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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
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Efficient estimation and testing of oil futures contracts in a mutual offset system
McAleer, Michael; Sequeira, John M. - In: Applied financial economics 14 (2004) 13, pp. 953-962
Persistent link: https://www.econbiz.de/10002195488
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Modelling time-vaying conditionl correlations in the volatility of Tapus oil spot and forward returns
Manera, Matteo; McAleer, Michael; Grasso, Margherita - In: Applied financial economics 16 (2006) 7, pp. 525-533
Persistent link: https://www.econbiz.de/10003320406
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Pricing of non-ferrous metals futures on the London metal exchange
Watkins, Clinton; McAleer, Michael - In: Applied financial economics 16 (2006) 12, pp. 853-880
Persistent link: https://www.econbiz.de/10003377835
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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