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~isPartOf:"Energy economics"
~language:"ell"
~language:"eng"
~language:"grc"
~language:"hrv"
~language:"nld"
~language:"srp"
~person:"McAleer, Michael"
~subject:"EU countries"
~subject:"Estimation"
~subject:"International tourism"
~subject:"Portfolio selection"
~subject:"Theorie"
~subject:"Time series analysis"
~subject:"USA"
~subject:"Volatility"
~subject:"Welt"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Collection of articles written by one author"
~type_genre:"Sammlung"
~type_genre:"Übersichtsarbeit"
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EU countries
Estimation
International tourism
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Time series analysis
USA
Volatility
Welt
Zeitreihenanalyse
Commodity derivative
5
Rohstoffderivat
5
Volatilität
4
ARCH model
3
ARCH-Modell
3
Capital income
3
Hedging
3
Kapitaleinkommen
3
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3
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3
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2
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2
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2
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2
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1
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1
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1
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Covolatility spillovers
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Credit derivative
1
Depth
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Edelmetall
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Energy
1
Energy and agriculture
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Energy market
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McAleer, Michael
Hammoudeh, Shawkat
37
Tiwari, Aviral Kumar
30
Wang, Yudong
27
Smyth, Russell
26
Ji, Qiang
25
Ang, Beng-wah
22
Ma, Feng
22
Lee, Chien-chiang
21
Uddin, Mohammed Gazi Salah
21
Gupta, Rangan
19
Sueyoshi, Toshiyuki
19
Shahbaz, Muhammad
18
Apergēs, Nikolaos
16
Chevallier, Julien
16
Fan, Ying
16
Lin, Boqiang
16
Sadorsky, Perry A.
16
Wang, Shouyang
16
Bouri, Elie
15
Clarke, Leon
15
Kang, Sang Hoon
15
Shahzad, Syed Jawad Hussain
15
Demirer, Rıza
14
Do, Hung Xuan
14
Serletis, Apostolos
14
Yoon, Seong-min
14
Goto, Mika
13
Reilly, John M.
13
Böhringer, Christoph
12
Naeem, Muhammad Abubakr
12
Wen, Fenghua
12
Zhou, Peng
12
Benth, Fred Espen
11
Dai, Zhifeng
11
Ghoddusi, Hamed
11
Nguyen, Duc Khuong
11
Payne, James E.
11
Ren, Xiaohang
11
Umar, Muhammad
11
Wei, Yu
11
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Energy economics
Econometric reviews
18
Journal of econometrics
18
Journal of economic surveys
16
Journal of risk and financial management : JRFM
15
Applied economics
11
Annals of financial economics
7
International review of economics & finance : IREF
7
The North American journal of economics and finance : a journal of financial economics studies
7
Econometrics : open access journal
5
The Japanese economic review : the journal of the Japanese Economic Association
5
Applied financial economics
4
Econometric theory
4
International journal of forecasting
4
Journal of forecasting
4
Risks : open access journal
4
Tourism economics : the business and finance of tourism and recreation
4
Tourism management : research, policies, practice
4
Economics letters
3
Journal of applied econometrics
3
Contributions to financial econometrics : theoretical and practical issues
2
Issues in finance : credit, crises and policies
2
Journal of macroeconomics
2
Journal of travel research : a quarterly publication of the Travel and Tourism Research Association
2
Quantifying consumer preferences
2
The econometrics journal
2
The economic journal : the journal of the Royal Economic Society
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
The review of economics and statistics
2
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
Applied economics letters
1
Bulletin of economic research
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Computational economics
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Economia : revista da ANPEC
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Economic modelling
1
Economics of innovation and new technology
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Economies : open access journal
1
Finance research letters
1
Handbook of applied econometrics and statistical inference
1
International Journal of Financial Studies : open access journal
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ECONIS (ZBW)
6
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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
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:
3
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:
4
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:
5
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:
6
Market efficiency of oil spot and futures : a mean-variance and stochastic dominance approach
Hooi Hooi Lean
;
McAleer, Michael
;
Wong, Wing Keung
- In:
Energy economics
32
(
2010
)
5
,
pp. 979-986
Persistent link: https://www.econbiz.de/10008934355
Saved in:
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