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~language:"eng"
~person:"Hamori, Shigeyuki"
~person:"McAleer, Michael"
~subject:"Basel Accord"
~subject:"Commodity derivative"
~type_genre:"Article in journal"
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Basel Accord
Commodity derivative
Theorie
105
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105
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105
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105
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75
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74
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72
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Hamori, Shigeyuki
McAleer, Michael
Irwin, Scott H.
41
Ma, Feng
30
García, Philip
25
Lien, Da-hsiang Donald
21
Sanders, Dwight R.
21
Chevallier, Julien
18
Kang, Sang Hoon
17
Prokopczuk, Marcel
17
Miffre, Joëlle
16
Abbas, Faisal
15
Bouri, Elie
15
Moosa, Imad A.
15
Wei, Yu
15
Hammoudeh, Shawkat
14
Ji, Qiang
14
Wang, Yudong
14
Rösch, Daniel
13
Tiwari, Aviral Kumar
13
Tse, Yiuman
13
Uddin, Mohammed Gazi Salah
13
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13
Nguyen, Duc Khuong
12
Ozdemir, Bogie
12
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12
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12
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12
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11
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11
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11
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10
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10
Chatrath, Arjun
10
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10
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10
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10
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10
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Energy economics
6
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4
Applied economics letters
3
International review of economics & finance : IREF
3
Journal of forecasting
3
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2
Journal of risk and financial management : JRFM
2
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2
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2
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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ECONIS (ZBW)
35
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21
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:
22
A decision rule to minimize daily capital charges in forecasting value-at-risk
McAleer, Michael
;
Jimenez-Martin, Juan-Angel
;
Pérez …
- In:
Journal of forecasting
29
(
2010
)
7
,
pp. 617-634
Persistent link: https://www.econbiz.de/10008935446
Saved in:
23
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:
24
The ten commandments for managing value at risk under the Basel II Accord
Jiménez-Martín, Juan-Ángel
;
McAleer, Michael
;
Pérez …
- In:
Journal of economic surveys
23
(
2009
)
5
,
pp. 850-855
Persistent link: https://www.econbiz.de/10003906435
Saved in:
25
The ten commandments for optimizing value-at-risk and daily capital charges
McAleer, Michael
- In:
Journal of economic surveys
23
(
2009
)
5
,
pp. 831-849
Persistent link: https://www.econbiz.de/10003906434
Saved in:
26
Information content of commodity futures prices for monetary policy
Bhar, Ramaprasad
;
Hamori, Shigeyuki
- In:
Economic modelling
25
(
2008
)
2
,
pp. 274-283
Persistent link: https://www.econbiz.de/10003724834
Saved in:
27
Single-index and portfolio models for forecasting value-at-risk thresholds
McAleer, Michael
;
Da Veiga, Bernardo
- In:
Journal of forecasting
27
(
2008
)
3
,
pp. 217-235
Persistent link: https://www.econbiz.de/10003738590
Saved in:
28
Component structures of agricultural commodity futures traded on the Tokyo grain exchange
Bhar, Ramaprasad
;
Hamori, Shigeyuki
- In:
Asia-Pacific financial markets
13
(
2006
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10003496741
Saved in:
29
Linkages among agricultural commodity futures prices : some further evidence from Tokyo
Bhar, Ramaprasad
;
Hamori, Shigeyuki
- In:
Applied economics letters
13
(
2006
)
8
,
pp. 535-539
Persistent link: https://www.econbiz.de/10003348056
Saved in:
30
Modeling dynamic conditional correlations in WTI oil forward and futures returns
Lanza, Alessandro
;
Manera, Matteo
;
McAleer, Michael
- In:
Finance research letters
3
(
2006
)
2
,
pp. 114-132
Persistent link: https://www.econbiz.de/10003333927
Saved in:
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