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~isPartOf:"CAMA working paper series"
~isPartOf:"Energy economics"
~isPartOf:"International review of financial analysis"
~person:"Chang, Chia-Lin"
~subject:"Volatility"
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Volatility
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4
Rohstoffderivat
4
ARCH model
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Volatilität
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Chang, Chia-Lin
Ma, Feng
14
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8
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7
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6
Uddin, Mohammed Gazi Salah
6
Wei, Yu
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4
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4
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3
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3
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3
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CAMA working paper series
Energy economics
International review of financial analysis
Econometric Institute research papers
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5
Discussion paper / Tinbergen Institute
4
The North American journal of economics and finance : a journal of financial economics studies
2
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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
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:
3
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:
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