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"
~person:"Chang, Chia-Lin"
~subject:"ARCH model"
~subject:"Ölpreis"
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
| 4 applied filters
Year of publication
From:
To:
Subject
All
Derivat
ARCH model
Ölpreis
Commodity derivative
33
Rohstoffderivat
33
Volatility
29
Volatilität
29
ARCH-Modell
25
Oil price
21
Spillover effect
16
Spillover-Effekt
16
Capital income
13
Estimation
13
Kapitaleinkommen
13
Schätzung
13
Spot market
11
Spotmarkt
11
Welt
11
World
11
Time series analysis
9
Zeitreihenanalyse
9
Causality analysis
8
Kausalanalyse
8
Erneuerbare Ressourcen
7
Hedging
7
Renewable resources
7
USA
7
United States
7
Theorie
6
Theory
6
Biofuel
5
Biokraftstoff
5
Commodity price
5
Rohstoffpreis
5
Agrarpreis
4
Agricultural price
4
Erdöl
4
Market liquidity
4
Marktliquidität
4
Mathematical programming
4
Mathematische Optimierung
4
more ...
less ...
Online availability
All
Free
18
Undetermined
2
Type of publication
All
Book / Working Paper
22
Article
5
Type of publication (narrower categories)
All
Arbeitspapier
14
Graue Literatur
14
Non-commercial literature
14
Working Paper
14
Article in journal
5
Aufsatz in Zeitschrift
5
Language
All
English
27
Author
All
Chang, Chia-Lin
McAleer, Michael
39
Ma, Feng
30
Manera, Matteo
23
Wei, Yu
16
Irwin, Scott H.
15
Chevallier, Julien
14
Till, Hilary
14
Wang, Yudong
14
Hammoudeh, Shawkat
13
Ji, Qiang
13
Kilian, Lutz
13
Zhang, Yaojie
13
Tansuchat, Roengchai
11
Kang, Sang Hoon
10
Prokopczuk, Marcel
10
Baffes, John
9
Bouri, Elie
9
García, Philip
9
Lombardi, Marco J.
9
Luo, Jiawen
9
Nicolini, Marcella
9
Roengchai Tansuchat
9
Sévi, Benoît
9
Benth, Fred Espen
8
Karali, Berna
8
Matthies, Klaus
8
Nguyen, Duc Khuong
8
Nikitopoulos, Christina Sklibosios
8
Peersman, Gert
8
Schlögl, Erik
8
Serletis, Apostolos
8
Vigfusson, Robert J.
8
Anzuini, Alessio
7
Cheng, Benjamin
7
Cortazar, Gonzalo
7
Ghoshray, Atanu
7
Gupta, Rangan
7
Li, Bingxin
7
Lu, Xinjie
7
more ...
less ...
Institution
All
University of Canterbury / Dept. of Economics and Finance
1
Published in...
All
Econometric Institute research papers
9
Working paper
4
Energy economics
3
Discussion paper / Tinbergen Institute
1
International review of economics & finance : IREF
1
The North American journal of economics and finance : a journal of financial economics studies
1
Tinbergen Institute Discussion Paper 2018-052/III
1
more ...
less ...
Source
All
ECONIS (ZBW)
27
Showing
1
-
10
of
27
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
Conditional correlations and volatility spillovers between crude oil and stock index returns
Roengchai Tansuchat
;
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008669344
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/10008669351
Saved in:
5
Analyzing and forecasting volatility spillovers, asymmetries and hedging in major oil markets
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
-
2010
Persistent link: https://www.econbiz.de/10008669993
Saved in:
6
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:
7
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:
8
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:
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
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
