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~subject:"Index futures"
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Index futures
Volatility
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Volatilität
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ARCH model
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ARCH-Modell
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Exchange rate
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Wechselkurs
6
Oil price
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USA
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United States
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Spillover effect
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Aktienindex
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Estimation
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Multivariate GARCH-BEKK
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Oil spot and futures
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Wei, Ching Chun
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Chen, Chung-Hsuan
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Lin, Ya-Ling
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International Journal of Energy Economics and Policy : IJEEP
2
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ECONIS (ZBW)
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1
Carbon future price return, oil future price return and stock index future price return in the U.S.
Wei, Ching Chun
;
Lin, Ya-Ling
- In:
International Journal of Energy Economics and Policy : IJEEP
6
(
2016
)
4
,
pp. 655-662
Persistent link: https://www.econbiz.de/10011550607
Saved in:
2
Does WTI oil price returns volatility spillover to the exchange rate and stock index in the US?
Wei, Ching Chun
;
Chen, Chung-Hsuan
- In:
International Journal of Energy Economics and Policy : IJEEP
4
(
2014
)
2
,
pp. 189-197
Persistent link: https://www.econbiz.de/10011286260
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