//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Derivat"
~isPartOf:"Applied financial economics"
~isPartOf:"Econometric Institute research papers"
~subject:"ARCH model"
~subject:"ARCH-Modell"
~subject:"Hedging"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Remodeling the Working-Kaldor...
Similar by subject
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Derivat
ARCH model
ARCH-Modell
Hedging
Commodity derivative
42
Rohstoffderivat
42
Volatility
19
Volatilität
19
USA
17
United States
17
Estimation
15
Schätzung
15
Oil price
11
Ölpreis
11
Commodity price
9
Rohstoffpreis
9
Spot market
8
Spotmarkt
8
Erdöl
7
Petroleum
7
Theorie
7
Theory
7
Welt
7
World
7
Capital income
6
Kapitaleinkommen
6
Spillover effect
6
Spillover-Effekt
6
Börsenkurs
5
Efficient market hypothesis
5
Effizienzmarkthypothese
5
Share price
5
Derivative
4
Großbritannien
4
United Kingdom
4
Causality analysis
3
Commodity exchange
3
Kausalanalyse
3
Risikoaversion
3
Risk aversion
3
more ...
less ...
Online availability
All
Free
11
Type of publication
All
Book / Working Paper
11
Article
8
Type of publication (narrower categories)
All
Arbeitspapier
11
Graue Literatur
11
Non-commercial literature
11
Working Paper
11
Article in journal
8
Aufsatz in Zeitschrift
8
Language
All
English
19
Author
All
McAleer, Michael
11
Chang, Chia-Lin
9
Tansuchat, Roengchai
5
Roengchai Tansuchat
2
Adrangi, Bahram
1
Andersson, Henrik
1
Chatrath, Arjun
1
Hammoudeh, Shawkat M.
1
Hamori, Shigeyuki
1
Hooi Hooi Lean
1
Lee, Hsiang-tai
1
Lien, Da-hsiang Donald
1
Mazaheri, A.
1
Moosa, Imad A.
1
Nakajima, Tadahiro
1
Pederzoli, C.
1
Ripple, Ronald D.
1
Shrestha, Keshab
1
Torricelli, Costanza
1
Toyoshima, Yuki
1
Wang, Yu-Ann
1
Wong, Wing Keung
1
Yuan, Yuan
1
Zuo, Guangdong
1
more ...
less ...
Published in...
All
Applied financial economics
Econometric Institute research papers
Energy economics
139
The journal of futures markets
55
International review of financial analysis
36
Finance research letters
31
Economic modelling
29
International review of economics & finance : IREF
28
Applied economics
23
Journal of banking & finance
20
Journal of commodity markets
18
Research in international business and finance
18
International Journal of Energy Economics and Policy : IJEEP
17
The energy journal
16
Working paper
16
Applied economics letters
14
American journal of agricultural economics
13
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
10
European review of agricultural economics : ERAE
9
Journal of empirical finance
9
The North American journal of economics and finance : a journal of financial economics studies
9
International journal of finance & economics : IJFE
8
Journal of international financial markets, institutions & money
8
Applied economic perspectives and policy
7
European journal of operational research : EJOR
7
The European journal of finance
7
Cogent economics & finance
6
Finance India : the quarterly journal of Indian Institute of Finance
6
IIMB management review
6
International journal of forecasting
6
Journal of international money and finance
6
Journal of risk and financial management : JRFM
6
Pacific-Basin finance journal
6
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
6
The empirical economics letters : a monthly international journal of economics
6
Agricultural economics : the journal of the International Association of Agricultural Economists
5
International journal of theoretical and applied finance
5
Journal of forecasting
5
NBER working paper series
5
Quantitative finance
5
more ...
less ...
Source
All
ECONIS (ZBW)
19
Showing
1
-
10
of
19
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Are commodity prices mean reverting?
Andersson, Henrik
- In:
Applied financial economics
17
(
2007
)
10/12
,
pp. 769-783
Persistent link: https://www.econbiz.de/10003537543
Saved in:
2
Volatility spillovers and causality of carbon emissions, oil and coal spot and futures for the EU and USA
Chang, Chia-Lin
;
McAleer, Michael
;
Zuo, Guangdong
-
2017
-
Revised: May 2017
Persistent link: https://www.econbiz.de/10011965722
Saved in:
3
Hedging effectiveness and futures contract maturity : the case of NYMEX crude oil futures
Ripple, Ronald D.
;
Moosa, Imad A.
- In:
Applied financial economics
17
(
2007
)
7/9
,
pp. 683-689
Persistent link: https://www.econbiz.de/10003491216
Saved in:
4
Modelling long memory volatility in agricultural commodity futures returns
Tansuchat, Roengchai
;
Chang, Chia-Lin
;
McAleer, Michael
-
2009
Persistent link: https://www.econbiz.de/10003909568
Saved in:
5
Crude oil hedging strategies using dynamic multivariate GARCH
Roengchai Tansuchat
;
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10003987324
Saved in:
6
Conditional correlations and volatility spillovers between crude oil and stock index returns
Tansuchat, Roengchai
;
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10003987330
Saved in:
7
Analyzing and forecasting volatility spillovers and asymmetries in major crude oil spot, forward and futures markets
Chang, Chia-Lin
;
McAleer, Michael
;
Tansuchat, Roengchai
-
2010
Persistent link: https://www.econbiz.de/10003987336
Saved in:
8
Exchange rate and industrial commodity volatility transmissions, asymmetries and hedging strategies
Hammoudeh, Shawkat M.
;
Yuan, Yuan
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10003987666
Saved in:
9
Modelling conditional correlations for risk diversification in crude oil markets
Chang, Chia-Lin
;
McAleer, Michael
;
Tansuchat, Roengchai
-
2009
Persistent link: https://www.econbiz.de/10003877105
Saved in:
10
Forecasting volatility and spillovers in crude oil spot, forward and futures markets
Chang, Chia-Lin
;
McAleer, Michael
;
Tansuchat, Roengchai
-
2009
Persistent link: https://www.econbiz.de/10003877109
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->