Latent volatility granger causality and spillovers in renewable energy and crude oil ETFs
Year of publication: |
May 2018
|
---|---|
Authors: | Chang, Chia-Lin ; McAleer, Michael ; Wang, Yu-Ann |
Publisher: |
[Rotterdam] : [Econometric Institute, Erasmus School of Economics] |
Subject: | Volatilität | Volatility | Kausalanalyse | Causality analysis | Erneuerbare Energie | Renewable energy | Spillover-Effekt | Spillover effect | Indexderivat | Index derivative | Rohstoffderivat | Commodity derivative | ARCH-Modell | ARCH model | Ölpreis | Oil price | Erdöl | Petroleum |
Extent: | 1 Online-Ressource (circa 53 Seiten) Illustrationen |
---|---|
Series: | Econometric Institute research papers. - Rotterdam : [Verlag nicht ermittelbar], ZDB-ID 2169625-1. - Vol. EI2018, 23 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
Other identifiers: | hdl:1765/107292 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Latent Volatility Granger Causality and Spillovers in Renewable Energy and Crude Oil ETFs
Chang, Chia-Lin, (2018)
-
Ozdurak, Caner, (2020)
-
Oil price forecasting using crack spread futures and oil exchange traded funds
Choi, Hankyeung, (2015)
- More ...
-
Modelling Volatility Spillovers for Bio-ethanol, Sugarcane and Corn
Chang, Chia-Lin, (2016)
-
Latent Volatility Granger Causality and Spillovers in Renewable Energy and Crude Oil ETFs
Chang, Chia-Lin, (2018)
-
Modelling volatility spillovers for bio-ethanol, sugarcane and corn
Chang, Chia-Lin, (2016)
- More ...