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Forecasting model
Volatility
40,432
Volatilität
40,254
Theorie
22,060
Theory
21,583
Wohlfahrtsanalyse
19,345
Welfare analysis
19,057
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13,280
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10,874
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10,534
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9,740
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9,434
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9,292
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7,755
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7,520
United States
7,356
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7,335
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7,169
Capital income
7,141
ARCH-Modell
6,353
ARCH model
6,282
Aktienmarkt
5,839
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5,778
Wechselkurs
4,879
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4,770
Prognoseverfahren
3,929
Stochastischer Prozess
3,883
Optionspreistheorie
3,880
Option pricing theory
3,820
Stochastic process
3,818
Deutschland
3,476
Risiko
3,443
Risk
3,427
Rohstoffpreis
3,417
Zeitreihenanalyse
3,400
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3,319
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3,248
income
2,967
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3,857
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20
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Gupta, Rangan
113
Ma, Feng
80
McAleer, Michael
47
Bollerslev, Tim
45
Pierdzioch, Christian
45
Zhang, Yaojie
39
Wang, Yudong
34
Diebold, Francis X.
33
Liang, Chao
33
Wei, Yu
29
Bouri, Elie
27
Lux, Thomas
27
McMillan, David G.
26
Caporin, Massimiliano
24
Christoffersen, Peter F.
24
Clements, Adam
24
Salisu, Afees A.
24
Wang, Jiqian
22
Andersen, Torben
21
Degiannakis, Stavros
21
Gallo, Giampiero M.
21
Asai, Manabu
20
Engle, Robert F.
20
Medeiros, Marcelo C.
20
Patton, Andrew J.
18
Bonato, Matteo
17
Clark, Todd E.
17
Lu, Xinjie
17
Molnár, Peter
17
Nonejad, Nima
17
Chan, Joshua
16
Demirer, Rıza
16
Dijk, Dick van
16
Ghysels, Eric
16
Li, Yan
16
Liu, Jing
16
Ravazzolo, Francesco
16
Kumar, Dilip
15
Wu, Xinyu
15
Liu, Li
14
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National Bureau of Economic Research
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Federal Reserve Bank of St. Louis
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Gottfried Wilhelm Leibniz Universität Hannover
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
4
Brown University / Department of Economics
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Centre for Quantitative Economics & Computing
2
Federal Reserve Bank of San Francisco
2
Institute of Finance and Accounting <London>
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Svenska Handelshögskolan <Helsinki>
2
The Wharton Financial Institutions Center
2
University of Canterbury / Dept. of Economics and Finance
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1
Banca nazionale del lavoro / Ufficio studi
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Birkbeck College / Department of Economics
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Bonn Graduate School of Economics
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Federal Reserve Bank of Cleveland
1
Federal Reserve Bank of San Francisco / Center for Pacific Basin Monetary and Economic Studies
1
Hochschule für Bankwirtschaft
1
Instituto Valenciano de Investigaciones Económicas
1
International Workshop on Statistics and Finance <1999, Hongkong>
1
Rodney L. White Center for Financial Research
1
Springer Fachmedien Wiesbaden
1
Springer International Publishing
1
Stanford Institute for Economic Policy Research
1
University of Exeter / Department of Economics
1
Université de Montréal / Département de sciences économiques
1
Westfälische Wilhelms-Universität Münster
1
World Bank Group
1
Zentrum für Europäische Wirtschaftsforschung
1
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International journal of forecasting
130
Energy economics
117
Journal of forecasting
117
Finance research letters
101
International review of financial analysis
74
International review of economics & finance : IREF
61
Economic modelling
60
The North American journal of economics and finance : a journal of financial economics studies
54
Applied economics
53
Journal of empirical finance
53
Journal of banking & finance
52
Journal of econometrics
51
Department of Economics working paper series
36
The journal of futures markets
35
Applied economics letters
34
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
32
Quantitative finance
31
The European journal of finance
30
Working paper
30
Discussion paper / Tinbergen Institute
29
Applied financial economics
28
International journal of finance & economics : IJFE
27
Journal of international financial markets, institutions & money
25
Journal of financial econometrics
24
Journal of risk and financial management : JRFM
24
Pacific-Basin finance journal
24
Economics letters
23
Journal of financial econometrics : official journal of the Society for Financial Econometrics
23
Journal of financial economics
21
Computational economics
20
Journal of applied econometrics
19
NBER working paper series
19
Research in international business and finance
19
Journal of international money and finance
18
CREATES research paper
17
NBER Working Paper
17
Risks : open access journal
17
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
Working paper / National Bureau of Economic Research, Inc.
17
CAMA working paper series
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ECONIS (ZBW)
3,881
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1
Speculation, hedging and commodity price forecasts
Labys, Walter C.
;
Granger, C. W. J.
-
1970
Persistent link: https://www.econbiz.de/10000571163
Saved in:
2
Volatility
risk premia and future commodity returns
Ornelas, José Renato Haas
;
Mauad, Roberto Baltieri
- In:
Journal of international money and finance
96
(
2019
),
pp. 341-360
Persistent link: https://www.econbiz.de/10012139839
Saved in:
3
What drives commodity prices?
Chen, Shu-Ling
;
Jackson, John D.
;
Kim, Hyeongwoo
; …
- In:
American journal of agricultural economics
96
(
2014
)
5
,
pp. 1455-1468
Persistent link: https://www.econbiz.de/10011279858
Saved in:
4
Volatility
forecasting in commodity markets using macro uncertainty
Bakas, Dimitrios
;
Triantafyllou, Athanasios
- In:
Energy economics
81
(
2019
),
pp. 79-94
Persistent link: https://www.econbiz.de/10012172661
Saved in:
5
Volatility
risk premia and future commodities returns
Ornelas, José Renato Haas
;
Mauad, Roberto Baltieri
-
2017
-
Revised July 2017
Persistent link: https://www.econbiz.de/10011752576
Saved in:
6
Modeling and forecasting extreme commodity prices : a Markov-Switching based extreme value model
Herrera, Rodrigo
;
Rodriguez, Alejandro
;
Pino, Gabriel
- In:
Energy economics
63
(
2017
),
pp. 129-143
Persistent link: https://www.econbiz.de/10011757876
Saved in:
7
Modeling and forecasting commodity market
volatility
with long-term economic and financial variables
Nguyen, Duc Khuong
;
Walther, Thomas
-
2018
Persistent link: https://www.econbiz.de/10011946687
Saved in:
8
Commodity price changes and the predictability of economic policy uncertainty
Wang, Yudong
;
Zhang, Bing
;
Diao, Xundi
;
Wu, Chongfeng
- In:
Economics letters
127
(
2015
),
pp. 39-42
Persistent link: https://www.econbiz.de/10011382844
Saved in:
9
Management volatiler Commodities : Maßnahmen zur Beurteilung, Prognose und Behandlung von Rohstoffpreisschwankungen
Heusinger von Waldegg, Philipp
-
2008
Persistent link: https://www.econbiz.de/10003812543
Saved in:
10
Forecasting metals returns a Bayesian decision theoretic approach
Halperin, David
-
2010
Persistent link: https://www.econbiz.de/10008822671
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