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The stochastic seasonal behavior of energy commodity convenience yields
García Mirantes, Andrés; Población, Javier; Serna, … - In: Energy economics 40 (2013), pp. 155-166
Persistent link: https://www.econbiz.de/10010349595
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Time-variations in commodity price jumps
Diewald, Laszlo; Prokopczuk, Marcel; Wese Simen, Chardin - In: Journal of empirical finance 31 (2015), pp. 72-84
Persistent link: https://www.econbiz.de/10011489343
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Four harmonic cycles explain and predict commodity currencies' wide long term fluctuations
Sanidas, Elias - In: Technological forecasting & social change : an … 87 (2014), pp. 135-151
Persistent link: https://www.econbiz.de/10010481340
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Inversores financieros en los mercados de commodities : un modelo con dinámica de ajuste no lineal al equilibrio
Bastourre, Diego (contributor) - 2008
Persistent link: https://www.econbiz.de/10003749159
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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
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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; … - 2014
Persistent link: https://www.econbiz.de/10010394614
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Wholesale Commodity Prices in the United States 1700 - 1861
Cole, Arthur Harrison - 1938
Persistent link: https://www.econbiz.de/10002288344
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"Random Walk Modellierung monatlicher Zeitreihen für Rohstoffe und Elektroenergie"
Götze, Wolfgang - 2005
Persistent link: https://www.econbiz.de/10003299006
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Temporal price behavior in commodity futures markets
Cargill, Thomas F. - In: Selected writings on futures markets : research …, (pp. 225-235). 1984
Persistent link: https://www.econbiz.de/10001305684
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Revue des livres
2003
Persistent link: https://www.econbiz.de/10001798440