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~isPartOf:"Econometric Institute research papers"
~isPartOf:"European review of agricultural economics : ERAE"
~subject:"Soybean"
~subject:"Spillover effect"
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Soybean
Spillover effect
Commodity derivative
29
Rohstoffderivat
29
Volatility
13
Volatilität
13
ARCH model
11
ARCH-Modell
11
Estimation
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Schätzung
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Hedging
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Spot market
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Spotmarkt
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USA
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United States
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Commodity price
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Oil price
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Rohstoffpreis
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Spillover-Effekt
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Theorie
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Welt
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World
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Agrarversicherung
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Derivat
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Stochastic process
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Stochastischer Prozess
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Warenbörse
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1997-2008
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McAleer, Michael
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Chang, Chia-Lin
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Jumah, Adusei
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Khamkaew, Tanchanok
1
Kunst, Robert M.
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Radalj, Kim
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Econometric Institute research papers
European review of agricultural economics : ERAE
Energy economics
37
The journal of futures markets
23
International review of economics & finance : IREF
13
International review of financial analysis
10
Finance research letters
9
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
9
Journal of commodity markets
7
American journal of agricultural economics
6
Applied economics
6
International Journal of Energy Economics and Policy : IJEEP
6
Journal of international financial markets, institutions & money
6
Research in international business and finance
6
Economic modelling
5
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
4
Journal of agricultural and applied economics
4
Applied economics letters
3
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
3
Journal of commodity markets : JCM
3
Journal of risk and financial management : JRFM
3
The North American journal of economics and finance : a journal of financial economics studies
3
Agribusiness : an internat. journal
2
Agricultural economics : the journal of the International Association of Agricultural Economists
2
Annals of financial economics
2
China agricultural economic review : publ. in association with the China Agricultural University
2
Cogent economics & finance
2
Department of Economics discussion papers
2
Discussion paper / Tinbergen Institute
2
Finance India : the quarterly journal of Indian Institute of Finance
2
Global business review
2
International Journal of Financial Markets and Derivatives : IJFMD
2
International journal of financial research
2
Journal of agricultural & food industrial organization
2
Journal of agricultural and applied economics : JAEE
2
Journal of agricultural economics
2
Metamorphosis : a journal of management research
2
Quantitative finance
2
The North American journal of economics and finance : a journal of theory and practice
2
Transportation research / E : an international journal
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ECONIS (ZBW)
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1
Latent volatility granger causality and spillovers in renewable energy and crude oil ETFs
Chang, Chia-Lin
;
McAleer, Michael
;
Wang, Yu-Ann
-
2018
Persistent link: https://www.econbiz.de/10011863536
Saved in:
2
Herding, information cascades and volatility spillovers in futures markets
McAleer, Michael
;
Radalj, Kim
-
2013
Persistent link: https://www.econbiz.de/10009781942
Saved in:
3
Modelling conditional correlations in the volatility of Asian rubber spot and futures returns
Khamkaew, Tanchanok
;
Tansuchat, Roengchai
;
Chang, Chia-Lin
-
2009
Persistent link: https://www.econbiz.de/10003908711
Saved in:
4
Modelling conditional correlations for risk diversification in crude oil markets
Chang, Chia-Lin
;
McAleer, Michael
;
Tansuchat, Roengchai
-
2009
Persistent link: https://www.econbiz.de/10003877105
Saved in:
5
Forecasting volatility and spillovers in crude oil spot, forward and futures markets
Chang, Chia-Lin
;
McAleer, Michael
;
Tansuchat, Roengchai
-
2009
Persistent link: https://www.econbiz.de/10003877109
Saved in:
6
The effects of dollar/sterling exchange rate volatility on futures markets for coffee and cocoa
Jumah, Adusei
;
Kunst, Robert M.
- In:
European review of agricultural economics : ERAE
28
(
2001
)
3
,
pp. 307-328
Persistent link: https://www.econbiz.de/10001613439
Saved in:
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