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Quantitative analysis of feasibility of hydrous ethanol futures contracts in Brazil
Quintino, Derick David; David, Sergio Adriani - In: Energy economics 40 (2013), pp. 927-935
Persistent link: https://www.econbiz.de/10010356006
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Testing Co-Volatility Spillovers for Natural Gas Spot, Futures and ETF Spot using Dynamic Conditional Covariances
Chang, Chia-Lin; McAleer, Michael; Wang, Yanghuiting - 2016
There is substantial empirical evidence that energy and financial markets are closely connected. As one of the most … widely-used energy resources worldwide, natural gas has a large daily trading volume. In order to hedge the risk of natural …, biological or financial asset. Investigating volatility spillovers within and across energy and financial markets is a crucial …
Persistent link: https://www.econbiz.de/10011526124
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Testing co-volatility spillovers for natural gas spot, futures and ETF spot using dynamic conditional covariances
Chang, Chia-Lin; McAleer, Michael; Wang, Yanghuiting - 2016 - Revised: June, 2016
There is substantial empirical evidence that energy and financial markets are closely connected. As one of the most … widely-used energy resources worldwide, natural gas has a large daily trading volume. In order to hedge the risk of natural …, biological or financial asset. Investigating volatility spillovers within and across energy and financial markets is a crucial …
Persistent link: https://www.econbiz.de/10011490999
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Systemic Risk in Energy Derivative Markets: A Graph-Theory Analysis
Raynaud, Franck; Lautier, Delphine - Université Paris-Dauphine (Paris IX) - 2012
analysis, graph theory enables us to understand the dynamic behavior of our price system. We show that energy markets--as a … whole--stand at the heart of this system. We also establish that crude oil is itself at the center of the energy complex …
Persistent link: https://www.econbiz.de/10011166411
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Modelling and Testing Volatility Spillovers in Oil and Financial Markets for USA, UK and China
Chang, Chia-Lin; McAleer, Michael; Tian, Jiarong - 2016
The primary purpose of the paper is to analyze the conditional correlations, conditional covariances, and co-volatility spillovers between international crude oil and associated financial markets. The paper investigates co-volatility spillovers (namely, the delayed effect of a returns shock in...
Persistent link: https://www.econbiz.de/10011526130
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Modelling and testing volatility spillovers in oil and financial markets for USA, UK and China
Chang, Chia-Lin; McAleer, Michael; Tian, Jiarong - 2016 - Revised: June, 2016
The primary purpose of the paper is to analyze the conditional correlations, conditional covariances, and co-volatility spillovers between international crude oil and associated financial markets. The paper investigates co-volatility spillovers (namely, the delayed effect of a returns shock in...
Persistent link: https://www.econbiz.de/10011520514
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Indonesian Stock Market Crisis Observation with Spectral and Composite Index
Situngkir, Hokky - Volkswirtschaftliche Fakultät, … - 2012
The paper discusses the employment of the index composed from the dynamical tree of correlations among stock prices both with the popularly used standard (conventional) composite one. The spectral index focus on the dynamics of the correlation coefficients among stock prices while composite...
Persistent link: https://www.econbiz.de/10009418502
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Sectoral Transformation Ratios (ISIC Revise 2 and Revise 3)
Yesilyurt, Ensar - İktisat Bölümü, İktisadi ve İdari Bilimler Fakültesi - 2008
(Abstract is updated on 15th of February 2013 upon the request of the author) Long-term data sets might affect the significance of economical and statistical applications. However, revisions in the International Standard Industrial Classification (ISIC) system may prevent to get long-term data...
Persistent link: https://www.econbiz.de/10005212433
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Agent-based computational economics and African modeling:perspectives and challenges
Nwaobi, Godwin - Volkswirtschaftliche Fakultät, … - 2011
In recent years, the government, of African Countries has assumed major responsibilities for economic reforms and growth. In attempting to describe their economies, economists (policymakers) in many African Countries have applied certain models that are by now widely known: Linear programming...
Persistent link: https://www.econbiz.de/10009644908
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Imalat Sanayi, Madencilik ve Tasocakçiligi ve Enerji Gaz ve Su Sektörlerine Ait ISIC Revize 2-Revize 3 Veri Siniflandirma Sistemlerine Iliskin dönüsüm oranlarinin Hesaplanmasi
Yesilyurt, Ensar - İktisat Bölümü, İktisadi ve İdari Bilimler Fakültesi - 2007
used for this purpose are the production values that belong to manufacturing industry, mining and stone quarry and energy …
Persistent link: https://www.econbiz.de/10005730911