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isPartOf:"Schmalenbachs Zeitschrift für betriebswirtschaftliche Forschung : ZfbF"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~isPartOf:"Working paper"
~person:"Roengchai Tansuchat"
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ARCH model
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Capital income
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Commodity derivative
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1998-2009
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Roengchai Tansuchat
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Schmalenbachs Zeitschrift für betriebswirtschaftliche Forschung : ZfbF
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
Working paper
Energy economics
2
Econometric Institute research papers
1
Robustness in econometrics
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
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Conditional correlations and volatility spillovers between crude oil and stock index returns
Roengchai Tansuchat
;
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008669344
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2
Crude oil hedging strategies using dynamic multivariate GARCH
Roengchai Tansuchat
;
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008669351
Saved in:
3
Analyzing and forecasting volatility spillovers, asymmetries and hedging in major oil markets
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
-
2010
Persistent link: https://www.econbiz.de/10008669993
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