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isPartOf:"Journal of applied econometrics"
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~isPartOf:"Econometric Institute research papers"
~isPartOf:"Journal of commodity markets"
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Search: subject_exact:"Commodity derivative"
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Commodity derivative
15
Rohstoffderivat
15
Volatility
11
Volatilität
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ARCH model
9
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9
Spot market
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Spotmarkt
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1997-2008
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McAleer, Michael
15
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Tansuchat, Roengchai
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Hooi Hooi Lean
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Wong, Wing Keung
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Roengchai Tansuchat
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Hammoudeh, Shawkat
1
Hammoudeh, Shawkat M.
1
Khamkaew, Tanchanok
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1
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Journal of applied econometrics
Econometric Institute research papers
Journal of commodity markets
International Journal of Energy Economics and Policy : IJEEP
38
Diskussionspapier / Lehrstuhl für Wirtschaftsethik, Martin-Luther-Universität Halle-Wittenberg
28
Working paper
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NBER working paper series
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Journal of risk and financial management : JRFM
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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CESifo working papers
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The journal of futures markets
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International Journal of Financial Studies : open access journal
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International journal of economics and financial issues : IJEFI
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Risks : open access journal
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1
Latent volatility granger causality and spillovers in renewable energy and crude oil ETFs
Chang, Chia-Lin
;
McAleer, Michael
;
Wang, Yu-Ann
-
2018
Persistent link: https://www.econbiz.de/10011863536
Saved in:
2
Risk-averse and risk-seeking investor preferences for oil spot and futurues
Hooi Hooi Lean
;
McAleer, Michael
;
Wong, Wing Keung
-
2013
Persistent link: https://www.econbiz.de/10010198257
Saved in:
3
Herding, information cascades and volatility spillovers in futures markets
McAleer, Michael
;
Radalj, Kim
-
2013
Persistent link: https://www.econbiz.de/10009781942
Saved in:
4
Modelling long memory volatility in agricultural commodity futures returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009619551
Saved in:
5
Causality between market liquidity and depth for energy and grains
Sari, Ramazan
;
Hammoudeh, Shawkat
;
Chang, Chia-Lin
; …
-
2011
Persistent link: https://www.econbiz.de/10009619369
Saved in:
6
Crude oil hedging strategies using dynamic multivariate GARCH
Roengchai Tansuchat
;
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10003987324
Saved in:
7
Market efficiency of oil spot and futures : a stochastic dominance approach
Hooi Hooi Lean
;
McAleer, Michael
;
Wong, Wing Keung
-
2010
Persistent link: https://www.econbiz.de/10003987327
Saved in:
8
Conditional correlations and volatility spillovers between crude oil and stock index returns
Tansuchat, Roengchai
;
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10003987330
Saved in:
9
Analyzing and forecasting volatility spillovers and asymmetries in major crude oil spot, forward and futures markets
Chang, Chia-Lin
;
McAleer, Michael
;
Tansuchat, Roengchai
-
2010
Persistent link: https://www.econbiz.de/10003987336
Saved in:
10
Exchange rate and industrial commodity volatility transmissions, asymmetries and hedging strategies
Hammoudeh, Shawkat M.
;
Yuan, Yuan
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10003987666
Saved in:
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