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subject:"Derivat"
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Derivat
ARCH model
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Commodity derivative
15
Rohstoffderivat
15
Volatility
13
Volatilität
13
ARCH-Modell
10
Oil price
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Spot market
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Spotmarkt
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Stochastic process
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1997-2008
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Agrarpreis
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Agricultural price
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Erneuerbare Ressourcen
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Modellierung
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Portfolio selection
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Portfolio-Management
2
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Risk measure
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McAleer, Michael
12
Chang, Chia-Lin
9
Tansuchat, Roengchai
5
Roengchai Tansuchat
2
Anh The Vo
1
Duc Hong Vo
1
Hammoudeh, Shawkat M.
1
Hooi Hooi Lean
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Tan Ngoc Vu
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Wang, Yu-Ann
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Zuo, Guangdong
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Econometric Institute research papers
Energy economics
236
Finance research letters
44
The journal of futures markets
43
The energy journal
37
International review of financial analysis
36
Economic modelling
32
International Journal of Energy Economics and Policy : IJEEP
32
International review of economics & finance : IREF
32
Applied economics
27
Research in international business and finance
24
Working paper
24
Journal of commodity markets
21
Applied economics letters
19
Journal of banking & finance
17
The North American journal of economics and finance : a journal of financial economics studies
12
American journal of agricultural economics
11
Journal of international money and finance
11
International journal of finance & economics : IJFE
10
OPEC energy review
10
CESifo working papers
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
Journal of empirical finance
9
Journal of international financial markets, institutions & money
9
Applied financial economics
8
International journal of forecasting
8
Review of quantitative finance and accounting
8
The European journal of finance
8
The empirical economics letters : a monthly international journal of economics
8
Cogent economics & finance
7
IMF working papers
7
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
7
Journal of forecasting
7
Applied economic perspectives and policy
6
Discussion paper / Centre for Economic Policy Research
6
ECB Working Paper
6
European journal of operational research : EJOR
6
Journal of risk and financial management : JRFM
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ECONIS (ZBW)
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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
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
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
Modelling long memory volatility in agricultural commodity futures returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009619551
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