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type_genre:"Graue Literatur"
~isPartOf:"Working paper"
~person:"Hooi Hooi Lean"
~person:"Roengchai Tansuchat"
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Risk-averse and risk-seeking investor preferences for oil spot and futures
Hooi Hooi Lean
;
McAleer, Michael
;
Wong, Wing Keung
-
2013
Persistent link: https://www.econbiz.de/10010188534
Saved in:
2
Investor preferences for oil spot and futures based on mean-variance and stochastic dominance
Hooi Hooi Lean
;
McAleer, Michael
;
Wong, Wing Keung
-
2010
Persistent link: https://www.econbiz.de/10008688580
Saved in:
3
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:
4
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:
5
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:
6
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:
7
Market efficiency of oil spot and futures : a mean-variance and stochastic dominance approach
Hooi Hooi Lean
;
McAleer, Michael
;
Wong, Wing Keung
-
2010
Persistent link: https://www.econbiz.de/10008670002
Saved in:
8
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:
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