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:"Chatrath, Arjun"
~person:"McAleer, Michael"
~person:"Zagaglia, Paolo"
~subject:"ARCH model"
~subject:"ARCH-Modell"
~subject:"Effizienzmarkthypothese"
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
| 7 applied filters
Year of publication
From:
To:
Subject
All
Derivat
ARCH model
ARCH-Modell
Effizienzmarkthypothese
Rohstoffderivat
72
Commodity derivative
70
Volatilität
44
Volatility
43
Ölpreis
31
Oil price
30
USA
25
Spotmarkt
24
Spillover-Effekt
23
Spot market
23
United States
23
Spillover effect
22
Estimation
18
Kapitaleinkommen
18
Schätzung
18
Capital income
17
Welt
15
World
14
Hedging
12
Commodity price
11
Erdöl
11
Petroleum
11
Rohstoffpreis
11
Time series analysis
11
Zeitreihenanalyse
11
Risikoaversion
10
Risk aversion
10
Theorie
10
Theory
10
Causality analysis
8
Kausalanalyse
8
Korrelation
8
Stochastic process
8
Stochastischer Prozess
8
Correlation
7
Erneuerbare Ressourcen
7
Renewable resources
7
more ...
less ...
Online availability
All
Free
25
Undetermined
4
Type of publication
All
Book / Working Paper
32
Article
13
Type of publication (narrower categories)
All
Working Paper
24
Arbeitspapier
23
Graue Literatur
23
Non-commercial literature
23
Article in journal
13
Aufsatz in Zeitschrift
13
Language
All
English
45
Author
All
Chatrath, Arjun
McAleer, Michael
Zagaglia, Paolo
Ma, Feng
28
Chang, Chia-Lin
26
Irwin, Scott H.
13
Manera, Matteo
13
García, Philip
11
Zhang, Yaojie
11
Tansuchat, Roengchai
10
Till, Hilary
10
Nicolini, Marcella
9
Roengchai Tansuchat
9
Wang, Yudong
9
Wei, Yu
9
Benth, Fred Espen
8
Karali, Berna
8
Prokopczuk, Marcel
8
Schlögl, Erik
8
Cheng, Benjamin
7
Chevallier, Julien
7
Hammoudeh, Shawkat
7
Palaniappan Shanmugam, Velmurugan
7
Tse, Yiuman
7
Algieri, Bernardina
6
Bohl, Martin T.
6
Lien, Da-hsiang Donald
6
Liu, Jing
6
Liu, Qingfu
6
Lu, Xinjie
6
McKenzie, Andrew M.
6
Nguyen, Duc Khuong
6
Nikitopoulos, Christina Sklibosios
6
Todorova, Neda
6
Torró, Hipòlit
6
Wang, George H. K.
6
Xiong, Tao
6
Bouri, Elie
5
Hamori, Shigeyuki
5
Hoffman, Linwood A.
5
Huang, Dengshi
5
more ...
less ...
Institution
All
University of Canterbury / Dept. of Economics and Finance
2
Published in...
All
Econometric Institute research papers
11
Working paper
6
Energy economics
5
Applied financial economics
2
Discussion paper / Tinbergen Institute
2
International review of economics & finance : IREF
2
Working papers / Department of Economics, Stockholms Universitet
2
Applied economics letters
1
Bank of Finland research discussion papers
1
Finance research letters
1
International journal of forecasting
1
Nota di Lavoro
1
Nota di lavoro / Fondazione Eni Enrico Mattei
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)
44
EconStor
1
Showing
1
-
10
of
45
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The co-movements along the forward curve of natural gas futures: a structural view
Spargoli, Fabrizio
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003762669
Saved in:
2
Along the forward curve for natural gas : unobservable shocks and dynamic correlations
Spargoli, Fabrizio
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003521058
Saved in:
3
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:
4
A note on the conditional correlation between energy prices : evidence from future markets
Marzo, Massimiliano
;
Zagaglia, Paolo
- In:
Energy economics
30
(
2008
)
5
,
pp. 2454-2458
Persistent link: https://www.econbiz.de/10003773784
Saved in:
5
Modeling dynamic conditional correlations in WTI oil forward and futures returns
Lanza, Alessandro
;
Manera, Matteo
;
McAleer, Michael
- In:
Finance research letters
3
(
2006
)
2
,
pp. 114-132
Persistent link: https://www.econbiz.de/10003333927
Saved in:
6
Pricing of non-ferrous metals futures on the London metal exchange
Watkins, Clinton
;
McAleer, Michael
- In:
Applied financial economics
16
(
2006
)
12
,
pp. 853-880
Persistent link: https://www.econbiz.de/10003377835
Saved in:
7
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:
8
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:
9
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:
10
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:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
