//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
person:"McAleer, Michael"
~isPartOf:"Annals of financial economics"
~isPartOf:"Econometric reviews"
~isPartOf:"Energy economics"
~isPartOf:"Finance research letters"
~person:"Chevallier, Julien"
~subject:"Rohstoffderivat"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Volatility"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Rohstoffderivat
Volatility
27
Volatilität
27
ARCH model
11
ARCH-Modell
11
Theorie
9
Theory
9
Stochastic process
8
Stochastischer Prozess
8
Commodity derivative
7
Estimation
7
Schätzung
7
Börsenkurs
5
Capital income
5
Kapitaleinkommen
5
Oil price
5
Share price
5
Time series analysis
5
USA
5
United States
5
Zeitreihenanalyse
5
Ölpreis
5
Erdöl
4
Greenhouse gas emissions
4
Multivariate Analyse
4
Multivariate analysis
4
Petroleum
4
Treibhausgas-Emissionen
4
Emissions trading
3
Emissionshandel
3
Forecasting model
3
Natural gas
3
Prognoseverfahren
3
Air pollution
2
CAPM
2
Correlation
2
Crude oil
2
Crude oil futures
2
EU countries
2
EU-Staaten
2
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
7
Type of publication (narrower categories)
All
Article in journal
7
Aufsatz in Zeitschrift
7
Language
All
English
7
Author
All
McAleer, Michael
Chevallier, Julien
Ma, Feng
12
Ji, Qiang
6
Kang, Sang Hoon
5
Wei, Yu
5
Dutta, Anupam
4
Hammoudeh, Shawkat
4
Nguyen, Duc Khuong
4
Uddin, Mohammed Gazi Salah
4
Yoon, Seong-min
4
Bouri, Elie
3
Chang, Chia-Lin
3
Das, Debojyoti
3
Gong, Xu
3
Hou, Yang
3
Hu, Yang
3
Huang, Dengshi
3
Klein, Tony
3
Lee, Chien-chiang
3
Lu, Xinjie
3
Luo, Jiawen
3
Manera, Matteo
3
Todorova, Neda
3
Yahya, Muhammad
3
Zhang, Dayong
3
Zhang, Yaojie
3
Alizadeh-Masoodian, Amir H.
2
Corbet, Shaen
2
Degiannakis, Stavros
2
Filis, George
2
Fonseca, José da
2
Hasanov, Akram Shavkatovich
2
Kang, Boda
2
Kumar, Pawan
2
Lai, Xiaodong
2
Li, Pan
2
Li, Xiafei
2
Liao, Yin
2
Liu, Feng
2
more ...
less ...
Published in...
All
Annals of financial economics
Econometric reviews
Energy economics
Finance research letters
Econometric Institute research papers
11
Working paper
7
Applied economics letters
2
Discussion paper / Tinbergen Institute
2
Research in international business and finance
2
Applied financial economics
1
International journal of forecasting
1
International review of applied economics
1
International review of economics & finance : IREF
1
Journal of forecasting
1
Managerial finance
1
The North American journal of economics and finance : a journal of financial economics studies
1
The energy journal
1
Tinbergen Institute Discussion Paper 2018-052/III
1
more ...
less ...
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Does high-frequency crude oil futures data contain useful information for predicting volatility in the US stock market? : new evidence
Wang, Jiqian
;
Huang, Yisu
;
Ma, Feng
;
Chevallier, Julien
- In:
Energy economics
91
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012518664
Saved in:
2
A dynamic conditional regime-switching GARCH CAPM for energy and financial markets
Urom, Christian
;
Chevallier, Julien
;
Zhu, Bangzhu
- In:
Energy economics
85
(
2020
),
pp. 1-45
Persistent link: https://www.econbiz.de/10012510103
Saved in:
3
Volatility spillovers for spot, futures, and ETF prices in agriculture and energy
Chang, Chia-Lin
;
Liu, Chia-Ping
;
McAleer, Michael
- In:
Energy economics
81
(
2019
),
pp. 779-792
Persistent link: https://www.econbiz.de/10012172983
Saved in:
4
"De-financialization" of commodities? : evidence from stock, crude oil and natural gas markets
Zhang, Yue-jun
;
Chevallier, Julien
;
Guesmi, Khaled
- In:
Energy economics
68
(
2017
),
pp. 228-239
Persistent link: https://www.econbiz.de/10011905697
Saved in:
5
On the volatility-volume relationship in energy futures markets using intraday data
Chevallier, Julien
;
Sévi, Benoît
- In:
Energy economics
34
(
2012
)
6
,
pp. 1896-1909
Persistent link: https://www.econbiz.de/10009688936
Saved in:
6
Crude oil hedging strategies using dynamic multivariate GARCH
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
- In:
Energy economics
33
(
2011
)
5
,
pp. 912-923
Persistent link: https://www.econbiz.de/10009382992
Saved in:
7
Analyzing and forecasting volatility spillovers, asymmetries and hedging in major oil markets
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
- In:
Energy economics
32
(
2010
)
6
,
pp. 1445-1455
Persistent link: https://www.econbiz.de/10008935991
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->