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isPartOf:"Journal of financial economics"
~isPartOf:"Working paper"
~person:"Roengchai Tansuchat"
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Commodity derivative
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Rohstoffderivat
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Volatility
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Roengchai Tansuchat
McAleer, Michael
40
Neely, Christopher J.
15
Chang, Chia-Lin
14
Mumtaz, Haroon
14
Manera, Matteo
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Guo, Hui
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Asai, Manabu
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Chen, Chi-chung
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Escribano, Álvaro
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Gourier, Elise
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Hammoudeh, Shawkat
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Karlsson, Sune
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Laurent, Sébastien
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Savickas, Robert
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Todorov, Viktor
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Wang, Pengfei
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Wen, Yi
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Österholm, Pär
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Ang, Andrew
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Aït-Sahalia, Yacine
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Baker, Scott
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Bastianin, Andrea
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Behmiri, Niaz Bashiri
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Białkowski, Je̜drzej
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Blazsek, Szabolcs
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University of Canterbury / Dept. of Economics and Finance
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Journal of financial economics
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ECONIS (ZBW)
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1
Modelling long memory volatility in agricultural commodity futures returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
-
2012
Persistent link: https://www.econbiz.de/10009562958
Saved in:
2
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:
3
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:
4
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:
5
Modelling conditional correlations in the volatility of Asian rubber spot and futures returns
Chang, Chia-Lin
;
Khamkaew, Thanchanok
;
McAleer, Michael
; …
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008689063
Saved in:
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