//--> //--> //-->
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
subject:"Erdöl"
~person:"Roengchai Tansuchat"
~subject:"Commodity price"
~subject:"Estimation"
~subject:"Spekulation"
~subject:"Volatility"
~type_genre:"Working Paper"
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:"Commodity derivative"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Erdöl
Commodity price
Estimation
Spekulation
Volatility
Commodity derivative
7
Rohstoffderivat
7
Volatilität
7
ARCH model
6
ARCH-Modell
6
Capital income
4
Kapitaleinkommen
4
Oil price
4
Ölpreis
4
Schätzung
3
Theorie
3
Theory
3
Time series analysis
3
Zeitreihenanalyse
3
GARCH (BEEK,DDC)
2
Hedging
2
Mathematical programming
2
Mathematische Optimierung
2
Modellierung
2
Portfolio selection
2
Portfolio-Management
2
Scientific modelling
2
Welt
2
World
2
1994-2009
1
1998-2009
1
Asia
1
Asien
1
Kautschuk
1
Rubber
1
Spillover effect
1
Spillover-Effekt
1
Spot market
1
Spotmarkt
1
USA
1
United States
1
more ...
less ...
Online availability
All
Free
2
Type of publication
All
Book / Working Paper
7
Type of publication (narrower categories)
All
Working Paper
Arbeitspapier
7
Graue Literatur
7
Non-commercial literature
7
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
7
Author
All
Roengchai Tansuchat
McAleer, Michael
22
Chang, Chia-Lin
17
Caporale, Guglielmo Maria
6
Kilian, Lutz
6
Manera, Matteo
6
Tansuchat, Roengchai
6
Baumeister, Christiane
4
Borensztein, Eduardo
4
Bühler, Wolfgang
4
Carbonez, Katelijne A. E.
4
Hammoudeh, Shawkat
4
Jeanne, Olivier
4
Korn, Olaf
4
Nguyen, Thi Tuong Van
4
Nielsen, Morten Ørregaard
4
Nikitopoulos, Christina Sklibosios
4
Sandri, Damiano
4
Schlögl, Erik
4
Sercu, Piet
4
Staritz, Cornelia
4
Behmiri, Niaz Bashiri
3
Bredin, Donal
3
Cheng, Benjamin
3
Chiarella, Carl
3
Ciferri, Davide
3
Dolatabadi, Sepideh
3
Girardi, Alessandro
3
Gospodinov, Nikolaj
3
Gronwald, Marc
3
Hernandez, Manuel A.
3
Leduc, Sylvain
3
Moran, Kevin
3
Nguyen, Duc Khuong
3
Nicolini, Marcella
3
Prokopczuk, Marcel
3
Ripple, Ronald D.
3
Spagnolo, Fabio
3
Spagnolo, Nicola
3
Sévi, Benoît
3
more ...
less ...
Institution
All
University of Canterbury / Dept. of Economics and Finance
2
Published in...
All
Working paper
5
Econometric Institute research papers
2
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Modelling long memory volatility in agricultural commodity futures returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009619551
Saved in:
2
Crude oil hedging strategies using dynamic multivariate GARCH
Roengchai Tansuchat
;
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10003987324
Saved in:
3
Modelling long memory volatility in agricultural commodity futures returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
-
2012
Persistent link: https://www.econbiz.de/10009562958
Saved in:
4
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:
5
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:
6
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:
7
Modelling conditional correlations in the volatility of Asian rubber spot and futures returns
Chang, Chia-Lin
;
Khamkaew, Thanchanok
;
McAleer, Michael
; …
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008689063
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->