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subject:"ARCH-Modell"
~isPartOf:"Empirical economics : a quarterly journal of the Institute for Advanced Studies"
~isPartOf:"Energy economics"
~person:"McAleer, Michael"
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ARCH-Modell
Commodity derivative
5
Rohstoffderivat
5
ARCH model
3
Oil price
3
Volatility
3
Volatilität
3
Ölpreis
3
Capital income
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Hedging
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Biofuel
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Covolatility spillovers
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Erneuerbare Ressourcen
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Exchange traded funds
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Futures
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Futures prices
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Getreide
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Grain
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Grains
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Index derivative
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McAleer, Michael
Ma, Feng
10
Chang, Chia-Lin
3
Chevallier, Julien
3
Gong, Xu
3
Hammoudeh, Shawkat
3
Nguyen, Duc Khuong
3
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3
Zhang, Yaojie
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Hasanov, Akram Shavkatovich
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Roengchai Tansuchat
2
Sadorsky, Perry A.
2
Wang, Shouyang
2
Wu, Chongfeng
2
Yoon, Seong-min
2
Zagaglia, Paolo
2
Adrangi, Bahram
1
Agnolucci, Paolo
1
Ahmed, Abdullahi Dahir
1
Al-Freedi, Ajab
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Alizadeh-Masoodian, Amir H.
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Aloui, Chaker
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Baum, Christopher F.
1
Baur, Dirk G.
1
Belkacem, Lotfi
1
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
Energy economics
Econometric Institute research papers
10
Working paper
6
Discussion paper / Tinbergen Institute
1
Finance research letters
1
International journal of forecasting
1
International review of economics & finance : IREF
1
Nota di Lavoro
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Nota di lavoro / Fondazione Eni Enrico Mattei
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The North American journal of economics and finance : a journal of financial economics studies
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Tinbergen Institute Discussion Paper 2018-052/III
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ECONIS (ZBW)
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Volatility spillovers for spot, futures, and ETF prices in agriculture and energy
Chang, Chia-Lin
;
Liu, Chia-Ping
;
McAleer, Michael
- In:
Energy economics
81
(
2019
),
pp. 779-792
Persistent link: https://www.econbiz.de/10012172983
Saved in:
2
Analyzing and forecasting volatility spillovers, asymmetries and hedging in major oil markets
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
- In:
Energy economics
32
(
2010
)
6
,
pp. 1445-1455
Persistent link: https://www.econbiz.de/10008935991
Saved in:
3
Crude oil hedging strategies using dynamic multivariate GARCH
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
- In:
Energy economics
33
(
2011
)
5
,
pp. 912-923
Persistent link: https://www.econbiz.de/10009382992
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