Similar Search Results - EconBiz

Modelling volatility spillovers for bio-ethanol, sugarcane and corn

Chang, Chia-Lin; McAleer, Michael; Wang, Yu-Ann - 2016

prices, returns and volatility of related agricultural commodities. Analyzing the spillover effects on agricultural …. The purpose of this paper is to examine the volatility spillovers for spot and futures returns on bio-ethanol and related … agricultural commodities, specifically corn and sugarcane, using the multivariate diagonal BEKK conditional volatility model. The …

Persistent link: https://www.econbiz.de/10011441704

Shock and volatility spillovers among equity sectors of the gulf Arab stock markets

Hammoudeh, Shawkat M. (contributor); Yuan, Yuan (contributor) - 2008

Persistent link: https://www.econbiz.de/10003780792

VaR forecasts and dynamic conditional correlations for spot and futures returns on stocks and bonds

Hakim, Abdul; McAleer, Michael - 2009

Persistent link: https://www.econbiz.de/10003908707

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

Interdependence of international tourism demand and volatility in leading ASEAN destinations

Chang, Chia-Ling; Khamkaew, Thanchanok; McAleer, Michael; … - 2009

Persistent link: https://www.econbiz.de/10003909585

Modelling conditional correlations in the volatility of Asian rubber spot and futures returns

Chang, Chia-Lin; Khamkaew, Thanchanok; McAleer, Michael; … - 2010 - Rev.

Persistent link: https://www.econbiz.de/10008689063

Shock and volatility spillovers among equity sectors of the Gulf Arab stock markets

Hammoudeh, Shawkat M.; Yuan, Yuan; McAleer, Michael - In: The quarterly review of economics and finance : journal … 49 (2009) 3, pp. 829-842

Persistent link: https://www.econbiz.de/10003873635

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

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

Interdependence of international tourism demand and volatility in leading ASEAN destinations

Chang, Chia-Lin; Khamkaew, Thanchanok; Roengchai Tansuchat - In: Tourism economics : the business and finance of tourism … 17 (2011) 3, pp. 481-507

Persistent link: https://www.econbiz.de/10009154780

A service of the