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isPartOf:"Bloomberg Press series"
~isPartOf:"Econometric Institute research papers"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Managerial finance"
~subject:"Spillover-Effekt"
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Latent volatility granger causality and spillovers in renewable energy and crude oil ETFs
Chang, Chia-Lin
;
McAleer, Michael
;
Wang, Yu-Ann
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2018
Persistent link: https://www.econbiz.de/10011863536
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2
Volatility spillovers for spot, futures, and ETF prices in Energy and Agriculture
Chang, Chia-Lin
;
Liu, Chia-Ping
;
McAleer, Michael
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2016
-
Revised: June, 2016
Persistent link: https://www.econbiz.de/10011541148
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3
Testing co-volatility spillovers for natural gas spot, futures and ETF spot using dynamic conditional covariances
Chang, Chia-Lin
;
McAleer, Michael
;
Wang, Yanghuiting
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2016
-
Revised: June, 2016
Persistent link: https://www.econbiz.de/10011500276
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4
An econometric analysis of ETF and ETF futures in financial and energy markets using generated regressors
Chang, Chia-Lin
;
McAleer, Michael
;
Wang, Chien-Hsun
-
2016
-
Revised: June, 2016
Persistent link: https://www.econbiz.de/10011500282
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