Keywords: C22; Q02; Gold and silver prices; Persistence; Cyclical behavior; Fractional integration;
مقالات ISI (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: G13; Q02; Q58; Emission allowances; Intertemporal trading; Carbon futures; Risk premia; EU ETS;
Keywords: Q43; Q02; E44; C58; G12; D83; News implied volatility; News-based uncertainty; Oil prices; Oil shocks; Wavelet coherence analysis;
Keywords: Q02; Q35; Q41; Q57; Oil extraction; MuSIASEM; Ecuador; Metabolism; Complexity;
Keywords: C12; G15; Q02; Cointegration; Asymmetry; Nonlinearity; Quantile dependence; Bitcoin; Commodity; Gold;
Keywords: Intraday patterns; Microstructure; Efficiency; Commodity futures; Cross-market analysis; G14; G15; Q02;
Keywords: G15; Q02; Q31; D51; D81; E20; Commodity markets; Options; Realised volatility; Futures jump; Convenience yield; The theory of storage;
Keywords: C22; E32; G13; O13; Q02; Economic uncertainty; Commodity prices; Volatility;
Keywords: C22; C53; Q02; Gold futures returns; Realized volatility; Realized skewness; Forecasting; Quantile boosting;
Keywords: E37; E44; E47; G17; Q02; Macroeconomic determinants; Volatility; Commodity futures; Emerging markets; GARCH-MIDAS model;
Keywords: Long-term efficiency; Short-term inefficiencies; Hedging; Rolling Hurst exponent; Threshold vector error correction model; G14; O13; Q02; Q14; Q18;
Keywords: G13; G18; Q02; Q40; Q42; Futures hedging; Corn; Ethanol; Renewable fuel standard; Data set choice; Model choice; 2013 Corn harvest;
Keywords: Biofuel; Oil price; Agricultural commodity; Nonlinear econometrics; C22; Q02; Q16;
Keywords: Commodity returns and flows; Granger causality; Nonlinearity; Time and frequency domains; Wavelet; C32; C53; Q02;
Keywords: Q38; Q31; L72; L78; Q02; Helium economics; Strategic reserve; Resource conservation; Imperfect competition; Partial equilibrium modeling;
Keywords: G12; G15; L6; Q02; Automobile companies; Oil prices; Electric vehicles; Financialization;
Keywords: Gold prices; Festivals; Gold jewelry; Gold price volatility; GARCH with covariates; News-magnifying model; C32; C51; C52; G14; G15; L70; Q02;
Keywords: C22; G13; Q02; Economic and financial; Uncertainty; Commodity futures markets; Returns; Volatility; Nonparametric causality-in-quantiles test;
Keywords: C53; D74; Q02; Commodity prices; Conflict; Structured vector autoregression; Linear non-Gaussian acyclic model;
Keywords: Financial crisis; Metal futures; Structural breaks; Time-varying volatility spillovers; C32; Q02;
Keywords: C01; C32; O13; P28; C5; Q02; Natural gas; Driving factors; Cointegration; Causal relationship; Directed acyclic graph;
Keywords: ETFs; exchange traded funds; CLE; clean energy related; COE; conventional energy related; ALE; all energy related; IPO; Initial period of Public Offering; OIH; VanEck Vectors Oil Services; TLT; iShares 20+ Year Treasury Bond ETF; XLE; Energy Select Sector
Keywords: C58; G10; G11; Q02; Carbon assets; Energy commodities; Tail dependence; Risk spillover;
Keywords: C22; C24; G12; G13; G18; Q02; Q11; Range based volatility; Wheat futures; Speculation;
Keywords: Dated Brent; Physical crude oil; Benchmark assessment; Brent futures; G13; G14; Q02; Q41;
Keywords: C22; Q02; Q43; Generalized SADF; Energy; Oil; Explosive behavior; Bubbles;
Keywords: C32; C58; D47; P18; Q02; Q56; China's emissions trading scheme; Market fragmentation; Liquidity measure; Illiquidity ratio; Emission allowances returns; GARCH;
Keywords: Q02; Q43; Q47; G1; Causality; Financialization; Investor sentiment; Oil prices; Volatility;
Keywords: Option-implied volatility; Oil prices; Volatility risk; Cross-section; Factor-mimicking portfolios; Financial intermediaries; G12; G13; E44; Q02;
Keywords: Q02; Q11; O13; Consumer prices; Oil prices; Permanent-transitory decomposition; Producer prices;
Keywords: C32; E31; E44; G15; Q02; Inflation; Gold price; Hedging; Fractional cointegration; Long memory;
Keywords: Commodities markets; Commodities fund flows; Quantile causality; Volatility; C58; Q02;
Keywords: C22; Q02; Investor sentiment; Gold returns; Intraday volatility; Volatility jumps;
Keywords: C22; C53; Q02; Gold returns; Terror attacks; Forecasting model; Quantile regression;
Keywords: Commodity prices; Exchange rates; Noncausal autoregression; Nonlinearity; C53; F37; Q02;
Keywords: Realized volatility; Volatility forecasting; Non-trading days; C53; Q02; G17;
Keywords: C12; C23; Q02; Gradual shifts; Fourier approximation; Stationarity test; Panel data; Commodity prices;
Keywords: F36; G11; C58; Q02; G12; Commodity; DCC-GARCH; Financial contagion; Portfolio; Volatility spillover;
Keywords: D81; G31; L95; Q02; Q40; C61; Natural gas; Optimal hedging; Hedging effectiveness; Hedging with cointegrated series;
Keywords: G10; C32; Q02; Platinum-group elements (PGE); Vine copula; Principal components;
Keywords: C11; C58; G17; Q47; Q02; Commodity markets; Extreme value theory; Value at risk; Markov-Switching Multifractal; Self-exciting point process;
Keywords: Q02; L72; C13; Premium; Theory of storage; Seemingly unrelated equations;
Keywords: C32; C58; G10; Q02; Leverage effect; Commodities; Mixture of normal distribution; Recursive estimation; EGARCH;
Keywords: Stock returns; Predictability; Quantile boosting; C22; C53; Q02;
Keywords: Q02; Q11; Keywords:; Commodity prices; Storage; Capacity; Rational expectations;
Keywords: C58; C63; F37; G11; G14; Q02; Commodity implied volatility; Dependence; Scale; Copula; Wavelet;
Keywords: O11; O13; L16; Q02; C01; C33; Dutch disease; Natural resources; Structural transformation; Panel-VAR;
Keywords: C53; Q02; G17; Industrial metals; LME futures market; Volatility forecasting; Multivariate HAR; Volatility spillovers; Bayesian model averaging;
Keywords: Q02; E32; C32; Macroeconomic uncertainty; Commodity prices; Threshold vector autoregressive model;
Keywords: G11; G15; Q02; C22; Crude oil; Gold; Spillovers; Hedging; Dynamic correlation; Gulf Cooperation Council; Portfolio;