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~accessRights:"restricted"
~language:"eng"
~person:"Hamori, Shigeyuki"
~person:"McAleer, Michael"
~subject:"Basel Accord"
~subject:"Commodity derivative"
~type_genre:"Article in journal"
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Basel Accord
Commodity derivative
Volatility
43
Volatilität
43
Estimation
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23
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23
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23
Welt
22
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Hamori, Shigeyuki
McAleer, Michael
Ma, Feng
29
Kang, Sang Hoon
15
Bouri, Elie
14
Ji, Qiang
14
Wei, Yu
14
Irwin, Scott H.
12
Todorova, Neda
12
Zhang, Yaojie
12
Prokopczuk, Marcel
11
Uddin, Mohammed Gazi Salah
11
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10
Wang, Yudong
10
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9
Luo, Jiawen
9
Miffre, Joëlle
9
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8
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8
Fuertes, Ana María
8
Liang, Chao
8
Ongena, Steven
8
Xiong, Tao
8
Zhang, Yue-jun
8
Bohl, Martin T.
7
Chevallier, Julien
7
Goodell, John W.
7
Gupta, Rangan
7
Han, Liyan
7
Lu, Xinjie
7
Rösch, Daniel
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Scheule, Harald
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Tarazi, Amine
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Zaremba, Adam
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Bitar, Mohammad
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Cortazar, Gonzalo
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Etienne, Xiaoli Liao
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International review of economics & finance : IREF
2
Applied economics letters
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Energy economics
1
International journal of forecasting
1
The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore
1
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ECONIS (ZBW)
7
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1
Can BRICS's currency be a hedge or a safe haven for energy portfolio? : an evidence from vine copula approach
He, Yijin
;
Nakajima, Tadahiro
;
Hamori, Shigeyuki
- In:
The Singapore economic review : journal of the Economic …
65
(
2020
)
4
,
pp. 805-836
Persistent link: https://www.econbiz.de/10012509267
Saved in:
2
Co-movements in commodity markets andimplications in diversification benefits
Cai, Xiao Jing
;
Fang, Zheng
;
Youngho, Chang
;
Tian, Shuairu
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
2
,
pp. 393-425
Persistent link: https://www.econbiz.de/10012219019
Saved in:
3
Forecasting volatility and co-volatility of crude oil and gold futures : effects of leverage, jumps, spillovers, and geopolitical risks
Asai, Manabu
;
Gupta, Rangan
;
McAleer, Michael
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 933-948
Persistent link: https://www.econbiz.de/10012497080
Saved in:
4
Are the S&P 500 index and crude oil, natural gas and ethanol futures related for intra-day data?
Caporin, Massimiliano
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 50-70
Persistent link: https://www.econbiz.de/10012202481
Saved in:
5
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:
6
A capital adequacy buffer model
Allen, David E.
;
McAleer, Michael
;
Powell, R. J.
; …
- In:
Applied economics letters
23
(
2016
)
1/3
,
pp. 175-179
Persistent link: https://www.econbiz.de/10011414540
Saved in:
7
Preferences of risk-averse and risk-seeking investors for oil spot and futures before, during and after the Global Financial Crisis
Hooi Hooi Lean
;
McAleer, Michael
;
Wong, Wing Keung
- In:
International review of economics & finance : IREF
40
(
2015
),
pp. 204-216
Persistent link: https://www.econbiz.de/10011573581
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