//--> //--> //--> //-->
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"
~subject:"ARCH model"
~subject:"ARCH-Modell"
~subject:"Effizienzmarkthypothese"
~subject:"Volatility"
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
Volatility
Rohstoffderivat
68
Commodity derivative
66
Volatilität
41
Ölpreis
29
Oil price
28
Spotmarkt
24
Spot market
23
Spillover-Effekt
21
Spillover effect
20
USA
19
United States
19
Kapitaleinkommen
18
Capital income
17
Estimation
17
Schätzung
17
Welt
15
World
14
Hedging
12
Risikoaversion
10
Risk aversion
10
Theorie
10
Theory
10
Commodity price
9
Erdöl
9
Petroleum
9
Rohstoffpreis
9
Time series analysis
9
Zeitreihenanalyse
9
Causality analysis
8
Kausalanalyse
8
Stochastic process
8
Stochastischer Prozess
8
Erneuerbare Ressourcen
7
Renewable resources
7
Korrelation
6
Agrarpreis
5
more ...
less ...
Online availability
All
Free
30
Undetermined
5
Type of publication
All
Book / Working Paper
37
Article
14
Type of publication (narrower categories)
All
Working Paper
27
Arbeitspapier
26
Graue Literatur
26
Non-commercial literature
26
Article in journal
14
Aufsatz in Zeitschrift
14
Language
All
English
51
Author
All
Chatrath, Arjun
McAleer, Michael
Ma, Feng
31
Chang, Chia-Lin
30
Prokopczuk, Marcel
25
Manera, Matteo
23
Arezki, Rabah
22
Frankel, Jeffrey A.
16
García, Philip
15
Wei, Yu
15
Irwin, Scott H.
14
Chevallier, Julien
13
Nicolini, Marcella
13
Tansuchat, Roengchai
13
Vespignani, Joaquin
13
Wang, Yudong
13
Benth, Fred Espen
12
Bohl, Martin T.
12
Bouri, Elie
12
Hammoudeh, Shawkat
12
Ji, Qiang
12
Lederman, Daniel
12
Ploeg, Frederick van der
12
Zhang, Yaojie
12
Fernandez-Perez, Adrian
11
Karali, Berna
11
Lien, Da-hsiang Donald
11
Miffre, Joëlle
11
Till, Hilary
11
Triantafyllou, Athanasios
11
Zhao, Hongyan
11
Algieri, Bernardina
10
Gupta, Rangan
10
Nguyen, Duc Khuong
10
Nikitopoulos, Christina Sklibosios
10
Power, Gabriel J.
10
Roengchai Tansuchat
10
Wang, George H. K.
10
Borensztein, Eduardo
9
Jacks, David S.
9
Jeanne, Olivier
9
more ...
less ...
Institution
All
University of Canterbury / Dept. of Economics and Finance
3
Published in...
All
Econometric Institute research papers
14
Working paper
8
Energy economics
4
Applied financial economics
3
Discussion paper / Tinbergen Institute
3
International review of economics & finance : IREF
2
Finance research letters
1
International journal of forecasting
1
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
The journal of futures markets
1
Tinbergen Institute Discussion Paper 2018-052/III
1
more ...
less ...
Source
All
ECONIS (ZBW)
50
EconStor
1
Showing
1
-
10
of
51
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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 time-vaying conditionl correlations in the volatility of Tapus oil spot and forward returns
Manera, Matteo
;
McAleer, Michael
;
Grasso, Margherita
- In:
Applied financial economics
16
(
2006
)
7
,
pp. 525-533
Persistent link: https://www.econbiz.de/10003320406
Saved in:
4
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:
5
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:
6
Modelling conditional correlations in the volatility of Asian rubber spot and futures returns
Khamkaew, Tanchanok
;
Tansuchat, Roengchai
;
Chang, Chia-Lin
-
2009
Persistent link: https://www.econbiz.de/10003908711
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
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->