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subject:"Welt"
~person:"McAleer, Michael"
~subject:"Estimation"
~type_genre:"Working Paper"
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Search: subject_exact:"Mineralölpreis"
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Welt
Estimation
Oil price
21
Ölpreis
21
Volatility
19
Volatilität
19
ARCH model
18
ARCH-Modell
18
Commodity derivative
12
Rohstoffderivat
12
World
9
Düngemittel
7
Fertilizer
7
Preis
7
Price
7
Capital income
6
Kapitaleinkommen
6
Schätzung
5
Spillover effect
5
Spillover-Effekt
5
2003-2008
4
Hedging
4
Spot market
4
Spotmarkt
4
Theorie
4
Theory
4
Time series analysis
4
USA
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United States
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Zeitreihenanalyse
4
2008
3
Causality analysis
3
Cointegration
3
Kausalanalyse
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Kointegration
3
1997-2008
2
1998-2009
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Coal
2
Commodity price
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Correlation
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Graue Literatur
11
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11
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11
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McAleer, Michael
Kilian, Lutz
66
Baumeister, Christiane
27
Zhou, Xiaoqing
15
Mignon, Valérie
13
Mohaddes, Kamiar
12
Ohnsorge, Franziska
12
Rault, Christophe
12
Kose, M. Ayhan
11
Chang, Chia-Lin
10
Gupta, Rangan
10
Vigfusson, Robert J.
10
Bjørnland, Hilde Christiane
8
Caporale, Guglielmo Maria
8
Manera, Matteo
8
Peersman, Gert
8
Chen, Chi-chung
7
Gil-Alaña, Luis A.
7
Nouira, Ridha
7
Pesaran, M. Hashem
7
Yilmazkuday, Hakan
7
Kočenda, Evžen
6
Lee, Thomas
6
Venditti, Fabrizio
6
Aastveit, Knut Are
5
Ben Salem, Leila
5
Brückner, Markus
5
Gronwald, Marc
5
Grâdšṭayn, Marq
5
Güntner, Jochen
5
Ha, Jongrim
5
Raissi, Mehdi
5
Reitz, Stefan
5
Van Robays, Ine
5
Yoshino, Naoyuki
5
Allegret, Jean-Pierre
4
Alquist, Ron
4
Baffes, John
4
Barsky, Robert B.
4
Bodenstein, Martin
4
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University of Canterbury / Dept. of Economics and Finance
1
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Econometric Institute research papers
6
Working paper
4
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1
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ECONIS (ZBW)
11
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1
Modeling the effects of oil prices on global fertilizer prices and volatility
Chen, Ping-Yu
;
Chang, Chia-Lin
;
Chen, Chi-chung
; …
-
2013
Persistent link: https://www.econbiz.de/10009701639
Saved in:
2
Modelling the effects of oil prices on global fertilizer prices and volatility
Chen, Ping-Yu
;
Chang, Chia-Lin
;
Chen, Chi-chung
; …
-
2013
Persistent link: https://www.econbiz.de/10010354373
Saved in:
3
Modelling the effects of oil prices on global fertilizer prices and volatility
Chen, Ping-Yu
;
Chang, Chia-Lin
;
Chen, Chi-chung
; …
-
2013
Persistent link: https://www.econbiz.de/10009724819
Saved in:
4
Modeling the effect of oil price on global fertilizer prices
Chen, Ping-yu
;
Chang, Chia-Lin
;
Chen, Chi-chung
; …
-
2010
Persistent link: https://www.econbiz.de/10008664056
Saved in:
5
Modeling the volatility in global fertilizer prices
Chen, Ping-yu
;
Chang, Chia-Lin
;
Chen, Chi-chung
; …
-
2010
Persistent link: https://www.econbiz.de/10003995695
Saved in:
6
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:
7
Modelling conditional correlations for risk diversification in crude oil markets
Chang, Chia-Lin
;
McAleer, Michael
;
Tansuchat, Roengchai
-
2009
Persistent link: https://www.econbiz.de/10003877105
Saved in:
8
Forecasting volatility and spillovers in crude oil spot, forward and futures markets
Chang, Chia-Lin
;
McAleer, Michael
;
Tansuchat, Roengchai
-
2009
Persistent link: https://www.econbiz.de/10003877109
Saved in:
9
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:
10
Modeling the volatility in global fertilizer prices
Chen, Ping-yu
;
Chang, Chia-lin
;
Chen, Chi-chung
; …
-
2010
Persistent link: https://www.econbiz.de/10008688821
Saved in:
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