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"
~subject:"Schätzung"
~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
Schätzung
Ölpreis
Rohstoffderivat
57
Commodity derivative
55
Volatilität
38
Volatility
37
ARCH-Modell
32
ARCH model
31
Oil price
26
Spotmarkt
24
Spot market
23
Spillover-Effekt
21
Spillover effect
20
Kapitaleinkommen
17
Capital income
16
Estimation
15
Welt
15
World
14
USA
13
United States
13
Hedging
10
Risikoaversion
10
Risk aversion
10
Time series analysis
9
Zeitreihenanalyse
9
Causality analysis
8
Kausalanalyse
8
Stochastic process
8
Stochastischer Prozess
8
Erneuerbare Ressourcen
7
Renewable resources
7
Theorie
7
Theory
7
Commodity price
6
Effizienzmarkthypothese
6
Erdöl
6
Korrelation
6
Petroleum
6
Rohstoffpreis
6
Agrarpreis
5
more ...
less ...
Online availability
All
Free
23
Undetermined
3
Type of publication
All
Book / Working Paper
28
Article
9
Type of publication (narrower categories)
All
Working Paper
20
Arbeitspapier
19
Graue Literatur
19
Non-commercial literature
19
Article in journal
9
Aufsatz in Zeitschrift
9
Language
All
English
37
Author
All
McAleer, Michael
Ma, Feng
27
Chang, Chia-Lin
26
Prokopczuk, Marcel
18
Irwin, Scott H.
17
Ji, Qiang
16
Manera, Matteo
16
Till, Hilary
15
Wei, Yu
15
Hammoudeh, Shawkat
14
Baffes, John
13
Kilian, Lutz
13
McMillen, Daniel P.
13
Wang, Yudong
13
Belke, Ansgar
12
Kang, Sang Hoon
12
Zhang, Yaojie
12
Arezki, Rabah
11
Bordon, Ingo G.
11
Chevallier, Julien
11
Tansuchat, Roengchai
11
Alquist, Ron
10
Benth, Fred Espen
10
García, Philip
10
Korn, Olaf
10
Luo, Jiawen
10
Coibion, Olivier
9
Lombardi, Marco J.
9
Nikitopoulos, Christina Sklibosios
9
Peersman, Gert
9
Petrella, Ivan
9
Roengchai Tansuchat
9
Balcilar, Mehmet
8
Bouri, Elie
8
Fernandez-Perez, Adrian
8
Frankel, Jeffrey A.
8
Gupta, Rangan
8
Matthies, Klaus
8
Mensi, Walid
8
Mignon, Valérie
8
more ...
less ...
Institution
All
University of Canterbury / Dept. of Economics and Finance
1
Published in...
All
Econometric Institute research papers
11
Working paper
5
Energy economics
3
Discussion paper / Tinbergen Institute
2
International review of economics & finance : IREF
2
Applied financial economics
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)
36
EconStor
1
Showing
1
-
10
of
37
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
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
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
