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subject:"Erdöl"
~person:"Roengchai Tansuchat"
~subject:"Commodity price"
~subject:"Volatility"
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Search: subject_exact:"Commodity derivative"
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Erdöl
Commodity price
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Commodity derivative
10
Rohstoffderivat
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Volatilität
10
ARCH model
9
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Roengchai Tansuchat
McAleer, Michael
40
Chang, Chia-Lin
32
Ma, Feng
29
Prokopczuk, Marcel
27
Manera, Matteo
19
Chevallier, Julien
16
Wei, Yu
15
Hammoudeh, Shawkat
14
Ji, Qiang
13
Schwartz, Eduardo S.
13
Tansuchat, Roengchai
13
Nicolini, Marcella
12
Sauerbeck, A.
12
Xiong, Wei
12
Bouri, Elie
11
Wang, Yudong
11
Zhang, Yaojie
11
Bohl, Martin T.
10
Kang, Sang Hoon
10
Luo, Jiawen
10
Nikitopoulos, Christina Sklibosios
10
Borensztein, Eduardo
9
Fernandez-Perez, Adrian
9
Jeanne, Olivier
9
Miffre, Joëlle
9
Nguyen, Duc Khuong
9
Sandri, Damiano
9
Sercu, Piet
9
Sévi, Benoît
9
Tang, Ke
9
Vignati, Ilaria
9
Westgaard, Sjur
9
Brooks, Chris
8
Carbonez, Katelijne A. E.
8
Gupta, Rangan
8
Li, Bingxin
8
Lu, Xinjie
8
Power, Gabriel J.
8
Ronn, Ehud I.
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ECONIS (ZBW)
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1
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:
2
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:
3
Conditional correlations and volatility spillovers between crude oil and stock index returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 116-138
Persistent link: https://www.econbiz.de/10009777824
Saved in:
4
Modelling long memory volatility in agricultural commodity futures returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
-
2012
Persistent link: https://www.econbiz.de/10009562958
Saved in:
5
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
Saved in:
6
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
Saved in:
7
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:
8
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
Saved in:
9
Modelling conditional correlations in the volatility of Asian rubber spot and futures returns
Chang, Chia-Lin
;
Khamkaew, Thanchanok
;
McAleer, Michael
; …
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008689063
Saved in:
10
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
Saved in:
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