Keywords: آینده کالا; E3; Commodity futures; Inflation expectations; Normal backwardation;
مقالات ISI آینده کالا (ترجمه نشده)
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در صورتی که به ترجمه آماده هر یک از مقالات زیر نیاز داشته باشید، می توانید سفارش دهید تا مترجمان با تجربه این مجموعه در اسرع وقت آن را برای شما ترجمه نمایند.
Keywords: آینده کالا; Intraday patterns; Microstructure; Efficiency; Commodity futures; Cross-market analysis; G14; G15; Q02;
Keywords: آینده کالا; E37; E44; E47; G17; Q02; Macroeconomic determinants; Volatility; Commodity futures; Emerging markets; GARCH-MIDAS model;
Keywords: آینده کالا; Commodity futures; Quantum field; Statistics;
Keywords: آینده کالا; G10; G14; G15; “Sell in May” effect; Dummy regression; Robust regression; GARCH regression; Individual stocks; Commodity futures;
Keywords: آینده کالا; Latent factors; Jumps; Non-Gaussian state space models; Modified Kalman filter; Commodity futures; G13; C58;
Keywords: آینده کالا; Financialization; Metal markets; Commodity futures; CFTC; Granger-causality; EGARCH;
Keywords: آینده کالا; C51; G11; Q43; Energy stocks; Commodity futures; Diversification benefits; Copulas; China;
Keywords: آینده کالا; Commodity futures; Crude oil; Index investment; Mapping algorithm; D84; G13; Q13; Q41;
Keywords: آینده کالا; G13; G14; Commodity futures; Idiosyncratic volatility; Backwardation; Contango;
Keywords: آینده کالا; G11; G12; G13; G14; Commodity futures; Basis; Momentum; Mean-reversion; Trend-following; Trading strategies;
Keywords: آینده کالا; Commodity futures; Moving average; Timing; Predictability; G11; G14;
Keywords: آینده کالا; Stress testing; Commodity futures; Risk measures; Extreme value theory; Copula functions;
Keywords: آینده کالا; Commodity futures; Market sentiment; Comovement; G12; G13;
Keywords: آینده کالا; G13; G14; Commodity futures; Momentum; Reversal; Double-sort strategy; Seasonality; Funding liquidity;
Keywords: آینده کالا; Commodity futures; Hedgers; Pricing error; Speculators; SWAP dealers; C22; E44; G18;
Keywords: آینده کالا; Trend following; Momentum; Risk parity; Equally-weighted; Portfolios; Commodity futures; G12; G13; G15; F65;
Keywords: آینده کالا; G11; G13; G14; Commodity futures; Momentum; Term structure; Futures curve; Roll yield; Transaction costs;
Keywords: آینده کالا; China; Commodity futures; Equity markets; Co-movement; Copulas; Portfolio risk management; C52; G11; G15;
Keywords: آینده کالا; E52; E63; N15; Great depression; Japanese economy; Macroeconomic policy; Expectation; Vector auto-regressive model; Commodity futures;
Keywords: آینده کالا; C22; G11; G17; Commodity futures; Commodity spot; Trading strategies; Profits;
Keywords: آینده کالا; Commodity futures; Jump–diffusion stochastic processes; Risk-neutral measure; Numerical differentiation; Nonparametric estimation
Keywords: آینده کالا; Bid-ask spreads; Trading volume; Volatility; Skewness; Kurtosis; Commodity futures
Volatility in electricity derivative markets: The Samuelson effect revisited
Keywords: آینده کالا; Samuelson effect; Commodity futures; Energy derivative markets; Electricity; Volatility spillovers; Indirect storability; C22; G13; G15; Q41;
Modeling fund and portfolio risk: A bi-modal approach to analyzing risk in turbulent markets
Keywords: آینده کالا; Risk analysis; Monte Carlo; Portfolio diversification; Commodity futures; G11; G12; G13; G17;
Electronic versus open outcry trading in agricultural commodities futures markets
Keywords: آینده کالا; G13; G14; Corn; Commodity futures; Market quality; Soybeans; Wheat;
Estimating exponential affine models with correlated measurement errors: Applications to fixed income and commodities
Keywords: آینده کالا; G12; G13; Exponential affine model; State-space form; Kalman filter; EM algorithm; Measurement errors; Commodity futures; Yield curves;
Should investors include commodities in their portfolios after all? New evidence
Keywords: آینده کالا; G10; G11; G12; Asset allocation; Commodity boom; Commodity futures; Commodity indexes; Spanning; Performance evaluation;
Long-range dependence in the volatility of commodity futures prices: Wavelet-based evidence
Keywords: آینده کالا; Commodity futures; Volatility; Long-range dependence; Hurst; Wavelets
Regime switching correlation hedging
Keywords: آینده کالا; C32; G13; Correlation hedging; Minimum variance hedge ratio; GARCH model; Markov regime switching; Commodity futures;
Trend-following trading strategies in commodity futures: A re-examination
Keywords: آینده کالا; G11; G13; G14; Trend-following; Trading rules; Momentum; Commodity futures;
Tactical allocation in commodity futures markets: Combining momentum and term structure signals
Keywords: آینده کالا; G13; G14; Commodity futures; Momentum; Term structure; Double-sort strategy;
Diversification benefits of commodity futures
Keywords: آینده کالا; G10; G11; Commodity futures; Portfolio diversification; Regime-switching;
Economic linkages across commodity futures: Hedging and trading implications
Keywords: آینده کالا; G14; G15; Volatility; Volume; Cross-market; Trading dynamics; VAR; Commodity futures;
The Samuelson hypothesis in futures markets: An analysis using intraday data
Keywords: آینده کالا; C22; G13; G15; Q14; Commodity futures; Realized volatility; Samuelson hypothesis; Time to maturity;
Momentum strategies in commodity futures markets
Keywords: آینده کالا; G13; G14; Commodity futures; Momentum; Backwardation; Contango; Diversification;
Estimation of Canadian commodity market risk premiums under price limits: Two-phase fuzzy approach
Keywords: آینده کالا; Finance; Fuzzy sets and data analysis; LP optimization; Fuzzy regression; CAPM; Systematic risk; Price limits; Commodity futures