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:"McAleer, Michael"
~person:"Sévi, Benoît"
~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
Ölpreis
Rohstoffderivat
67
Commodity derivative
65
Volatilität
43
Volatility
42
ARCH-Modell
34
Oil price
34
ARCH model
33
Spotmarkt
24
Spot market
23
Kapitaleinkommen
21
Spillover-Effekt
21
Capital income
20
Spillover effect
20
Welt
17
World
16
Estimation
15
Schätzung
15
USA
13
United States
13
Erdöl
12
Petroleum
12
Hedging
11
Theorie
11
Theory
11
Risikoaversion
10
Risk aversion
10
Time series analysis
9
Zeitreihenanalyse
9
Causality analysis
8
Commodity price
8
Kausalanalyse
8
Rohstoffpreis
8
Stochastic process
8
Stochastischer Prozess
8
Erneuerbare Ressourcen
7
Korrelation
7
Renewable resources
7
Ölmarkt
7
Commodity exchange
6
more ...
less ...
Online availability
All
Free
24
Undetermined
3
Type of publication
All
Book / Working Paper
28
Article
11
Type of publication (narrower categories)
All
Working Paper
20
Arbeitspapier
19
Graue Literatur
18
Non-commercial literature
18
Article in journal
10
Aufsatz in Zeitschrift
10
Language
All
English
39
Author
All
McAleer, Michael
Sévi, Benoît
Ma, Feng
27
Chang, Chia-Lin
22
Irwin, Scott H.
15
Manera, Matteo
15
Wei, Yu
15
Till, Hilary
14
Ji, Qiang
13
Kilian, Lutz
13
Wang, Yudong
13
Zhang, Yaojie
12
Hammoudeh, Shawkat
11
Chevallier, Julien
10
Kang, Sang Hoon
10
Prokopczuk, Marcel
10
Baffes, John
9
García, Philip
9
Lombardi, Marco J.
9
Tansuchat, Roengchai
9
Benth, Fred Espen
8
Luo, Jiawen
8
Matthies, Klaus
8
Peersman, Gert
8
Schlögl, Erik
8
Anzuini, Alessio
7
Bouri, Elie
7
Cheng, Benjamin
7
Cortazar, Gonzalo
7
Ghoshray, Atanu
7
Mensi, Walid
7
Nikitopoulos, Christina Sklibosios
7
Pagano, Patrizio
7
Petrella, Ivan
7
Roengchai Tansuchat
7
Schwartz, Eduardo S.
7
Serletis, Apostolos
7
Torró, Hipòlit
7
Zhang, Yue-jun
7
Caporale, Guglielmo Maria
6
more ...
less ...
Published in...
All
Econometric Institute research papers
9
Working paper
6
Energy economics
3
Discussion paper / Tinbergen Institute
2
International review of economics & finance : IREF
2
Economic modelling
1
European journal of operational research : EJOR
1
FEEM Working Paper
1
Finance research letters
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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 energy journal
1
Tinbergen Institute Discussion Paper 2018-052/III
1
Working paper series / Ipag Business School : working paper
1
more ...
less ...
Source
All
ECONIS (ZBW)
38
EconStor
1
Showing
1
-
10
of
39
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Explaining the convenience yield in the WTI crude oil market using realized volatility and jumps
Sévi, Benoît
- In:
Economic modelling
44
(
2015
),
pp. 243-251
Persistent link: https://www.econbiz.de/10011326237
Saved in:
2
Explaining the convenience yield in the WTI crude oil market using realized volatility and jumps
Sévi, Benoît
-
2014
Persistent link: https://www.econbiz.de/10010432120
Saved in:
3
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:
4
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:
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
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:
7
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:
8
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:
9
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:
10
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:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
