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Are the S&P 500 index and crude oil, natural gas and ethanol futures related for intra-day data?
Caporin, Massimiliano; Chang, Chia-Lin; McAleer, Michael - In: International review of economics & finance : IREF 59 (2019), pp. 50-70
Persistent link: https://www.econbiz.de/10012202481
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A cointegration analysis of agricultural, energy and bio-fuel spot, and futures prices
Allen, David E.; Chang, Chia-Lin; McAleer, Michael; … - In: Applied economics 50 (2018) 7, pp. 804-823
Persistent link: https://www.econbiz.de/10011847174
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Testing long-run neutrality using intra-year data
Leong, Kenneth; McAleer, Michael - In: Applied economics 32 (2000) 1, pp. 25-37
Persistent link: https://www.econbiz.de/10001466804
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Precious metals-exchange rate volatility transmissions and hedging strategies
Hammoudeh, Shawkat; Yuan, Yuan; McAleer, Michael; … - In: International review of economics & finance : IREF 19 (2010) 4, pp. 633-647
Persistent link: https://www.econbiz.de/10009007004
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Cointegration analysis of quarterly tourism demand by Hong Kong and Singapore for Australia
Lim, Christine; McAleer, Michael - In: Applied economics 33 (2001) 12, pp. 1599-1619
Persistent link: https://www.econbiz.de/10001620964
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Daily market news sentiment and stock prices
Allen, David E.; McAleer, Michael; Singh, Abhay Kumar - In: Applied economics 51 (2019) 30, pp. 3212-3235
Persistent link: https://www.econbiz.de/10012196823
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Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu; Caporin, Massimiliano; McAleer, Michael - In: International review of economics & finance : IREF 40 (2015), pp. 40-50
Persistent link: https://www.econbiz.de/10011571858