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~isPartOf:"Energy economics"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Chang, Chia-Lin"
~subject:"Kointegration"
~subject:"Optionspreistheorie"
~subject:"Volatilität"
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Kointegration
Optionspreistheorie
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8
ARCH model
6
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6
Capital income
4
Commodity derivative
4
Kapitaleinkommen
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12-Month variance futures
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8
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Chang, Chia-Lin
Hammoudeh, Shawkat
32
Gupta, Rangan
27
Tiwari, Aviral Kumar
24
Ma, Feng
22
Kang, Sang Hoon
18
Mensi, Walid
17
Bouri, Elie
15
Ji, Qiang
13
Uddin, Mohammed Gazi Salah
13
Wang, Yudong
13
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13
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12
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12
Dai, Zhifeng
11
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11
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10
McAleer, Michael
10
Sadorsky, Perry A.
10
Shahbaz, Muhammad
10
Wen, Fenghua
10
Zhu, Huiming
10
Balcilar, Mehmet
9
Lee, Chien-chiang
9
Zhang, Yaojie
9
Lin, Boqiang
8
Lucey, Brian M.
8
Pierdzioch, Christian
8
Apergēs, Nikolaos
7
Caporin, Massimiliano
7
Do, Hung Xuan
7
Gong, Xu
7
Nguyen, Duc Khuong
7
Payne, James E.
7
Roubaud, David
7
Salisu, Afees A.
7
Ur Rehman, Mobeen
7
Xuan Vinh Vo
7
Yin, Libo
7
Al-Yahyaee, Khamis Hamed
6
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Energy economics
The North American journal of economics and finance : a journal of financial economics studies
Econometric Institute research papers
36
Discussion paper / Tinbergen Institute
20
Working paper
15
Journal of econometrics
3
Tinbergen Institute Discussion Paper
3
Annals of financial economics
2
International review of economics & finance : IREF
2
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1
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1
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1
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1
Quantifying consumer preferences
1
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ECONIS (ZBW)
8
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1
The rise and fall of S&P500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 151-167
Persistent link: https://www.econbiz.de/10009779314
Saved in:
2
Risk spillovers in oil-related CDS, stock and credit markets
Hammoudeh, Shawkat
;
Liu, Tengdong
;
Chang, Chia-Lin
; …
- In:
Energy economics
36
(
2013
),
pp. 526-535
Persistent link: https://www.econbiz.de/10009724647
Saved in:
3
Recent developments in financial economics and econometrics : an overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 217-226
Persistent link: https://www.econbiz.de/10010365773
Saved in:
4
Is small beautiful? : size effects of
volatility
spillovers for firm performance and exchange rates in tourism
Chang, Chia-Lin
;
Hsu, Hui-kuang
;
McAleer, Michael
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 519-534
Persistent link: https://www.econbiz.de/10010367563
Saved in:
5
Crude oil hedging strategies using dynamic multivariate GARCH
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
- In:
Energy economics
33
(
2011
)
5
,
pp. 912-923
Persistent link: https://www.econbiz.de/10009382992
Saved in:
6
Analyzing and forecasting
volatility
spillovers, asymmetries and hedging in major oil markets
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
- In:
Energy economics
32
(
2010
)
6
,
pp. 1445-1455
Persistent link: https://www.econbiz.de/10008935991
Saved in:
7
Conditional correlations and
volatility
spillovers between crude oil and stock index returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 116-138
Persistent link: https://www.econbiz.de/10009777824
Saved in:
8
Volatility
spillovers for spot, futures, and ETF prices in agriculture and energy
Chang, Chia-Lin
;
Liu, Chia-Ping
;
McAleer, Michael
- In:
Energy economics
81
(
2019
),
pp. 779-792
Persistent link: https://www.econbiz.de/10012172983
Saved in:
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