Narrow search
Showing 1 - 10 of 626,421
Cover Image
An multivariate multiscale entropy approach to testing commodity market efficiency
Chakraborty, Ranajit; Das, Rahuldeb - In: The IUP journal of financial risk management : IJFRM 12 (2015) 3, pp. 7-28
Persistent link: https://www.econbiz.de/10011411776
Cover Image
On the predictability of energy commodity markets by an entropy-based computational method
Benedetto, F.; Giunta, G.; Mastroeni, L. - In: Energy economics 54 (2016), pp. 302-312
Persistent link: https://www.econbiz.de/10011662915
Cover Image
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
Cover Image
Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets
Cavaliere, Giuseppe; Nielsen, Morten Ørregaard; … - In: Journal of econometrics 187 (2015) 2, pp. 557-579
Persistent link: https://www.econbiz.de/10011499761
Cover Image
Efficiency tests of futures markets for UK agricultural commodities
Aulton, A. J. - In: Journal of agricultural economics 48 (1997) 3, pp. 408-424
Persistent link: https://www.econbiz.de/10001227940
Cover Image
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
Cover Image
Commodity futures and market efficiency
Kristoufek, Ladislav; Vošvrda, Miloslav S. - In: Energy economics 42 (2014), pp. 50-57
Persistent link: https://www.econbiz.de/10010502969
Cover Image
The pricing efficiency of exchange-traded commodities
Dorfleitner, Gregor; Gerl, Anna; Gerer, Johannes - In: Review of managerial science 12 (2018) 1, pp. 255-284
Persistent link: https://www.econbiz.de/10011847132
Cover Image
Impact of monetary policy on financial markets efficiency under speculative bubbles : a non-normal and non-linear entropy-based approach
Alonso-Rivera, Angélica; Cruz-Aké, Salvador; … - In: Análisis económico 34 (2019) 86, pp. 157-178
Persistent link: https://www.econbiz.de/10012229558
Cover Image
Consistent quasi-maximum likelihood estimation with limited information
Miller, Douglas R.; Lee, Sang-hak - In: Maximum likelihood estimation of misspecified models : …, (pp. 149-164). 2003
Persistent link: https://www.econbiz.de/10001916311