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51
Price dissemination of international and domestic commodity markets
Thiyagarajan, S.
;
Mahalakshmi S.
;
Kirithiga S.
;
Naresh G.
- In:
International journal of bonds and derivatives
4
(
2021
)
3
,
pp. 179-195
Persistent link: https://www.econbiz.de/10012612643
Saved in:
52
Entropic latent variable integration via simulation
Schennach, Susanne M.
-
2013
-
Initial submission: November 6, 2009, This version: June 24, 2013
introducing infinite-dimensional nuisance parameters using a least-favourable
entropy
-maximising distribution. We demonstrate …
Persistent link: https://www.econbiz.de/10009767942
Saved in:
53
Entropic latent variable integration via simulation
Schennach, Susanne M.
- In:
Econometrica : journal of the Econometric Society, an …
82
(
2014
)
1
,
pp. 345-385
Persistent link: https://www.econbiz.de/10010404630
Saved in:
54
Multivariate maximum
entropy
densities applied for multivariate analysis of financial time series
Gao, Yang
-
2014
-
1. Aufl.
Persistent link: https://www.econbiz.de/10010383443
Saved in:
55
Does OVX affect WTI and Brent oil spot variance? : evidence from an
entropy
analysis
Benedetto, Francesco
;
Mastroeni, Loretta
;
Quaresima, Greta
- In:
Energy economics
89
(
2020
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012517069
Saved in:
56
Evaluating the effectiveness of modern forecasting models in predicting commodity futures prices in volatile economic times
Vancsura, László
;
Tatay, Tibor
;
Bareith, Tibor
- In:
Risks : open access journal
11
(
2023
)
2
,
pp. 1-16
calm economic environment, the
estimation
accuracy is higher (1.5% vs. 4%), and that the AI-based
estimation
methods …
Persistent link: https://www.econbiz.de/10014233184
Saved in:
57
Cross-market investor sentiment in commodity exchange-traded funds
Chen, Hsiu-lang
- In:
Credit and capital markets : Kredit und Kapital
48
(
2015
)
2
,
pp. 171-206
Persistent link: https://www.econbiz.de/10011414231
Saved in:
58
Impact of macro economic factors on commodity futures price with reference to agricultural commodities in Indian and US markets
Raghu Kumari P. S.
- In:
International journal of applied business and economic …
13
(
2015
)
1
,
pp. 331-346
Persistent link: https://www.econbiz.de/10011376388
Saved in:
59
The role of market expectations in commodity price dynamics : evidence from oil data
Jin, Xin
- In:
Journal of international money and finance
90
(
2019
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012132906
Saved in:
60
Interdependence among agricultural commodity markets, macroeconomic factors, crude oil and commodity index
Fernandez-Diaz, Jose M.
;
Morley, Bruce
- In:
Research in international business and finance
47
(
2019
),
pp. 174-194
Persistent link: https://www.econbiz.de/10012135526
Saved in:
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