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~isPartOf:"Energy economics"
~isPartOf:"Quantitative finance"
~person:"Chang, Chia-Lin"
~person:"Huang, Dengshi"
~subject:"Energy and agriculture"
~subject:"Estimation"
~subject:"Stock market"
~subject:"Time series analysis"
~subject:"Volatilität"
~subject:"Ölpreis"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Volatility"
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Volatilität
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Volatility
8
ARCH model
7
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7
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5
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5
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4
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Aufsatz in Zeitschrift
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Chang, Chia-Lin
Huang, Dengshi
Ma, Feng
21
Tiwari, Aviral Kumar
20
Hammoudeh, Shawkat
18
Bouri, Elie
14
Wang, Yudong
14
Gupta, Rangan
13
Ji, Qiang
11
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10
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10
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9
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9
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9
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8
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8
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7
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7
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7
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7
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7
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6
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6
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6
Lucey, Brian M.
6
Roubaud, David
6
Wohar, Mark E.
6
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6
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5
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5
Filis, George
5
Hasanov, Akram Shavkatovich
5
Liu, Bing-Yue
5
Liu, Li
5
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5
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5
Sitara Karim
5
Soytaş, Uǧur
5
Wang, Jiqian
5
Wang, Shouyang
5
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5
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4
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5
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4
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3
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3
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ECONIS (ZBW)
8
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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
Forecasting oil futures price volatility : new evidence from realized range-based volatility
Ma, Feng
;
Zhang, Yaojie
;
Huang, Dengshi
;
Lai, Xiaodong
- In:
Energy economics
75
(
2018
),
pp. 400-409
Persistent link: https://www.econbiz.de/10011974360
Saved in:
3
Forecasting the realized volatility of the oil futures market : a regime switching approach
Ma, Feng
;
Wahab, M. I. M.
;
Huang, Dengshi
;
Xu, Weiju
- In:
Energy economics
67
(
2017
),
pp. 136-145
Persistent link: https://www.econbiz.de/10011897885
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
Measuring contagion between energy market and stock market during financial crisis : a copula approach
Wen, Xiaoqian
;
Wei, Yu
;
Huang, Dengshi
- In:
Energy economics
34
(
2012
)
5
,
pp. 1435-1446
Persistent link: https://www.econbiz.de/10009688078
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
Forecasting crude oil market volatility : further evidence using GARCH-class models
Wei, Yu
;
Wang, Yudong
;
Huang, Dengshi
- In:
Energy economics
32
(
2010
)
6
,
pp. 1485-1498
Persistent link: https://www.econbiz.de/10008935972
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:
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