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subject:"Derivat"
~person:"Chang, Chia-Lin"
~subject:"Oil price"
~subject:"Ölmarkt"
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Derivat
Oil price
Ölmarkt
Commodity derivative
33
Rohstoffderivat
33
Volatility
29
Volatilität
29
ARCH model
25
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Chang, Chia-Lin
McAleer, Michael
31
Ma, Feng
27
Wei, Yu
16
Irwin, Scott H.
15
Manera, Matteo
15
Kilian, Lutz
14
Till, Hilary
14
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13
Wang, Yudong
13
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12
Hammoudeh, Shawkat
11
Chevallier, Julien
10
Cortazar, Gonzalo
10
Kang, Sang Hoon
10
Prokopczuk, Marcel
10
Baffes, John
9
García, Philip
9
Korn, Olaf
9
Tansuchat, Roengchai
9
Benth, Fred Espen
8
Luo, Jiawen
8
Peersman, Gert
8
Schlögl, Erik
8
Schwartz, Eduardo S.
8
Sévi, Benoît
8
Bouri, Elie
7
Cheng, Benjamin
7
Ghoshray, Atanu
7
Gong, Xu
7
Mensi, Walid
7
Nikitopoulos, Christina Sklibosios
7
Petrella, Ivan
7
Roengchai Tansuchat
7
Sanders, Dwight R.
7
Serletis, Apostolos
7
Torró, Hipòlit
7
Zhang, Yue-jun
7
Anzuini, Alessio
6
Caporale, Guglielmo Maria
6
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3
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2
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International review of economics & finance : IREF
1
The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
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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
Saved in:
2
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:
3
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:
4
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:
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
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
Crude oil hedging strategies using dynamic multivariate GARCH
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
- In:
Energy economics
33
(
2011
)
5
,
pp. 912-923
Persistent link: https://www.econbiz.de/10009382992
Saved in:
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