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subject:"Oil price"
~person:"Chang, Chia-Lin"
~subject:"ARCH-Modell"
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Oil price
ARCH-Modell
Commodity derivative
33
Rohstoffderivat
33
Volatility
29
Volatilität
29
ARCH model
25
Ölpreis
21
Spillover effect
16
Spillover-Effekt
16
Capital income
13
Estimation
13
Kapitaleinkommen
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Schätzung
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11
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Agrarpreis
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Market liquidity
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Marktliquidität
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4
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English
26
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Chang, Chia-Lin
McAleer, Michael
35
Ma, Feng
30
Manera, Matteo
23
Wei, Yu
16
Kilian, Lutz
14
Chevallier, Julien
13
Ji, Qiang
13
Wang, Yudong
13
Hammoudeh, Shawkat
12
Zhang, Yaojie
12
Tansuchat, Roengchai
11
Kang, Sang Hoon
10
Baffes, John
9
Bouri, Elie
9
Luo, Jiawen
9
Nicolini, Marcella
9
Roengchai Tansuchat
9
Sévi, Benoît
9
Nguyen, Duc Khuong
8
Peersman, Gert
8
Serletis, Apostolos
8
Vigfusson, Robert J.
8
Ghoshray, Atanu
7
Gupta, Rangan
7
Li, Bingxin
7
Lu, Xinjie
7
Mensi, Walid
7
Nikitopoulos, Christina Sklibosios
7
Petrella, Ivan
7
Schwartz, Eduardo S.
7
Zhang, Yue-jun
7
Anzuini, Alessio
6
Caporale, Guglielmo Maria
6
Ciferri, Davide
6
Cortazar, Gonzalo
6
Girardi, Alessandro
6
Gong, Xu
6
Hamilton, James D.
6
Liang, Chao
6
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University of Canterbury / Dept. of Economics and Finance
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Econometric Institute research papers
9
Working paper
4
Energy economics
3
Discussion paper / Tinbergen Institute
1
International review of economics & finance : IREF
1
The North American journal of economics and finance : a journal of financial economics studies
1
Tinbergen Institute Discussion Paper 2018-052/III
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ECONIS (ZBW)
26
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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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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
Saved in:
10
Forecasting volatility and spillovers in crude oil spot, forward and futures markets
Chang, Chia-Lin
;
McAleer, Michael
;
Tansuchat, Roengchai
-
2009
Persistent link: https://www.econbiz.de/10003877109
Saved in:
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