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~language:"eng"
~person:"Frey, Bruno S."
~person:"Lien, Da-hsiang Donald"
~person:"McAleer, Michael"
~person:"Phillips, Peter C. B."
~subject:"Commodity derivative"
~type_genre:"Article in journal"
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Commodity derivative
Theorie
410
Theory
410
Estimation theory
136
Schätztheorie
136
Time series analysis
127
Zeitreihenanalyse
127
Volatility
103
Volatilität
103
Estimation
91
Hedging
90
Schätzung
90
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68
United States
68
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61
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61
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57
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56
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Portfolio-Management
41
Einheitswurzeltest
36
Unit root test
36
Rohstoffderivat
34
Nichtparametrisches Verfahren
32
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32
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Frey, Bruno S.
Lien, Da-hsiang Donald
McAleer, Michael
Phillips, Peter C. B.
Irwin, Scott H.
41
Ma, Feng
30
García, Philip
25
Sanders, Dwight R.
21
Chevallier, Julien
18
Prokopczuk, Marcel
17
Kang, Sang Hoon
16
Miffre, Joëlle
16
Bouri, Elie
15
Wei, Yu
15
Hammoudeh, Shawkat
13
Ji, Qiang
13
Tse, Yiuman
13
Wang, Yudong
13
Zhang, Yaojie
13
Nguyen, Duc Khuong
12
Sauerbeck, A.
12
Todorova, Neda
12
Benth, Fred Espen
11
Hamori, Shigeyuki
11
Karali, Berna
11
McKenzie, Andrew M.
11
Tiwari, Aviral Kumar
11
Uddin, Mohammed Gazi Salah
11
Bohl, Martin T.
10
Brorsen, B. Wade
10
Chatrath, Arjun
10
Fernandez-Perez, Adrian
10
Liu, Qingfu
10
Pennings, Joost M. E.
10
Power, Gabriel J.
10
Cortazar, Gonzalo
9
Fan, John Hua
9
Fuertes, Ana María
9
Gong, Xu
9
Luo, Jiawen
9
Schwartz, Eduardo S.
9
Yang, Jian
9
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International review of economics & finance : IREF
6
Applied financial economics
5
Energy economics
5
The journal of futures markets
4
International review of financial analysis
3
Advances in quantitative analysis of finance and accounting : a research annual
1
Applied economics
1
Finance research letters
1
Global finance journal
1
International journal of financial markets and derivatives
1
International journal of forecasting
1
International journal of managerial finance : IJMF
1
Journal of banking & finance
1
Quarterly journal of business and economics : QJBE
1
The North American journal of economics and finance : a journal of financial economics studies
1
The energy journal
1
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ECONIS (ZBW)
34
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34
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1
Intraday return predictability in the crude oil market : the role of EIA inventory announcements
Wen, Zhuzhu
;
Indriawan, Ivan
;
Lien, Da-hsiang Donald
; …
- In:
The energy journal
44
(
2023
)
5
,
pp. 149-171
Persistent link: https://www.econbiz.de/10014380659
Saved in:
2
Bad volatility is not always bad : evidence from the commodity markets
Indriawan, Ivan
;
Lien, Da-hsiang Donald
;
Roh, Tai-Yong
; …
- In:
Applied economics
52
(
2020
)
40
,
pp. 4384-4402
Persistent link: https://www.econbiz.de/10012259062
Saved in:
3
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:
4
Are the S&P 500 index and crude oil, natural gas and ethanol futures related for intra-day data?
Caporin, Massimiliano
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 50-70
Persistent link: https://www.econbiz.de/10012202481
Saved in:
5
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:
6
Does the stock market drive herd behavior in commodity futures markets?
Demirer, Rıza
;
Lee, Hsiang-Tai
;
Lien, Da-hsiang Donald
- In:
International review of financial analysis
39
(
2015
),
pp. 32-44
Persistent link: https://www.econbiz.de/10011573052
Saved in:
7
Preferences of risk-averse and risk-seeking investors for oil spot and futures before, during and after the Global Financial Crisis
Hooi Hooi Lean
;
McAleer, Michael
;
Wong, Wing Keung
- In:
International review of economics & finance : IREF
40
(
2015
),
pp. 204-216
Persistent link: https://www.econbiz.de/10011573581
Saved in:
8
Conditional correlations and volatility spillovers between crude oil and stock index returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 116-138
Persistent link: https://www.econbiz.de/10009777824
Saved in:
9
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:
10
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
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