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person:"McAleer, Michael"
~isPartOf:"Energy economics"
~person:"Caporin, Massimiliano"
~subject:"Portfolio-Management"
~subject:"Prognoseverfahren"
~subject:"USA"
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Search: subject_exact:"Volatility"
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Portfolio-Management
Prognoseverfahren
USA
Volatility
5
Volatilität
5
ARCH model
3
ARCH-Modell
3
Capital income
3
Commodity derivative
3
Kapitaleinkommen
3
Rohstoffderivat
3
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2
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2
Portfolio selection
2
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2
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1
Agrarmarkt
1
Agricultural market
1
Biofuel
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Biofuels
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Biokraftstoff
1
Covolatility spillovers
1
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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Forecasting model
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Futures
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Index derivative
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Indexderivat
1
Kreditderivat
1
MOVE
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Mathematical programming
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Mathematische Optimierung
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McAleer, Michael
Caporin, Massimiliano
Ma, Feng
18
Hammoudeh, Shawkat
6
Wang, Yudong
6
Zhang, Yaojie
6
Gupta, Rangan
5
Kang, Sang Hoon
5
Wang, Jiqian
5
Wei, Yu
5
Bouri, Elie
4
Filis, George
4
Liang, Chao
4
Tiwari, Aviral Kumar
4
Demirer, Rıza
3
Gong, Xu
3
Ji, Qiang
3
Lai, Xiaodong
3
Lee, Chien-chiang
3
Li, Xiafei
3
Lin, Boqiang
3
Liu, Jing
3
Liu, Li
3
Lu, Xinjie
3
Maitra, Debasish
3
Qu, Hui
3
Sadorsky, Perry A.
3
Salisu, Afees A.
3
Wu, Chongfeng
3
Xu, Bing
3
Al-Freedi, Ajab
2
Albulescu, Claudiu Tiberiu
2
Antonakakis, Nikolaos
2
Arouri, Mohamed
2
Batten, Jonathan A.
2
Chang, Chia-Lin
2
Chevallier, Julien
2
Cuñado Eizaguirre, Juncal
2
Dai, Zhifeng
2
Dash, Saumya Ranjan
2
Degiannakis, Stavros
2
Do, Hung Xuan
2
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Energy economics
Econometric Institute research papers
34
Working paper
19
Discussion paper / Tinbergen Institute
15
Econometric reviews
5
International review of economics & finance : IREF
4
The North American journal of economics and finance : a journal of financial economics studies
4
Journal of risk and financial management : JRFM
3
Working papers on finance
3
Journal of econometrics
2
SAFE working paper
2
The European journal of finance
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
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2
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
Applied financial economics
1
Ca Foscari University of Venice Working Paper
1
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1
International journal of forecasting
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1
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1
Macroeconomic forecasting in the era of big data : theory and practice
1
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1
Marco Fanno Working Paper
1
Network connectivity, systematic and systemic risk
1
Risks : open access journal
1
SNB working papers
1
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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The econometrics journal
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The journal of futures markets
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ECONIS (ZBW)
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1
Risk spillovers in oil-related CDS, stock and credit markets
Hammoudeh, Shawkat
;
Liu, Tengdong
;
Chang, Chia-Lin
; …
- In:
Energy economics
36
(
2013
),
pp. 526-535
Persistent link: https://www.econbiz.de/10009724647
Saved in:
2
Model based Monte Carlo pricing of energy and temperature Quanto options
Caporin, Massimiliano
;
Preś, Juliusz
;
Torro, Hipolit
- In:
Energy economics
34
(
2012
)
5
,
pp. 1700-1712
Persistent link: https://www.econbiz.de/10009687956
Saved in:
3
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:
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