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A cointegration analysis of agricultural, energy and bio-fuel spot and futures prices
Allen, David E.; Chang, Chia-Lin; McAleer, Michael; … - 2016
This paper features an analysis of the cointegration relationships among agricultural commodity, ethanol and Cushing … cointegration and Markov-switching VECM and Impulse Response Analysis, confirms that these markets have significant linkages which …
Persistent link: https://www.econbiz.de/10011479769
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Review on efficiency and anomalies in stock markets
Woo, Kai-yin; Mai, Chulin; McAleer, Michael; Wong, Wing … - In: Economies : open access journal 8 (2020) 1/20, pp. 1-51
reviews the theory and literature on market efficiency and market anomalies. We give a brief review on market efficiency and …. This review is useful to academics for developing cutting-edge treatments of financial theory that EMH, anomalies, and …
Persistent link: https://www.econbiz.de/10012237439
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A cointegration analysis of agricultural, energy and bio-fuel spot, and futures prices
Allen, David E.; Chang, Chia-Lin; McAleer, Michael; … - In: Applied economics 50 (2018) 7, pp. 804-823
Persistent link: https://www.econbiz.de/10011847174
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Estimating price effects in an almost ideal demand model of outbound Thai tourism to East Asia
Chang, Chia-Lin; Khamkaew, Thanchanok; McAleer, Michael - 2010
Persistent link: https://www.econbiz.de/10008670047
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Modelling the effects of oil prices on global fertilizer prices and volatility
Chen, Ping-Yu; Chang, Chia-Lin; Chen, Chi-chung; … - 2013
Persistent link: https://www.econbiz.de/10010354373
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Estimating price effects in an almost ideal demand model of outbound Thai tourism to East Asia
Chang, Chia-Lin; Khamkaew, Thanchanok; McAleer, Michael - 2010
Persistent link: https://www.econbiz.de/10003987659
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Cointegration analysis of quarterly tourism demand by Hong Kong and Singapore for Australia
Lim, Christine; McAleer, Michael - In: Applied economics 33 (2001) 12, pp. 1599-1619
Persistent link: https://www.econbiz.de/10001620964
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Estimating Price Effects in an Almost Ideal Demand Model of Outbound Thai Tourism to East Asia
Chang, Chia-Lin - 2010
This paper analyzes the responsiveness of Thai outbound tourism to East Asian destinations, namely China, Hong Kong, Japan, Taiwan and Korea, to changes in effective relative price of tourism, total real total tourism expenditure, and one-off events. The nonlinear and linear Almost Ideal Demand...
Persistent link: https://www.econbiz.de/10013144948
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Practical issues in cointegration analysis
Oxley, Les (contributor); McAleer, Michael (contributor) - 1999
Persistent link: https://www.econbiz.de/10000684187
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Practical issues in cointegration analysis : special issue
Oxley, Les (contributor); McAleer, Michael (contributor) - 1998
Persistent link: https://www.econbiz.de/10001400853