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内部出版物
Wiley电子期刊(2)
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Elsevier电子期刊(152)
在“
Elsevier电子期刊
”中,
命中:
152
条,耗时:小于0.01 秒
在所有数据库中总计命中:
227
条
1.
Are natural gas
spot
and
futures
prices
predictable?
作者:
Vinod Mishra
;
1
;
vinod.mishra@monash.edu" class="auth_mail" title="E-mail the corresponding author
;
Russell Smyth
2
;
russell.smyth@monash.edu" class="auth_mail" title="E-mail the corresponding author
关键词:
Natural gas
;
Spot
and
futures
prices
;
Predictability
;
Unit root
刊名:Economic Modelling
出版年:2016
2.
The volatility dynamics of
spot
and
futures
gold
prices
: Evidence from Russia
作者:
Berna Kirkulak-Uludag
;
berna.kirkulak@deu.edu.tr" class="auth_mail" title="E-mail the corresponding author
;
Zorikto Lkhamazhapov
;
lh.zorik@gmail.com" class="auth_mail" title="E-mail the corresponding author
关键词:
Long memory
;
Structural Breaks
;
Volatility spillover effect
;
Gold
;
Russia
刊名:Research in International Business
and
Finance
出版年:2016
3.
Integration of physical
and
futures
prices
in the US natural gas market
作者:
Hamed Ghoddusi
hghoddus@stevens.edu" class="auth_mail" title="E-mail the corresponding author
关键词:
Natural gas
;
Spot
&ndash
;
futures
cointegration
;
VECM
;
Causality
刊名:Energy Economics
出版年:2016
4.
Dynamic speculation
and
hedging in commodity
futures
markets with a stochastic convenience yield
作者:
Constantin Mellios
a
;
constantin.mellios@univ-paris1.fr" class="auth_mail" title="E-mail the corresponding author
;
constantin.mellios@orange.fr" class="auth_mail" title="E-mail the corresponding author
;
Pierre Six
b
;
pierre.six@neoma-bs.fr" class="auth_mail" title="E-mail the corresponding author
;
Anh Ngoc Lai
c
;
anh-ngoc.lai@univ-rennes1.fr" class="auth_mail" title="E-mail the corresponding author
关键词:
Commodity
spot
prices
;
Futures
prices
;
Convenience yield
;
Stochastic market
prices
of risk
;
Dynamic portfolio optimization
刊名:European Journal of Operational Research
出版年:2016
5.
Role of carbon swap trading
and
energy
prices
in price correlations
and
volatilities between carbon markets
作者:
Takashi Kanamura
tkanamura@gmail.com" class="auth_mail" title="E-mail the corresponding author
关键词:
EUA
;
sCER
;
Spot
and
futures
markets
;
Carbon swap trading
;
Energy
prices
;
Correlation
;
Volatility
;
Contagion
;
Leverage effect
刊名:Energy Economics
出版年:2016
6.
Bubbling over! The behaviour of oil
futures
along the yield curve
作者:
Daniel Tsvetanov
;
Jerry Coakley
;
jcoakley@essex.ac.uk" class="auth_mail" title="E-mail the corresponding author
;
Neil Kellard
关键词:
Rational bubbles
;
Spot
and
futures
prices
;
Bubble dating algorithm
;
Macro-prudential policy
刊名:Journal of Empirical Finance
出版年:2016
7.
The role of speculation in international
futures
markets on commodity
prices
作者:
Nicolas Huchet
;
huchet@univ-tln.fr" class="auth_mail" title="E-mail the corresponding author
;
Papa Gueye Fam
famecoo@gmail.com" class="auth_mail" title="E-mail the corresponding author
关键词:
C22
;
D84
;
G12
;
Q14
刊名:Research in International Business
and
Finance
出版年:2016
8.
Preferences of risk-averse
and
risk-seeking investors for oil
spot
and
futures
before, during
and
after the Global Financial Crisis
作者:
Hooi Hooi Lean
a
;
Michael McAleer
b
;
c
;
d
;
e
;
Wing-Keung Wong
f
;
awong@hkbu.edu.hk" class="auth_mail" title="E-mail the corresponding author
关键词:
Stochastic dominance
;
Risk averter
;
Risk seeker
;
Futures
market
;
Spot
market
刊名:International Review of Economics & Finance
出版年:2015
9.
Further evidence on the relationship between
spot
and
futures
prices
作者:
Viviana Fern
and
ez
1
;
viviana.fern
and
ez@uai.cl" class="auth_mail" title="E-mail the corresponding author
关键词:
Q02
;
L72
;
C13
刊名:Resources Policy
出版年:2016
10.
A fractionally cointegrated VAR model with deterministic trends
and
application to commodity
futures
markets
作者:
Sepideh Dolatabadi
a
;
Morten Ø
;
rregaard Nielsen
a
;
b
;
mon@econ.queensu.ca" class="auth_mail" title="E-mail the corresponding author
;
Ke Xu
a
关键词:
Backwardation
;
Contango
;
Deterministic trend
;
Fractional cointegration
;
Futures
markets
;
Vector error correction model
刊名:Journal of Empirical Finance
出版年:2016
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