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person:"McAleer, Michael"
~isPartOf:"Working paper"
~person:"Bloom, Nicholas"
~subject:"Hedging"
~subject:"volatility"
~subject:"Ölpreis"
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Search: subject_exact:"Volatility"
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Hedging
volatility
Ölpreis
Volatility
43
Volatilität
43
ARCH model
16
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16
Estimation
14
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14
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12
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McAleer, Michael
Bloom, Nicholas
Manera, Matteo
6
Chang, Chia-Lin
5
Bastianin, Andrea
3
Chen, Chi-chung
3
Roengchai Tansuchat
3
Valenti, Daniele
3
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2
Chen, Ping-yu
2
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2
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2
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1
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1
Baker, Scott
1
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1
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1
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1
Chang, Chia-lin
1
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1
Conti, Francesca
1
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1
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1
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1
Furceri, Davide
1
Guo, Hui
1
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1
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1
Majuca, Ruperto Pagaura
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10
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9
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6
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5
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ECONIS (ZBW)
10
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1
COVID-induced economic uncertainty
Baker, Scott
;
Bloom, Nicholas
;
Davis, Steven J.
;
Terry, …
-
2020
Persistent link: https://www.econbiz.de/10012204869
Saved in:
2
The world uncertainty index
Ahir, Hites
;
Bloom, Nicholas
;
Furceri, Davide
-
2019
Persistent link: https://www.econbiz.de/10012102635
Saved in:
3
Modeling the effects of oil prices on global fertilizer prices and volatility
Chen, Ping-Yu
;
Chang, Chia-Lin
;
Chen, Chi-chung
; …
-
2013
Persistent link: https://www.econbiz.de/10009701639
Saved in:
4
Risk management and financial derivatives : an overview
Hammoudeh, Shawkat
;
McAleer, Michael
-
2012
Persistent link: https://www.econbiz.de/10009562953
Saved in:
5
Conditional correlations and volatility spillovers between crude oil and stock index returns
Roengchai Tansuchat
;
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008669344
Saved in:
6
Crude oil hedging strategies using dynamic multivariate GARCH
Roengchai Tansuchat
;
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008669351
Saved in:
7
Analyzing and forecasting volatility spillovers, asymmetries and hedging in major oil markets
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
-
2010
Persistent link: https://www.econbiz.de/10008669993
Saved in:
8
Modeling the volatility in global fertilizer prices
Chen, Ping-yu
;
Chang, Chia-lin
;
Chen, Chi-chung
; …
-
2010
Persistent link: https://www.econbiz.de/10008688821
Saved in:
9
Exchange rate and industrial commodity volatility transmissions, asymmetries and hedging strategies
Hammoudeh, Shawkat
;
Yuan, Yuan
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008689068
Saved in:
10
Modeling the effect of oil price on global fertilizer prices
Chen, Ping-yu
;
Chang, Chia-Lin
;
Chen, Chi-chung
; …
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008695601
Saved in:
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