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Dynamic spillovers among major...
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Theorie
Volatility
41,082
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40,813
Spillover-Effekt
18,532
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18,132
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16,528
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12,702
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4,341
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4,131
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4,070
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4,003
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3,856
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3,798
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3,473
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McAleer, Michael
79
Bollerslev, Tim
78
Diebold, Francis X.
63
Koopman, Siem Jan
53
Hafner, Christian M.
48
Lux, Thomas
47
Härdle, Wolfgang
46
Andersen, Torben
45
Caporin, Massimiliano
45
Herwartz, Helmut
44
Hautsch, Nikolaus
41
Gupta, Rangan
40
Bauwens, Luc
39
Kilian, Lutz
36
Asai, Manabu
35
Chiarella, Carl
35
Pierdzioch, Christian
35
Engle, Robert F.
34
Aizenman, Joshua
33
Lucas, André
31
Bekaert, Geert
30
Audretsch, David B.
28
Christoffersen, Peter F.
27
Devereux, Michael B.
27
Laurent, Sébastien
27
Mittnik, Stefan
26
Schlag, Christian
26
Amir, Rabah
25
Fernández-Villaverde, Jesús
25
Paolella, Marc S.
25
Todorov, Viktor
25
Žigić, Krešimir
25
Buch, Claudia M.
24
Andersen, Torben G.
23
Caballero, Ricardo J.
23
Clark, Todd E.
23
Lambertini, Luca
23
Meddahi, Nour
23
Nielsen, Morten Ørregaard
23
Teräsvirta, Timo
23
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National Bureau of Economic Research
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Ekonomiska forskningsinstitutet <Stockholm>
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European University Institute / Department of Economics
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Centre for Analytical Finance <Århus>
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International Monetary Fund
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Internationaler Währungsfonds / Research Department
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Rodney L. White Center for Financial Research
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Shakai-Keizai-Kenkyūsho <Osaka>
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Birkbeck College / Department of Economics
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Institute of Finance and Accounting <London>
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Instituto Valenciano de Investigaciones Económicas
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Springer Fachmedien Wiesbaden
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Svenska Handelshögskolan <Helsinki>
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World Bank
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Christian-Albrechts-Universität zu Kiel
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Erasmus Research Institute of Management
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Foerder Institute for Economic Research <Tēl-Āvîv>
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3
Robert Schuman Centre for Advanced Studies
3
Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
3
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
3
Zentrum für Globalisierung und Europäisierung der Wirtschaft
3
Australian National University / Faculty of Economics and Commerce
2
Brown University / Department of Economics
2
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification <Paris>
2
Centre for Growth and Business Cycle Research <Manchester>
2
Centre for International Economic Studies
2
Columbia University / Department of Economics
2
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NBER working paper series
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227
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Energy economics
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168
Journal of banking & finance
152
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147
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130
Economics letters
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Finance research letters
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Discussion paper / Tinbergen Institute
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Journal of economic dynamics & control
105
Journal of empirical finance
105
Applied economics
104
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
101
CESifo working papers
99
International journal of forecasting
98
Journal of international money and finance
92
International review of financial analysis
87
International review of economics & finance : IREF
84
Journal of financial economics
84
International journal of theoretical and applied finance
83
The journal of futures markets
79
Mathematical finance : an international journal of mathematics, statistics and financial theory
75
Journal of forecasting
74
IMF working papers
71
The European journal of finance
71
The review of financial studies
71
Applied economics letters
65
Econometric reviews
65
American journal of agricultural economics
62
Computational economics
62
The North American journal of economics and finance : a journal of financial economics studies
62
Discussion papers / CEPR
61
Quantitative finance
61
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
60
Journal of financial econometrics : official journal of the Society for Financial Econometrics
56
European economic review : EER
55
Journal of monetary economics
54
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ECONIS (ZBW)
16,524
EconStor
424
USB Cologne (EcoSocSci)
4
ArchiDok
1
OLC EcoSci
1
RePEc
1
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1
Volatility
spillovers : a sparse multivariate GARCH approach with an application to commodity markets
Dhaene, Geert
;
Sercu, Piet
;
Wu, Jianbin
- In:
The journal of futures markets
42
(
2022
)
5
,
pp. 868-887
Persistent link: https://www.econbiz.de/10013187611
Saved in:
2
Volatility
spillovers in commodity markets : a large t-vector autoregressive approach
Barbaglia, Luca
;
Croux, Christophe
;
Wilms, Ines
- In:
Energy economics
85
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012509561
Saved in:
3
The asymmetric spillover effect of the Markov switching mechanism from the futures market to the spot market
Chang, Kuang-Liang
;
Lee, Chingnun
- In:
International review of economics & finance : IREF
69
(
2020
),
pp. 374-388
Persistent link: https://www.econbiz.de/10012486979
Saved in:
4
Navigating the oil bubble : a non-linear heterogeneous-agent dynamic model of futures oil pricing
Cifarelli, Giulio
;
Paesani, Paolo
- In:
The energy journal
42
(
2021
)
5
,
pp. 101-122
Persistent link: https://www.econbiz.de/10013170656
Saved in:
5
Spillover effects in the global copper futures markets: asymmetric multivariate GARCH approaches
Lee, Hyun-Bock
;
Park, Cheol-Ho
- In:
Applied economics
52
(
2020
)
54
,
pp. 5909-5920
Persistent link: https://www.econbiz.de/10012308379
Saved in:
6
Emerging equity markets connectedness, portfolio hedging strategies and effectiveness
Harrathi, Nizar
;
Aloui, Chaker
;
Houfi, Mohamed Ali
; …
- In:
International journal of financial research
7
(
2016
)
2
,
pp. 189-201
Persistent link: https://www.econbiz.de/10011577189
Saved in:
7
Market News in Commodity Price Theory : Application to Ethiopian
Grain
Osborne, Theresa K.
-
2002
developing country
grain
markets. The model is first developed to suit the case of Ethiopian
grain
markets, and a general model …
Persistent link: https://www.econbiz.de/10014107787
Saved in:
8
Commodity value-at-risk modeling : comparing riskmetrics, historic simulation and quantile regression
Steen, Marie
;
Westgaard, Sjur
;
Gjølberg, Ole
- In:
The journal of risk model validation
9
(
2015
)
2
,
pp. 49-78
Persistent link: https://www.econbiz.de/10011326305
Saved in:
9
A dynamic model of hedging and speculation in the commodity futures markets
Cifarelli, Giulio
;
Paladino, Giovanna
- In:
Journal of financial markets
25
(
2015
),
pp. 1-15
Persistent link: https://www.econbiz.de/10011477250
Saved in:
10
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:
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