,274
Share price
9,252
Schätzung
8,983
Estimation
8,950
Capital income
7,053
Kapitaleinkommen
7,053
Welt
6,968
World
6,944
ARCH model
6,337
USA
6,332
United States
6,190
Aktienmarkt
5,798
Stock market
5,784
Agrarpolitik
5,460
Food Consumption/Nutrition/Food Safety
4,744
Agricultural policy
4,689
Exchange rate
4,587
Agro-industry
4,579
Agroindustrie
4,576
Wechselkurs
4,570
Research Methods/ Statistical Methods
4,527
Production Economics
4,512
agriculture
4,075
India
3,937
Stochastischer Prozess
3,843
Optionspreistheorie
3,840
Stochastic process
3,835
Option pricing theory
3,828
Prognoseverfahren
3,822
Deutschland
3,817
Forecasting model
3,812
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4,636
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4,501
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828
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828
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821
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43
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25
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Sammlung
20
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13
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13
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7
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McAleer, Michael
125
Gupta, Rangan
66
Ma, Feng
65
Chang, Chia-Lin
64
Bouri, Elie
42
Caporale, Guglielmo Maria
33
Zhang, Yaojie
33
Bauwens, Luc
32
Kumar, Dilip
32
Engle, Robert F.
28
Hansen, Peter Reinhard
25
McMillan, David G.
25
Teräsvirta, Timo
25
Wang, Yudong
24
Hafner, Christian M.
23
Liang, Chao
23
Bollerslev, Tim
22
Caporin, Massimiliano
22
Herwartz, Helmut
22
Kang, Sang Hoon
22
Wei, Yu
22
Hammoudeh, Shawkat
21
Wu, Xinyu
21
Conrad, Christian
20
Serletis, Apostolos
20
Silvennoinen, Annastiina
20
Tiwari, Aviral Kumar
20
Yoon, Seong-min
20
Koopman, Siem Jan
19
Laurent, Sébastien
19
Molnár, Peter
19
Spagnolo, Nicola
19
Degiannakis, Stavros
18
Diebold, Francis X.
18
Floros, Christos
18
Salisu, Afees A.
18
Andersen, Torben
17
Hamori, Shigeyuki
17
Huang, Zhuo
17
Lucey, Brian M.
17
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National Bureau of Economic Research
13
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
8
Centre for Analytical Finance <Århus>
4
University of Canterbury / Dept. of Economics and Finance
4
Ekonomiska forskningsinstitutet <Stockholm>
3
Instituto Valenciano de Investigaciones Económicas
3
Brown University / Department of Economics
2
Econometrisch Instituut <Rotterdam>
2
Federal Reserve Bank of St. Louis
2
Gottfried Wilhelm Leibniz Universität Hannover
2
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
2
Banca nazionale del lavoro / Ufficio scenari economici
1
Banca nazionale del lavoro / Ufficio studi
1
Center for Economic Research <Tilburg>
1
Centre for Quantitative Economics & Computing
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Deutschland / Bundesministerium für Wirtschaft
1
Deutschland <Bundesrepublik> / Auswärtiges Amt
1
Deutschland <Bundesrepublik> / Bundesminister der Finanzen
1
Deutschland <Bundesrepublik> / Bundesminister für den Marshallplan
1
Erasmus Research Institute of Management
1
Federal Reserve Bank of San Francisco
1
HFDF <2, 1998, Zürich>
1
International Workshop on Statistics and Finance <1999, Hongkong>
1
Leibniz-Institut für Agrarentwicklung in Transformationsökonomien
1
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
1
School of Accounting, Economics and Finance <Geelong>
1
School of Accounting, Finance and Economics <Perth, Western Australia>
1
School of Economics and Finance <Brisbane>
1
School of Finance and Business Economics <Perth, Western Australia>
1
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
Université de Montréal / Département de sciences économiques
1
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Energy economics
226
Finance research letters
152
International review of financial analysis
110
Economic modelling
108
Applied economics
106
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
93
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
50
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
45
International journal of finance & economics : IJFE
43
The European journal of finance
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
Working paper
40
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
38
International journal of economics and financial issues : IJEFI
33
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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)
6,331
EconStor
13
ArchiDok
2
Showing
1
-
10
of
6,346
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
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:
3
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:
4
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:
5
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:
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
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:
8
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:
9
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:
10
Econometric models applied to production theory
Paraskevopoulos, Ioannis
-
2000
Persistent link: https://www.econbiz.de/10001692909
Saved in:
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