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Modelling the relationship between crude oil and agricultural commodity prices
Duc Hong Vo; Tan Ngoc Vu; Anh The Vo; McAleer, Michael - 2018
Persistent link: https://www.econbiz.de/10011987133
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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
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Latent volatility granger causality and spillovers in renewable energy and crude oil ETFs
Chang, Chia-Lin; McAleer, Michael; Wang, Yu-Ann - 2018
Persistent link: https://www.econbiz.de/10011863536
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Risk-averse and risk-seeking investor preferences for oil spot and futurues
Hooi Hooi Lean; McAleer, Michael; Wong, Wing Keung - 2013
Persistent link: https://www.econbiz.de/10010198257
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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
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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
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Crude oil hedging strategies using dynamic multivariate GARCH
Roengchai Tansuchat; Chang, Chia-Lin; McAleer, Michael - 2010
Persistent link: https://www.econbiz.de/10003987324
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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
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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