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~isPartOf:"Econometric Institute research papers"
~person:"McAleer, Michael"
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McAleer, Michael
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Causality between market liquidity and depth for energy and grains
Sari, Ramazan
;
Hammoudeh, Shawkat
;
Chang, Chia-Lin
; …
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2011
Persistent link: https://www.econbiz.de/10009619369
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2
The dynamics of energy-grain prices with open interest
Hammoudeh, Shawkat
;
Sarafrazi, Soodabeh
;
Chang, Chia-Lin
; …
-
2011
Persistent link: https://www.econbiz.de/10009619364
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3
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:
4
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
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5
Modelling conditional correlations in the volatility of Asian rubber spot and futures returns
Khamkaew, Tanchanok
;
Tansuchat, Roengchai
;
Chang, Chia-Lin
-
2009
Persistent link: https://www.econbiz.de/10003908711
Saved in:
6
Modelling long memory volatility in agricultural commodity futures returns
Tansuchat, Roengchai
;
Chang, Chia-Lin
;
McAleer, Michael
-
2009
Persistent link: https://www.econbiz.de/10003909568
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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
Market efficiency of oil spot and futures : a stochastic dominance approach
Hooi Hooi Lean
;
McAleer, Michael
;
Wong, Wing Keung
-
2010
Persistent link: https://www.econbiz.de/10003987327
Saved in:
9
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
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10
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
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