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40,998
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480
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366
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288
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182
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177
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170
Chang, Chia-Lin
168
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166
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151
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150
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146
Hammoudeh, Shawkat
135
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130
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129
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128
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126
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125
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113
Ma, Feng
112
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112
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107
Andersen, Torben
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107
Gil-Alaña, Luis A.
106
Harvey, Campbell R.
105
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102
Koopman, Siem Jan
100
Pesaran, M. Hashem
100
Fabozzi, Frank J.
99
Lucey, Brian M.
99
Faff, Robert W.
96
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93
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92
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91
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91
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868
NBER Working Paper
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International review of economics & finance : IREF
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The journal of futures markets
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Applied financial economics
596
Economic modelling
587
Journal of empirical finance
579
Journal of financial economics
574
Applied economics letters
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Research in international business and finance
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The North American journal of economics and finance : a journal of financial economics studies
518
International Journal of Energy Economics and Policy : IJEEP
495
Economics letters
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Pacific-Basin finance journal
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Journal of econometrics
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The journal of finance : the journal of the American Finance Association
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Discussion paper / Centre for Economic Policy Research
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Journal of international financial markets, institutions & money
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The European journal of finance
395
Journal of international money and finance
388
The review of financial studies
377
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Review of quantitative finance and accounting
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Journal of risk and financial management : JRFM
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CESifo working papers
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International journal of theoretical and applied finance
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Discussion paper / Tinbergen Institute
287
IMF working papers
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International journal of economics and finance
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International journal of finance & economics : IJFE
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RePEc
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EconStor
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BASE
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Showing
1
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10
of
90,304
Sort
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date (newest first)
date (oldest first)
1
Volatility
and the hedging effectiveness of China fuel oil futures
Chen, Wei
;
Ford, James L.
-
2010
Persistent link: https://www.econbiz.de/10009374212
Saved in:
2
Event study of the crude oil futures market : a mixed event response model
Karali, Berna
;
Ye, Shiyu
;
Ramírez, Octavio A.
- In:
American journal of agricultural economics
101
(
2019
)
3
,
pp. 960-985
Persistent link: https://www.econbiz.de/10012114862
Saved in:
3
Forecasting
volatility
in oil returns using asymmetric GARCH models : evidence from Tanzania
Letema, Laban Gaspe
;
Mbwambo, Haika Andrew
-
2023
Persistent link: https://www.econbiz.de/10014281963
Saved in:
4
Conditional correlations and
volatility
spillovers between crude oil and stock index returns
Roengchai Tansuchat
;
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008669344
Saved in:
5
Crude oil hedging strategies using dynamic multivariate GARCH
Roengchai Tansuchat
;
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008669351
Saved in:
6
Analyzing and forecasting
volatility
spillovers, asymmetries and hedging in major oil markets
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
-
2010
Persistent link: https://www.econbiz.de/10008669993
Saved in:
7
Crude oil hedging strategies using dynamic multivariate GARCH
Roengchai Tansuchat
;
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10003987324
Saved in:
8
Conditional correlations and
volatility
spillovers between crude oil and stock index returns
Tansuchat, Roengchai
;
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10003987330
Saved in:
9
Dynamic correlations and
volatility
spillovers between crude oil and stock index returns : the implications for optimal portfolio construction
Lee, Yen-Hsien
;
Huang, Ya-Ling
;
Wu, Chun-Yu
- In:
International Journal of Energy Economics and Policy : IJEEP
4
(
2014
)
3
,
pp. 327-336
Persistent link: https://www.econbiz.de/10011286211
Saved in:
10
Modeling the
volatility
of futures return in rubber and oil : a Copula-based GARCH model approach
Li, Meng
;
Yang, Liang
- In:
Economic modelling
35
(
2013
),
pp. 576-581
Persistent link: https://www.econbiz.de/10010336750
Saved in:
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