//--> //--> //--> //-->
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:"Oil price"
~person:"McAleer, Michael"
~subject:"Commodity exchange"
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
| 3 applied filters
Year of publication
From:
To:
Subject
All
Oil price
Commodity exchange
Rohstoffderivat
57
Commodity derivative
55
Volatilität
38
Volatility
37
ARCH-Modell
32
ARCH model
31
Ölpreis
27
Spotmarkt
24
Spot market
23
Spillover-Effekt
21
Spillover effect
20
Kapitaleinkommen
17
Capital income
16
Estimation
15
Schätzung
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
17
Undetermined
1
Type of publication
All
Book / Working Paper
21
Article
6
Type of publication (narrower categories)
All
Arbeitspapier
14
Graue Literatur
14
Non-commercial literature
14
Working Paper
14
Article in journal
6
Aufsatz in Zeitschrift
6
Language
All
English
27
Author
All
McAleer, Michael
Ma, Feng
27
Prokopczuk, Marcel
23
Till, Hilary
23
Chang, Chia-Lin
22
Manera, Matteo
22
Irwin, Scott H.
20
Wei, Yu
16
Ji, Qiang
15
Chevallier, Julien
14
Kilian, Lutz
14
Miffre, Joëlle
14
Bohl, Martin T.
13
Kang, Sang Hoon
13
Fernandez-Perez, Adrian
12
Sauerbeck, A.
12
Wang, Yudong
12
García, Philip
11
Hammoudeh, Shawkat
11
Sanders, Dwight R.
11
Sévi, Benoît
11
Tiwari, Aviral Kumar
11
Zhang, Yaojie
11
Baffes, John
10
Pindyck, Robert S.
10
Robe, Michel A.
10
Schwartz, Eduardo S.
10
Nguyen, Duc Khuong
9
Nicolini, Marcella
9
Tansuchat, Roengchai
9
Tse, Yiuman
9
Bouri, Elie
8
Cortazar, Gonzalo
8
Gong, Xu
8
Mensi, Walid
8
Narayan, Paresh Kumar
8
Peersman, Gert
8
Rouwenhorst, K. Geert
8
Tang, Ke
8
Vigfusson, Robert J.
8
more ...
less ...
Published in...
All
Econometric Institute research papers
8
Working paper
4
Energy economics
3
Discussion paper / Tinbergen Institute
1
Finance research letters
1
International review of economics & finance : IREF
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)
27
Showing
1
-
10
of
27
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
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:
5
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:
6
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:
7
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:
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
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:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->