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~person:"McAleer, Michael"
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McAleer, Michael
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82
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47
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41
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39
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ECONIS (ZBW)
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1
Evaluating the
efficiency
of Vietnam banks using data envelopment analysis
Do Thi Thanh Nhan
;
Pho, Kim-Hung
;
Anh, Dang Thi Van
; …
- In:
Annals of financial economics
16
(
2021
)
2
,
pp. 1-17
Persistent link: https://www.econbiz.de/10012657666
Saved in:
2
The Dynamics of Energy-Grain Prices with Open Interest
Hammoudeh, Shawkat
;
Sarafrazi, Soodabeh
;
Chang, Chia-Lin
; …
-
Department of Economics and Finance, College of …
-
2011
corn, crude oil, ethanol,
gasoline
, soybeans, and sugar, and their open interest. The empirical results demonstrate the …
Persistent link: https://www.econbiz.de/10009643472
Saved in:
3
The Dynamics of Energy-Grain Prices with Open Interest
Hammoudeh, Shawkat
;
Sarafrazi, Soodabeh
;
Chang, Chia-Lin
; …
-
Institute of Economic Research, Kyoto University
-
2011
corn, crude oil, ethanol,
gasoline
, soybeans, and sugar, and their open interest. The empirical results demonstrate the …
Persistent link: https://www.econbiz.de/10009131099
Saved in:
4
The Dynamics of Energy-Grain Prices with Open Interest
Chang, Chia-Lin
;
McAleer, Michael
;
Hammoudeh, Shawkat
; …
-
Facultad de Ciencias Económicas y Empresariales, …
-
2011
corn, crude oil, ethanol,
gasoline
, soybeans, and sugar, and their open interest. The empirical results demonstrate the …
Persistent link: https://www.econbiz.de/10009141348
Saved in:
5
Modelling volatility spillovers for bio-ethanol, sugarcane and corn
Chang, Chia-Lin
;
McAleer, Michael
;
Wang, Yu-Ann
-
2016
The recent and rapidly growing interest in biofuel as a green energy source has raised concerns about its impact on the prices, returns and volatility of related agricultural commodities. Analyzing the spillover effects on agricultural commodities and biofuel helps commodity suppliers hedge...
Persistent link: https://www.econbiz.de/10011441704
Saved in:
6
What they did not tell you about algebraic (non-)existence, mathematical (ir-)regularity and (non-)asymptotic properties of the full BEKK dynamic conditional covariance model
McAleer, Michael
- In:
Journal of risk and financial management : JRFM
12
(
2019
)
2/66
,
pp. 1-7
Persistently high negative covariances between risky assets and
hedging
instruments are intended to mitigate against … risk and subsequent financial losses. In the event of having more than one
hedging
instrument, multivariate covariances …
Persistent link: https://www.econbiz.de/10012022157
Saved in:
7
What they did not tell you about algebraic (non-)existence, mathematical (ir-)regularity and (non-)asymptotic properties of the Dynamic Conditional Correlation (DCC) model
McAleer, Michael
- In:
Journal of risk and financial management : JRFM
12
(
2019
)
2/61
,
pp. 1-9
assets and the
hedging
instruments are intended to mitigate against financial risk and subsequent losses. If there is more … than one
hedging
instrument, multivariate covariances and correlations have to be calculated. As optimal hedge ratios are …
Persistent link: https://www.econbiz.de/10012022209
Saved in:
8
Herding, Information Cascades and Volatility Spillovers in Futures Markets
McAleer, Michael
;
Radalj, Kim
-
2013
Economists and financial analysts have begun to recognise the importance of the actions of other agents in the decision-making process. Herding is the deliberate mimicking of the decisions of other agents. Examples of mimicry range from the choice of restaurant, fashion and financial market...
Persistent link: https://www.econbiz.de/10010326188
Saved in:
9
Modelling Volatility Spillovers for Bio-ethanol, Sugarcane and Corn
Chang, Chia-Lin
;
McAleer, Michael
;
Wang, Yu-Ann
-
2016
The recent and rapidly growing interest in biofuel as a green energy source has raised concerns about its impact on the prices, returns and volatility of related agricultural commodities. Analyzing the spillover effects on agricultural commodities and biofuel helps commodity suppliers hedge...
Persistent link: https://www.econbiz.de/10011451531
Saved in:
10
What they did not tell you about algebraic (non-)existence, mathematical (ir-)regularity and (non-)asymptotic properties of the full BEKK dynamic conditional covariance model
McAleer, Michael
- In:
Journal of Risk and Financial Management
12
(
2019
)
2
,
pp. 1-7
Persistently high negative covariances between risky assets and
hedging
instruments are intended to mitigate against … risk and subsequent financial losses. In the event of having more than one
hedging
instrument, multivariate covariances …
Persistent link: https://www.econbiz.de/10012611132
Saved in:
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