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~subject:"Volatilität"
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A comparison of petroleum futu...
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Volatilität
Theorie
627,566
Theory
612,663
USA
43,016
United States
41,633
Schätzung
30,128
Estimation
29,393
Welt
28,533
World
27,869
Deutschland
24,766
Geldpolitik
22,951
Germany
22,576
Monetary policy
22,181
Prognose
21,836
Portfolio-Management
19,015
Prognoseverfahren
18,861
Portfolio selection
18,812
Forecasting model
18,532
Risiko
17,897
Risk
17,687
Mathematische Optimierung
17,007
Mathematical programming
16,902
Forecast
16,647
Wirtschaftswachstum
13,872
Zeitreihenanalyse
13,393
Economic growth
13,190
Time series analysis
12,967
Spieltheorie
12,703
Börsenkurs
12,109
Game theory
11,976
Share price
11,900
Experiment
11,326
Volatility
10,991
Asymmetrische Information
10,688
Asymmetric information
10,406
Wettbewerb
10,349
Wohlfahrtsanalyse
10,213
EU-Staaten
10,051
Welfare analysis
10,040
Competition
9,982
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Free
4,455
Undetermined
2,619
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Book / Working Paper
5,640
Article
5,618
Journal
1
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Article in journal
5,257
Aufsatz in Zeitschrift
5,257
Working Paper
2,615
Graue Literatur
2,533
Non-commercial literature
2,533
Arbeitspapier
2,386
Hochschulschrift
357
Aufsatz im Buch
332
Book section
332
Thesis
296
Collection of articles written by one author
90
Sammlung
90
Collection of articles of several authors
58
Sammelwerk
58
Bibliografie enthalten
43
Bibliography included
43
Conference paper
31
Konferenzbeitrag
31
Aufsatzsammlung
24
Systematic review
22
Übersichtsarbeit
22
Forschungsbericht
19
Konferenzschrift
17
Amtsdruckschrift
14
Government document
14
Conference proceedings
8
Lehrbuch
8
Rezension
8
Textbook
8
Article
7
Dissertation u.a. Prüfungsschriften
6
Reprint
6
Handbook
5
Handbuch
5
Bibliografie
3
Accompanied by computer file
2
Elektronischer Datenträger als Beilage
2
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2
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2
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English
10,990
German
217
French
28
Spanish
16
Italian
5
Polish
2
Portuguese
2
Undetermined
2
Czech
1
Hungarian
1
Dutch
1
Norwegian
1
Chinese
1
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Author
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Bollerslev, Tim
76
Gupta, Rangan
69
Diebold, Francis X.
63
McAleer, Michael
61
Lux, Thomas
47
Koopman, Siem Jan
46
Andersen, Torben
45
Pierdzioch, Christian
44
Härdle, Wolfgang
42
Aizenman, Joshua
33
Hautsch, Nikolaus
33
Caporin, Massimiliano
32
Chiarella, Carl
32
Bekaert, Geert
30
Wang, Yudong
30
Asai, Manabu
28
Herwartz, Helmut
27
Ma, Feng
26
Schlag, Christian
26
Todorov, Viktor
26
Fernández-Villaverde, Jesús
25
Hafner, Christian M.
25
Andersen, Torben G.
23
Christoffersen, Peter F.
23
Clark, Todd E.
23
Lucas, André
23
Yu, Jun
23
Caballero, Ricardo J.
22
Clements, Adam
22
Ghysels, Eric
22
Meddahi, Nour
22
Westerhoff, Frank H.
22
Bauwens, Luc
21
Mittnik, Stefan
21
Wei, Yu
21
Aït-Sahalia, Yacine
20
Caporale, Guglielmo Maria
20
Chan, Joshua
20
Engle, Robert F.
20
Gallo, Giampiero M.
20
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Institution
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National Bureau of Economic Research
184
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
12
European University Institute / Department of Economics
9
Ekonomiska forskningsinstitutet <Stockholm>
8
Centre for Analytical Finance <Århus>
7
Rodney L. White Center for Financial Research
7
Internationaler Währungsfonds / Research Department
6
Birkbeck College / Department of Economics
5
Institute of Finance and Accounting <London>
5
International Monetary Fund
5
Svenska Handelshögskolan <Helsinki>
5
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
4
Instituto Valenciano de Investigaciones Económicas
4
The Wharton Financial Institutions Center
4
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
3
Federal Reserve Bank of San Francisco
3
Federal Reserve System / Division of Research and Statistics
3
Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
3
Springer Fachmedien Wiesbaden
3
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
3
World Bank
3
Brown University / Department of Economics
2
Center for Economic Research <Tilburg>
2
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification <Paris>
2
Centre for Economic Policy Research
2
Centre for Growth and Business Cycle Research <Manchester>
2
Christian-Albrechts-Universität zu Kiel
2
Danmarks Nationalbank
2
Deutsche Börse AG
2
Erasmus Research Institute of Management
2
Federal Reserve Bank of New York
2
Forschungsinstitut zur Zukunft der Arbeit
2
Goethe-Universität Frankfurt am Main
2
Gottfried Wilhelm Leibniz Universität Hannover
2
Institut für Finanzwirtschaft <Braunschweig>
2
Institut für Schweizerisches Bankwesen <Zürich>
2
Institut für Weltwirtschaft
2
Internationaler Währungsfonds / Western Hemisphere Department
2
Judge Institute of Management Studies
2
Kansantaloustieteen Laitos <Tampere>
2
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Published in...
