Modelling volatility spillovers for bio-ethanol, sugarcane and corn
Chia-Lin Chang (Department of Applied Economics, Department of Finance, National Chung Hsing University, Taichung, Taiwan), Michael McAleer (Department of Quantitative Finance, National Tsing Hua University, Taiwan and Econometric Institute, Erasmus School of Economics, Erasmus University Rotterdam and Tinbergen Institute, The Netherlands and Department of Quantitative Economics, Complutense University of Madrid, Spain), Yu-Ann Wang (Department of Applied Economics, National Chung Hsing University, Taichung, Taiwan)
| Year of publication: |
March 2016 ; Revised
|
|---|---|
| Authors: | Chang, Chia-Lin ; McAleer, Michael ; Wang, Yu-Ann |
| Publisher: |
[Rotterdam] : [Econometric Institute, Erasmus School of Economics] |
| Subject: | Futures | Spotmarkt | Spot market | Kapitalmarktrendite | Capital market returns | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Risiko | Risk | Biokraftstoff | Biofuel | Zuckerpflanze | Sugar crops | Getreide | Grain |
freely available
| Extent: | 1 Online-Ressource (circa 46 Seiten) Illustrationen |
|---|---|
| Series: | Econometric Institute research papers. - Rotterdam : [Verlag nicht ermittelbar], ZDB-ID 2169625-1. - Vol. EI2016-15 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Other identifiers: | hdl:1765/79923 [Handle] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011448000