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subject:"Hedging"
~person:"McAleer, Michael"
~subject:"Forecasting model"
~subject:"United States"
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Hedging
Forecasting model
United States
Rohstoffderivat
57
Commodity derivative
55
Volatilität
38
Volatility
37
ARCH-Modell
32
ARCH model
31
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English
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McAleer, Michael
Ma, Feng
28
Irwin, Scott H.
20
Lien, Da-hsiang Donald
16
García, Philip
13
Wang, Yudong
13
Wei, Yu
13
Chang, Chia-Lin
12
Kang, Sang Hoon
12
Sanders, Dwight R.
12
Zhang, Yaojie
12
Miffre, Joëlle
11
Tang, Ke
10
Bertocchi, Graziella
9
Borensztein, Eduardo
9
Dimico, Arcangelo
9
Fernandez-Perez, Adrian
9
Jeanne, Olivier
9
Karali, Berna
9
Sandri, Damiano
9
Bouri, Elie
8
Brorsen, B. Wade
8
Chatrath, Arjun
8
Cotter, John
8
Hammoudeh, Shawkat
8
Kit, Pong Wong
8
Lu, Xinjie
8
McKenzie, Andrew M.
8
Prokopczuk, Marcel
8
Rouwenhorst, K. Geert
8
Tse, Yiuman
8
Xiong, Wei
8
Acharya, Viral V.
7
Frankel, Jeffrey A.
7
Kilian, Lutz
7
Korn, Olaf
7
Labys, Walter C.
7
Lochstoer, Lars A.
7
Mensi, Walid
7
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7
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ECONIS (ZBW)
22
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1
Causality between market liquidity and depth for energy and grains
Sari, Ramazan
;
Hammoudeh, Shawkat
;
Chang, Chia-Lin
; …
-
2011
Persistent link: https://www.econbiz.de/10009619369
Saved in:
2
Causality between market liquidity and depth for energy and grains
Sari, Ramazan
;
Hammoudeh, Shawkat
;
Chang, Chia-Lin
; …
-
2011
Persistent link: https://www.econbiz.de/10009012031
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
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:
5
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:
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
Market efficiency of oil spot and futures : a mean-variance and stochastic dominance approach
Hooi Hooi Lean
;
McAleer, Michael
;
Wong, Wing Keung
-
2010
Persistent link: https://www.econbiz.de/10008670002
Saved in:
9
Investor preferences for oil spot and futures based on mean-variance and stochastic dominance
Hooi Hooi Lean
;
McAleer, Michael
;
Wong, Wing Keung
-
2010
Persistent link: https://www.econbiz.de/10008688580
Saved in:
10
Exchange rate and industrial commodity volatility transmissions, asymmetries and hedging strategies
Hammoudeh, Shawkat
;
Yuan, Yuan
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008689068
Saved in:
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