Similar Search Results - EconBiz

Demand-driven scheduling of movies in a multiplex

Eliashberg, Jehoshua; Hegie, Quintus; Ho, Jason; … - 2007

Persistent link: https://www.econbiz.de/10003484107

Modelling long memory volatility in agricultural commodity futures returns

Tansuchat, Roengchai; Chang, Chia-Lin; McAleer, Michael - 2009

Persistent link: https://www.econbiz.de/10003909568

Asymmetric adjustments in the ethanol and grains markets

Chang, Chia-Lin; Chen, Li-Hsueh; Hammoudeh, Shawkat; … - 2010

This paper examines the long- and short-run asymmetric adjustments for nine pairs of spot and futures prices, itemized as three own pairs for three different bio-fuel ethanol types, three own pairs for three related agricultural products, namely corn, soybeans and sugar, and three cross pairs...

Persistent link: https://www.econbiz.de/10008840782

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

Risk spillovers in oil-related CDS, stock and credit markets

Hammoudeh, Shawkat; Liu, Tengdong; Chang, Chia-Lin; … - 2011

Persistent link: https://www.econbiz.de/10009619368

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

Modelling and testing volatility spillovers in oil and financial markets for USA, UK and China

Chang, Chia-Lin; McAleer, Michael; Tian, Jiarong - 2016 - Revised: June, 2016

Persistent link: https://www.econbiz.de/10011541151

How are VIX and stock index ETF related?

Chang, Chia-Lin; Hsieh, Tai-Lin; McAleer, Michael - 2016

Persistent link: https://www.econbiz.de/10011447222

Testing co-volatility spillovers for natural gas spot, futures and ETF spot using dynamic conditional covariances

Chang, Chia-Lin; McAleer, Michael; Wang, Yanghuiting - 2016 - Revised: June, 2016

Persistent link: https://www.econbiz.de/10011500276

An econometric analysis of ETF and ETF futures in financial and energy markets using generated regressors

Chang, Chia-Lin; McAleer, Michael; Wang, Chien-Hsun - 2016 - Revised: June, 2016

Persistent link: https://www.econbiz.de/10011500282

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