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Volatility dynamics of NYMEX natural gas futures prices
Suenaga, Hiroaki; Smith, Aaron D.; Williams, Jeffrey - In: The journal of futures markets 28 (2008) 5, pp. 438-463
Persistent link: https://www.econbiz.de/10003699693
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Unit root properties of natural gas spot and futures prices : the relevance of heteroskedasticity in high frequency data
Mishra, Vinod; Smyth, Russell - 2014
Persistent link: https://www.econbiz.de/10010349921
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Risky times : seasonality and event risk of commodities
Boos, Dominik - In: The journal of futures markets 44 (2024) 5, pp. 767-783
Persistent link: https://www.econbiz.de/10014536682
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Is monthly US natural gas consumption stationary? : new evidence from a GARCH unit root test with structural breaks
Mishra, Vinod; Smyth, Russell - 2014
Persistent link: https://www.econbiz.de/10010246088
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Conditional correlations and volatility spillovers between crude oil and stock index returns
Roengchai Tansuchat; Chang, Chia-Lin; McAleer, Michael - 2010
Persistent link: https://www.econbiz.de/10008669344
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Conditional correlations and volatility spillovers between crude oil and stock index returns
Tansuchat, Roengchai; Chang, Chia-Lin; McAleer, Michael - 2010
Persistent link: https://www.econbiz.de/10003987330
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Neuronale Netze zur Prognose von Warenterminpreisen
Stolzke, Ulf A. - 2000
Persistent link: https://www.econbiz.de/10001421515
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The stochastic behavior of commodity prices : implications for valuation and hedging
Schwartz, Eduardo S. - In: The journal of finance : the journal of the American … 52 (1997) 3, pp. 923-973
Persistent link: https://www.econbiz.de/10001225632
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A proposed methodology for approaching chaotic attractors in economic time-series
Payne, Kevin J. - In: The journal of economics 20 (1994) 1, pp. 109-116
Persistent link: https://www.econbiz.de/10001229995
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Forecasting financial time series using model averaging
Ravazzolo, Francesco - 2007
Persistent link: https://www.econbiz.de/10003580042