7 Treffer für Schlagwort = "Warenterminmarkt"

• Estimation of risk measures in energy portfolios using modern copula techniques Jäschke, Stefan [Dortmund] : SFB 823, October 7, 2012

• Examining the common dynamics of commodity futures prices Gross, Christian Münster : Center for Quantitative Economics, 2017

• Measurement errors in index trader positions data is the price pressure hypothesis still invalid? Bohl, Martin T. ; Branger, Nicole ; Trede, Mark Münster : Center for Quantitative Economics, 2019

• Modelling dependence of extreme events in energy markets using tail copulas Jäschke, Stefan ; Siburg, Karl Friedrich ; Stoimenov, Pavel A. [Dortmund] : SFB 823, 2011

• The role of emerging economies in the global price formation process of commodities evidence from Brazilian and U.S. markets Bohl, Martin T. ; Gross, Christian ; Souza, Waldemar Münster : Center for Quantitative Economics, 2016

• Speculation and the informational efficiency of commodity futures markets Bohl, Martin T. ; Pütz, Alexander ; Sulewski, Christoph Münster : Center for Quantitative Economics, 2019

• "Who pays the piper calls the tune" networks and transaction costs in commodity markets Pütz, Alexander ; Siklos, Pierre L. ; Sulewski, Christoph Münster : Center for Quantitative Economics, 2019