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Energy economics
210
NBER working paper series
177
Working paper / National Bureau of Economic Research, Inc.
165
NBER Working Paper
158
Finance research letters
136
Journal of econometrics
127
Journal of banking & finance
115
Economic modelling
101
International review of financial analysis
91
International review of economics & finance : IREF
90
Economics letters
88
International journal of forecasting
86
Journal of empirical finance
85
Discussion paper / Centre for Economic Policy Research
81
Discussion paper / Tinbergen Institute
81
Journal of financial economics
78
International journal of theoretical and applied finance
77
Working paper
77
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
75
Applied economics
73
Journal of economic dynamics & control
73
Mathematical finance : an international journal of mathematics, statistics and financial theory
73
Journal of international money and finance
71
Journal of forecasting
65
The European journal of finance
63
The North American journal of economics and finance : a journal of financial economics studies
58
The review of financial studies
58
Quantitative finance
57
Applied economics letters
56
Research in international business and finance
53
Econometric reviews
52
The journal of futures markets
52
Computational economics
51
Journal of financial econometrics : official journal of the Society for Financial Econometrics
46
Applied mathematical finance
45
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
45
Research paper series / Swiss Finance Institute
44
The journal of finance : the journal of the American Finance Association
44
Journal of international financial markets, institutions & money
43
Journal of monetary economics
43
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Source
All
ECONIS (ZBW)
10,997
EconStor
239
USB Cologne (EcoSocSci)
12
USB Cologne (business full texts)
8
ArchiDok
1
OLC EcoSci
1
RePEc
1
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1
Hedging China's energy oil market risks
Lau, Chi Keung
;
Su, Yongyang
;
Tan, Na
;
Zhang, Zhe
- In:
Eurasian economic review : a journal in applied …
4
(
2014
)
1
,
pp. 99-112
Persistent link: https://www.econbiz.de/10010512213
Saved in:
2
The convenience yield and the informational content of the oil futures price
Bernard, Jean-Thomas
;
Khalaf, Lynda
;
Kichian, Maral
; …
- In:
The energy journal
36
(
2015
)
2
,
pp. 29-46
Persistent link: https://www.econbiz.de/10010528362
Saved in:
3
What drives the commodity price beta of oil industry stocks?
Talbot, Edward
;
Artiach, Tracy
;
Faff, Robert W.
- In:
Energy economics
37
(
2013
),
pp. 1-15
Persistent link: https://www.econbiz.de/10009759405
Saved in:
4
The role of oil speculation on the economy : the problem with the view of Fattouth, Kilian, And Mahadeva
Ajuzie, Emmanuel I. S.
- In:
Journal of business & economics research
11
(
2013
)
8
,
pp. 367-371
Persistent link: https://www.econbiz.de/10009792995
Saved in:
5
Determinants of backwardation in oil futures
Adeinat, Iman
;
Al Rahahleh, Naseem M.
- In:
International journal of business
20
(
2015
)
4
,
pp. 326-345
Persistent link: https://www.econbiz.de/10011408881
Saved in:
6
Interdependence among agricultural commodity markets, macroeconomic factors, crude oil and commodity index
Fernandez, Jose M.
-
2015
Persistent link: https://www.econbiz.de/10011409070
Saved in:
7
Price dynamics in refined petroleum spot and futures markets
Ng, Victor K.
- In:
Journal of empirical finance
2
(
1996
)
4
,
pp. 359-388
Persistent link: https://www.econbiz.de/10001208684
Saved in:
8
Volume-volatility relationships for crude oil futures markets
Foster, Andrew J.
- In:
The journal of futures markets
15
(
1995
)
8
,
pp. 929-951
Persistent link: https://www.econbiz.de/10001190833
Saved in:
9
Detecting volatility changes across the oil sector
Wilson, Berry K.
- In:
The journal of futures markets
16
(
1996
)
3
,
pp. 313-330
Persistent link: https://www.econbiz.de/10001198874
Saved in:
10
Paper oil and physical oil : has speculative pressure in oil futures increased volatility in spot oil prices?
Fowowe, Babajide
- In:
OPEC energy review
38
(
2014
)
3
,
pp. 356-372
Persistent link: https://www.econbiz.de/10010495861
Saved in:
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