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subject:"Schätzung"
~person:"Kang, Boda"
~person:"McAleer, Michael"
~person:"McDonald, John F."
~subject:"Hedging"
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Schätzung
Hedging
Rohstoffderivat
69
Commodity derivative
67
Volatilität
45
Volatility
44
ARCH-Modell
32
ARCH model
31
Ölpreis
29
Estimation
28
Oil price
28
Spotmarkt
24
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Spillover-Effekt
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8
Städtische Flächennutzung
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Urban land use
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Erneuerbare Ressourcen
7
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English
38
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Kang, Boda
McAleer, Michael
McDonald, John F.
Chang, Chia-Lin
20
Lien, Da-hsiang Donald
14
Ma, Feng
13
McMillen, Daniel P.
13
Belke, Ansgar
12
Arezki, Rabah
11
Bordon, Ingo G.
11
Prokopczuk, Marcel
11
Wei, Yu
11
Borensztein, Eduardo
10
Kang, Sang Hoon
10
Miffre, Joëlle
10
Jeanne, Olivier
9
Sandri, Damiano
9
Tang, Ke
9
Tansuchat, Roengchai
9
Wang, Yudong
9
Frankel, Jeffrey A.
8
Kit, Pong Wong
8
Acharya, Viral V.
7
Bouri, Elie
7
Chiarella, Carl
7
Dehn, Jan
7
Fernandez-Perez, Adrian
7
Korn, Olaf
7
Lochstoer, Lars A.
7
McKenzie, Andrew M.
7
Mignon, Valérie
7
Nielsen, Morten Ørregaard
7
Ramadorai, Tarun
7
Roengchai Tansuchat
7
Triantafyllou, Athanasios
7
Zaremba, Adam
7
Caporale, Guglielmo Maria
6
Christiano, Lawrence J.
6
Cifarelli, Giulio
6
Ciferri, Davide
6
Giannone, Domenico
6
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University of Canterbury / Dept. of Economics and Finance
2
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Econometric Institute research papers
8
Energy economics
4
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4
Journal of urban economics
3
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2
The journal of real estate finance and economics
2
29th International Conference of the French Finance Association (AFFI) 2012
1
Applied financial economics
1
International journal of forecasting
1
International review of economics & finance : IREF
1
Journal of regional science
1
Nonlinear economic dynamics and financial modelling : essays in honour of Carl Chiarella
1
Regional science & urban economics
1
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1
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ECONIS (ZBW)
38
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1
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
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:
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
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
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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