Narrow search
Showing 1 - 10 of 157
Cover Image
Latent volatility granger causality and spillovers in renewable energy and crude oil ETFs
Chang, Chia-Lin; McAleer, Michael; Wang, Yu-Ann - 2018
The purpose of the paper is to examine latent volatility Granger causality for four renewable energy Exchange Traded Funds (ETFs) and crude oil ETF (USO), namely solar (TAN), wind (FAN), water (PIO), and nuclear (NLR). Data on the renewable energy and crude oil ETFs are from 18 June 2008 to 20...
Persistent link: https://www.econbiz.de/10011869279
Cover Image
Latent Volatility Granger Causality and Spillovers in Renewable Energy and Crude Oil ETFs
Chang, Chia-Lin - 2018
The purpose of the paper is to examine latent volatility Granger causality for four renewable energy Exchange Traded Funds (ETFs) and crude oil ETF (USO), namely solar (TAN), wind (FAN), water (PIO), and nuclear (NLR). Data on the renewable energy and crude oil ETFs are from 18 June 2008 to 20...
Persistent link: https://www.econbiz.de/10012918304
Cover Image
CO2 emissions, energy consumption and economic growth : evidence from the Trans-Pacific Partnership
Duc Hong Vo; Nguyen, Ha; Anh The Vo; McAleer, Michael - 2019
Persistent link: https://www.econbiz.de/10011986960
Cover Image
Market timing with moving averages for fossil fuel and renewable energy stocks
Chang, Chia-Lin; Ilomäki, Jukka; Laurila, Hannu; … - 2018
Persistent link: https://www.econbiz.de/10011920543
Cover Image
Latent volatility granger causality and spillovers in renewable energy and crude oil ETFs
Chang, Chia-Lin; McAleer, Michael; Wang, Yu-Ann - 2018
Persistent link: https://www.econbiz.de/10011863536
Cover Image
Realized volatility uncertainty
Allen, David E. (contributor); McAleer, Michael (contributor) - 2008
Persistent link: https://www.econbiz.de/10003760022
Cover Image
A panel threshold model of tourism specialization and economic development
Chang, Chia-Lin; Khamkaew, Thanchanok; McAleer, Michael - 2009
Persistent link: https://www.econbiz.de/10003910507
Cover Image
GFC-robust risk management strategies under the basel accord
McAleer, Michael; Jiménez-Martín, Juan-Ángel; Pérez … - 2010
Persistent link: https://www.econbiz.de/10008664042
Cover Image
Modeling the effect of oil price on global fertilizer prices
Chen, Ping-yu; Chang, Chia-Lin; Chen, Chi-chung; … - 2010
Persistent link: https://www.econbiz.de/10008664056
Cover Image
Globalization and knowledge spillover : international direct investment, exports and patents
Chang, Chia-Lin; Chen, Sung-po; McAleer, Michael - 2010
Persistent link: https://www.econbiz.de/10008664062