//--> //--> //--> //-->
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
~isPartOf:"Applied financial economics"
~isPartOf:"Energy economics"
~language:"afr"
~language:"eng"
~language:"hrv"
~language:"nld"
~language:"sqi"
~person:"Fabozzi, Frank J."
~person:"McAleer, Michael"
~subject:"Lieferkette"
~subject:"Risk measure"
~subject:"Theorie"
~subject:"Time series analysis"
~subject:"USA"
~subject:"Unternehmenserfolg"
~subject:"Volatility"
~subject:"Welt"
~type_genre:"Article in journal"
~type_genre:"Collection of articles written by one author"
~type_genre:"Sammlung"
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:
Narrow search
Delete all filters
| 20 applied filters
Year of publication
From:
To:
Subject
All
Lieferkette
Risk measure
Theorie
Time series analysis
USA
Unternehmenserfolg
Volatility
Welt
Commodity derivative
8
Rohstoffderivat
8
Volatilität
7
Capital income
6
Kapitaleinkommen
6
Theory
5
United States
5
ARCH model
4
ARCH-Modell
4
Oil price
4
Ölpreis
4
Estimation
3
Hedging
3
Portfolio selection
3
Portfolio-Management
3
Risikoprämie
3
Risk premium
3
Schätzung
3
Ankündigungseffekt
2
Announcement effect
2
Biofuel
2
Biokraftstoff
2
Credit derivative
2
Erdöl
2
Kreditderivat
2
Petroleum
2
Risikomaß
2
Spot market
2
Spotmarkt
2
Statistical distribution
2
Statistische Verteilung
2
Stochastic process
2
Stochastischer Prozess
2
1979-2000
1
1986-1999
1
1992-2004
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
15
Type of publication (narrower categories)
All
Article in journal
Collection of articles written by one author
Sammlung
Aufsatz in Zeitschrift
15
Language
All
Afrikaans
English
Croatian
Dutch
Albanian
Author
All
Fabozzi, Frank J.
McAleer, Michael
Hammoudeh, Shawkat
33
Wang, Yudong
24
Ji, Qiang
23
Tiwari, Aviral Kumar
23
Gupta, Rangan
21
Smyth, Russell
21
Ma, Feng
20
Ang, Beng-wah
19
Sueyoshi, Toshiyuki
19
Serletis, Apostolos
18
Uddin, Mohammed Gazi Salah
18
Lee, Chien-chiang
16
Sadorsky, Perry A.
16
Bouri, Elie
15
Clarke, Leon
15
Fan, Ying
15
Shahzad, Syed Jawad Hussain
15
Apergēs, Nikolaos
14
Madura, Jeff
14
Payne, James E.
14
Demirer, Rıza
13
Goto, Mika
13
Lin, Boqiang
13
McMillan, David G.
13
Reilly, John M.
13
Shahbaz, Muhammad
13
Wohar, Mark E.
13
Chevallier, Julien
12
Wang, Shouyang
12
Yoon, Seong-min
12
Zhou, Peng
12
Brooks, Robert
11
Do, Hung Xuan
11
Kang, Sang Hoon
11
Narayan, Paresh Kumar
11
Benth, Fred Espen
10
Böhringer, Christoph
10
Kaufmann, Robert Kurt
10
Naeem, Muhammad Abubakr
10
Nguyen, Duc Khuong
10
more ...
less ...
Published in...
All
Applied financial economics
Energy economics
Econometric reviews
18
Journal of econometrics
17
Applied economics
15
Journal of economic surveys
15
Journal of risk and financial management : JRFM
13
The journal of portfolio management : JPM
12
The journal of portfolio management : a publication of Institutional Investor
12
The journal of fixed income
11
International journal of theoretical and applied finance
8
International review of economics & finance : IREF
7
The North American journal of economics and finance : a journal of financial economics studies
7
Computational economics
6
Economics letters
6
Journal of banking & finance
6
Journal of forecasting
6
Annals of financial economics
5
Econometric theory
5
Econometrics : open access journal
5
Risks : open access journal
5
The Japanese economic review : the journal of the Japanese Economic Association
5
Finance research letters
4
International journal of forecasting
4
International review of financial analysis
4
The journal of fixed income : JFI
4
Tourism economics : the business and finance of tourism and recreation
4
Advances in futures and options research : a research annual
3
Annals of operations research
3
Applied economics letters
3
European journal of operational research : EJOR
3
Journal of applied econometrics
3
Review of quantitative finance and accounting
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
The journal of asset management
3
The journal of financial research
3
The journal of structured finance
3
Annals of economics and finance
2
Annals of finance
2
Applied financial economics letters
2
more ...
less ...
Source
All
ECONIS (ZBW)
15
Showing
1
-
10
of
15
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Option pricing with time-changed Lévy processes
Klingler, Sven
;
Kim, Young Shin
;
Račev, Svetlozar T.
; …
- In:
Applied financial economics
23
(
2013
)
13/15
,
pp. 1231-1238
Persistent link: https://www.econbiz.de/10010204746
Saved in:
3
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:
4
Approximation of skewed and leptokurtic return distributions
Scherer, Matthias
;
Račev, Svetlozar T.
;
Kim, Young Shin
; …
- In:
Applied financial economics
22
(
2012
)
16/18
,
pp. 1305-1316
Persistent link: https://www.econbiz.de/10009625374
Saved in:
5
Balancing energy strategies in electricity portfolio management
Möller, Christoph
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
Energy economics
33
(
2011
)
1
,
pp. 2-11
Persistent link: https://www.econbiz.de/10009260887
Saved in:
6
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:
7
Savings selectivity bias, subjective expectations and stock market participation
Bonaparte, Yosef
;
Fabozzi, Frank J.
- In:
Applied financial economics
21
(
2011
)
1/3
,
pp. 119-130
Persistent link: https://www.econbiz.de/10009124659
Saved in:
8
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
Saved in:
9
Market efficiency of oil spot and futures : a mean-variance and stochastic dominance approach
Hooi Hooi Lean
;
McAleer, Michael
;
Wong, Wing Keung
- In:
Energy economics
32
(
2010
)
5
,
pp. 979-986
Persistent link: https://www.econbiz.de/10008934355
Saved in:
10
CAViaR-based forecast for oil price risk
Huang, Dashan
;
Yu, Baimin
;
Fabozzi, Frank J.
; …
- In:
Energy economics
31
(
2009
)
4
,
pp. 511-518
Persistent link: https://www.econbiz.de/10003867799
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->