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subject:"Derivat"
~person:"Ma, Feng"
~person:"McAleer, Michael"
~subject:"Oil price"
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Derivat
Oil price
Rohstoffderivat
88
Commodity derivative
86
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69
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68
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60
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59
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Ma, Feng
McAleer, Michael
Chang, Chia-Lin
22
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15
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15
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14
Manera, Matteo
14
Till, Hilary
14
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13
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13
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12
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11
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10
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10
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10
Baffes, John
9
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9
Tansuchat, Roengchai
9
Benth, Fred Espen
8
Luo, Jiawen
8
Peersman, Gert
8
Schlögl, Erik
8
Sévi, Benoît
8
Bouri, Elie
7
Cheng, Benjamin
7
Cortazar, Gonzalo
7
Ghoshray, Atanu
7
Mensi, Walid
7
Nikitopoulos, Christina Sklibosios
7
Petrella, Ivan
7
Roengchai Tansuchat
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Schwartz, Eduardo S.
7
Serletis, Apostolos
7
Torró, Hipòlit
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Zhang, Yue-jun
7
Anzuini, Alessio
6
Caporale, Guglielmo Maria
6
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6
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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
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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
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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
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