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subject:"Oil price"
~isPartOf:"Econometric Institute research papers"
~subject:"Rohstoffderivat"
~subject:"Volatilität"
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Oil price
Rohstoffderivat
Volatilität
Commodity derivative
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1997-2008
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Erneuerbare Ressourcen
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Modellierung
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McAleer, Michael
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Tansuchat, Roengchai
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Hooi Hooi Lean
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Wong, Wing Keung
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Roengchai Tansuchat
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Anh The Vo
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Duc Hong Vo
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Hammoudeh, Shawkat
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Hammoudeh, Shawkat M.
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Khamkaew, Tanchanok
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Radalj, Kim
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Sari, Ramazan
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Tan Ngoc Vu
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Econometric Institute research papers
Energy economics
312
The journal of futures markets
219
Finance research letters
80
International review of financial analysis
69
International review of economics & finance : IREF
60
Applied economics
55
Economic modelling
53
Journal of banking & finance
53
American journal of agricultural economics
50
The energy journal
48
Journal of commodity markets
46
Applied economics letters
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International Journal of Energy Economics and Policy : IJEEP
42
Working paper
42
Research in international business and finance
36
Journal of international money and finance
30
The handbook of commodity investing
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Applied financial economics
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Diskussionspapier / Lehrstuhl für Wirtschaftsethik, Martin-Luther-Universität Halle-Wittenberg
28
NBER working paper series
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Working paper / National Bureau of Economic Research, Inc.
27
IMF working papers
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Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
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NBER Working Paper
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The journal of alternative investments
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The North American journal of economics and finance : a journal of financial economics studies
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Journal of agricultural and applied economics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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International journal of finance & economics : IJFE
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OPEC energy review
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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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
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2
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:
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
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4
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:
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
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6
Crude oil hedging strategies using dynamic multivariate GARCH
Roengchai Tansuchat
;
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10003987324
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7
Market efficiency of oil spot and futures : a stochastic dominance approach
Hooi Hooi Lean
;
McAleer, Michael
;
Wong, Wing Keung
-
2010
Persistent link: https://www.econbiz.de/10003987327
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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
Exchange rate and industrial commodity volatility transmissions, asymmetries and hedging strategies
Hammoudeh, Shawkat M.
;
Yuan, Yuan
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10003987666
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