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~isPartOf:"Econometric Institute research papers"
~isPartOf:"International review of economics & finance : IREF"
~person:"McAleer, Michael"
~person:"Ratti, Ronald A."
~person:"Yang, Lu"
~subject:"Risikomaß"
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Search: ("Benzin" OR "Diesel" OR "Energiepreis") AND NOT isPartOf:Wirtschaftsdienst
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Risikomaß
Oil price
14
Ölpreis
14
Volatility
13
Volatilität
13
ARCH model
12
ARCH-Modell
12
Welt
8
World
8
Commodity derivative
7
Rohstoffderivat
7
Estimation
5
Schätzung
5
Spillover effect
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Spillover-Effekt
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Capital income
4
Kapitaleinkommen
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Düngemittel
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Fertilizer
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Preis
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Price
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Risk measure
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Spot market
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Spotmarkt
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Theorie
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Theory
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Time series analysis
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Zeitreihenanalyse
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1997-2008
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2003-2008
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Biofuel
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Biokraftstoff
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Causality analysis
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Commodity price
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Erdöl
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Hedging
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Kausalanalyse
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Petroleum
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Rohstoffpreis
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English
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McAleer, Michael
Ratti, Ronald A.
Yang, Lu
Chang, Chia-Lin
2
Tansuchat, Roengchai
2
Al-Yahyaee, Khamis Hamed
1
Byström, Hans N. E.
1
Chen, Wang
1
Feng, Jiabao
1
Han, Liyan
1
Hkiri, Besma
1
Hu, Shichao
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Kang, Sang Hoon
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Mensi, Walid
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Peng, Wei
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Yin, Libo
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Econometric Institute research papers
International review of economics & finance : IREF
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Modeling the joint dynamic value at risk of the volatility index, oil price, and exchange rate
Peng, Wei
;
Hu, Shichao
;
Chen, Wang
;
Zeng, Yu-feng
;
Yang, Lu
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 137-149
Persistent link: https://www.econbiz.de/10012202498
Saved in:
2
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:
3
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:
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