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~subject:"Rohstoffderivat"
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Rohstoffderivat
USA
60
United States
60
Volatility
39
Volatilität
39
Börsenkurs
32
Share price
32
Estimation
28
Schätzung
28
Theorie
27
Theory
27
China
21
Ankündigungseffekt
18
Announcement effect
18
Capital income
16
Kapitaleinkommen
16
Welt
16
World
16
ARCH model
14
ARCH-Modell
14
Commodity derivative
14
Impact assessment
14
Wirkungsanalyse
14
Aktienmarkt
12
Stock market
12
Oil price
11
Ölpreis
11
Risiko
10
Risk
10
Chaos theory
9
Chaostheorie
9
Derivat
9
Derivative
9
Inflation
9
Japan
8
Aktienindex
7
Exchange rate
7
Stock index
7
Wechselkurs
7
Aktiengesellschaft
6
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English
14
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Chatrath, Arjun
11
Adrangi, Bahram
6
Miao, Hong
6
Ramchander, Sanjay
6
Elder, John
2
Song, Frank M.
2
Ai, Chunrong
1
Allender, Mary Elizabeth
1
Dhanda, Kanwalroop Kathy
1
Khalifa, Ahmed A. A.
1
Liang, Youguo
1
Shank, Todd
1
Wang, Tianyang
1
Wang, Toanyang
1
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Energy economics
3
The journal of futures markets
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Applied financial economics
1
Computational methods in decision-making, economics and finance
1
Journal of banking & finance
1
Journal of forecasting
1
The American economist : journal of Omnicron Delta Epsilon, the International Honor Society in Economics
1
The financial review : the official publication of the Eastern Finance Association
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ECONIS (ZBW)
14
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1
The forecasting efficacy of risk-neutral mopments for crude oil volatility
Chatrath, Arjun
;
Miao, Hong
;
Ramchander, Sanjay
;
Wang, …
- In:
Journal of forecasting
34
(
2015
)
3
,
pp. 177-190
Persistent link: https://www.econbiz.de/10011305272
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2
Crude oil moments and PNG stock returns
Chatrath, Arjun
;
Miao, Hong
;
Ramchander, Sanjay
- In:
Energy economics
44
(
2014
),
pp. 222-235
Persistent link: https://www.econbiz.de/10010457220
Saved in:
3
An examination of the flow characteristics of crude oil : evidence from risk-neutral moments
Chatrath, Arjun
;
Miao, Hong
;
Ramchander, Sanjay
;
Wang, …
- In:
Energy economics
54
(
2016
),
pp. 213-223
Persistent link: https://www.econbiz.de/10011662818
Saved in:
4
A semiparametric estimation of the optimal hedge ratio
Ai, Chunrong
;
Chatrath, Arjun
;
Song, Frank M.
- In:
The quarterly review of economics and finance : journal …
47
(
2007
)
2
,
pp. 366-381
Persistent link: https://www.econbiz.de/10003492932
Saved in:
5
Commitment of traders, basis behavior, and the issue of risk premia in futures markets
Chatrath, Arjun
- In:
The journal of futures markets
17
(
1997
)
6
,
pp. 707-731
Persistent link: https://www.econbiz.de/10001228025
Saved in:
6
Return distributions and volatility forecasting in metal futures markets : evidence from gold, silver, and copper
Khalifa, Ahmed A. A.
;
Miao, Hong
;
Ramchander, Sanjay
- In:
The journal of futures markets
31
(
2011
)
1
,
pp. 55-80
Persistent link: https://www.econbiz.de/10008908411
Saved in:
7
Price discovery in crude oil futures
Elder, John
;
Miao, Hong
;
Ramchander, Sanjay
- In:
Energy economics
46
(
2014
),
pp. 18-27
Persistent link: https://www.econbiz.de/10011299355
Saved in:
8
Impact of macroeconomic news on metal futures
Elder, John
;
Miao, Hong
;
Ramchander, Sanjay
- In:
Journal of banking & finance
36
(
2012
)
1
,
pp. 51-65
Persistent link: https://www.econbiz.de/10009411172
Saved in:
9
Do commodity traders herd?
Adrangi, Bahram
;
Chatrath, Arjun
- In:
The financial review : the official publication of the …
43
(
2008
)
3
,
pp. 461-476
Persistent link: https://www.econbiz.de/10003755378
Saved in:
10
In search of deterministic complex patterns in commodity prices
Chatrath, Arjun
;
Adrangi, Bahram
;
Dhanda, Kanwalroop Kathy
- In:
Computational methods in decision-making, economics and …
,
(pp. 355-377)
.
2010
Persistent link: https://www.econbiz.de/10009153075
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