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~isPartOf:"Energy economics"
~isPartOf:"International journal of forecasting"
~language:"eng"
~person:"McAleer, Michael"
~person:"Stark, Oded"
~type_genre:"Article in journal"
~type_genre:"Bibliography included"
~type_genre:"Non-commercial literature"
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Commodity derivative
6
Rohstoffderivat
6
Volatility
6
Volatilität
6
ARCH model
5
ARCH-Modell
5
Capital income
4
Kapitaleinkommen
4
Estimation
3
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Hedging
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Oil price
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1978-2008
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English
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McAleer, Michael
Stark, Oded
Hammoudeh, Shawkat
49
Smyth, Russell
46
Lee, Chien-chiang
44
Lin, Boqiang
44
Tiwari, Aviral Kumar
39
Shahbaz, Muhammad
37
Sueyoshi, Toshiyuki
37
Dong, Kangyin
36
Su, Bin
36
Fildes, Robert
35
Hyndman, Rob J.
35
Ji, Qiang
33
Makridakis, Spyros G.
33
Apergēs, Nikolaos
32
Wang, Yudong
32
Ang, Beng-wah
31
Clements, Michael P.
30
Gupta, Rangan
29
Goodwin, Paul
28
Stekler, Herman O.
28
Fan, Ying
26
Uddin, Mohammed Gazi Salah
26
Clarke, Leon
25
Goto, Mika
25
Ma, Feng
25
Sadorsky, Perry A.
25
Wang, Shouyang
25
Awaworyi Churchill, Sefa
23
Shi, Xunpeng
23
Wei, Yi-Ming
23
Böhringer, Christoph
21
Franses, Philip Hans
21
Weron, Rafał
21
Bunn, Derek W.
20
Dong, Xiucheng
20
Filippini, Massimo
20
Nikolopoulos, Konstantinos
20
Wen, Fenghua
20
Zhou, Peng
20
Naeem, Muhammad Abubakr
19
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Energy economics
International journal of forecasting
Econometric Institute research papers
239
Discussion paper / Tinbergen Institute
136
Working paper
121
ZEF discussion papers on development policy
103
University of Tübingen working papers in economics and finance
50
Discussion paper series / IZA
33
Economics letters
32
Journal of economic surveys
26
Journal of econometrics
21
Journal of risk and financial management : JRFM
21
Econometric reviews
20
IHS economics series : working paper
19
Annals of financial economics
16
International review of economics & finance : IREF
16
Discussion paper series Migration and Development Program
14
Reihe Ökonomie
14
Working papers in quantitative economics and econometrics
14
Applied economics
13
School of Accounting, Finance and Economics & FEMARC working paper series
13
Discussion paper / Institute of Social and Economic Research
12
Discussion paper series / Harvard Institute of Economic Research
11
CMR working papers
10
University of Tübingen working papers in business and economics
10
Journal of economic behavior & organization : JEBO
7
Risks : open access journal
7
The North American journal of economics and finance : a journal of financial economics studies
7
Econometric theory
6
Econometrics : open access journal
6
Journal of evolutionary economics : JEE
6
Applied financial economics
5
DRD discussion paper
5
Journal of development economics
5
Journal of forecasting
5
Public choice
5
Review of development economics
5
The Japanese economic review : the journal of the Japanese Economic Association
5
The economic journal : the journal of the Royal Economic Society
5
Tourism economics : the business and finance of tourism and recreation
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ECONIS (ZBW)
13
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1
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:
2
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:
3
Analyzing fixed-event forecast revisions
Chang, Chia-Lin
;
Bruijn, Bert de
;
Franses, Philip Hans
; …
- In:
International journal of forecasting
29
(
2013
)
4
,
pp. 622-627
Persistent link: https://www.econbiz.de/10010212461
Saved in:
4
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:
5
Asymmetric adjustments in the ethanol and grains markets
Chang, Chia-Lin
;
Chen, Li-Hsueh
;
Hammoudeh, Shawkat
; …
- In:
Energy economics
34
(
2012
)
6
,
pp. 1990-2002
Persistent link: https://www.econbiz.de/10009688901
Saved in:
6
Causality between market liquidity and depth for energy and grains
Sari, Ramazan
;
Hammoudeh, Shawkat
;
Chang, Chia-Lin
; …
- In:
Energy economics
34
(
2012
)
5
,
pp. 1683-1692
Persistent link: https://www.econbiz.de/10009687959
Saved in:
7
Forecasting Value-at-Risk using nonlinear regression quantiles and the intra-day range
Chen, Cathy W. S.
;
Gerlach, Richard
;
Hwang, Bruce B. K.
; …
- In:
International journal of forecasting
28
(
2012
)
3
,
pp. 557-574
Persistent link: https://www.econbiz.de/10009658352
Saved in:
8
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:
9
How accurate are government forecasts of economic fundamentals? : the case of Taiwan
Chang, Chia-Lin
;
Franses, Philip Hans
;
McAleer, Michael
- In:
International journal of forecasting
27
(
2011
)
4
,
pp. 1066-1075
Persistent link: https://www.econbiz.de/10009316905
Saved in:
10
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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