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person:"McAleer, Michael"
~isPartOf:"Energy economics"
~person:"Alexander, Carol"
~person:"Asai, Manabu"
~subject:"Oil price"
~subject:"Prognoseverfahren"
~subject:"Scientific modelling"
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Search: subject_exact:"Volatility"
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Oil price
Prognoseverfahren
Scientific modelling
Volatility
5
Volatilität
5
ARCH model
4
ARCH-Modell
4
Capital income
3
Commodity derivative
3
Hedging
3
Kapitaleinkommen
3
Rohstoffderivat
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Agrarmarkt
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Agricultural market
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Covolatility spillovers
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Crack spread
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Credit derivative
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Derivat
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Derivative
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Edelmetall
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Energiemarkt
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Energy and agriculture
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Energy market
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Exchange traded funds
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GARCH
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Indexderivat
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Kreditderivat
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MOVE
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McAleer, Michael
Alexander, Carol
Asai, Manabu
Ma, Feng
18
Hammoudeh, Shawkat
14
Wang, Yudong
11
Bouri, Elie
10
Tiwari, Aviral Kumar
10
Gupta, Rangan
8
Kang, Sang Hoon
8
Shahzad, Syed Jawad Hussain
8
Mensi, Walid
7
Sadorsky, Perry A.
7
Wei, Yu
7
Wen, Fenghua
7
Yoon, Seong-min
7
Demirer, Rıza
6
Ji, Qiang
6
Zhang, Yaojie
6
Dai, Zhifeng
5
Filis, George
5
Gong, Xu
5
Hasanov, Akram Shavkatovich
5
Liang, Chao
5
Lin, Boqiang
5
Nguyen, Duc Khuong
5
Uddin, Mohammed Gazi Salah
5
Yin, Libo
5
Dutta, Anupam
4
Li, Xiafei
4
Lu, Xinjie
4
Maghyereh, Aktham I.
4
Maitra, Debasish
4
Roubaud, David
4
Salisu, Afees A.
4
Serletis, Apostolos
4
Soytaş, Uǧur
4
Wang, Jiqian
4
Wang, Shouyang
4
Wu, Chongfeng
4
Xiao, Jihong
4
Zhang, Bing
4
Zhang, Dayong
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Energy economics
Econometric Institute research papers
27
Working paper
20
Discussion paper / Tinbergen Institute
9
Econometric reviews
3
International review of economics & finance : IREF
3
The North American journal of economics and finance : a journal of financial economics studies
3
Journal of risk and financial management : JRFM
2
The journal of futures markets
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Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
Applied financial economics
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Econometrics : open access journal
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International journal of forecasting
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International review of financial analysis
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Journal of econometrics
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Journal of economic surveys
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of forecasting
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Quantitative finance
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School of Accounting, Finance and Economics & FEMARC working paper series
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Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
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Tinbergen Institute Discussion Paper 2018-052/III
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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:
2
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
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