Narrow search
Showing 1 - 5 of 5
Cover Image
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
Cover Image
Time-varying risk premiums in petroleum futures prices
Sadorsky, Perry A. - In: Energy economics 24 (2002) 6, pp. 539-556
Persistent link: https://www.econbiz.de/10001713358
Cover Image
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
Cover Image
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
Cover Image
Modeling and forecasting petroleum futures volatility
Sadorsky, Perry A. - In: Energy economics 28 (2006) 4, pp. 467-488
Persistent link: https://www.econbiz.de/10003351688