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~isPartOf:"Econometric Institute research papers"
~isPartOf:"International review of applied economic research"
~subject:"Rohstoffderivat"
~subject:"Spillover effect"
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Rohstoffderivat
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Econometric Institute research papers
International review of applied economic research
Discussion paper / Tinbergen Institute
6
The journal of futures markets
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The interrelationship between financial and energy markets
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Agrarian economy and rural development : realities and perspectives for Romania : International Symposium : 11th edition
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Volatility spillovers and causality of carbon emissions, oil and coal spot and futures for the EU and USA
Chang, Chia-Lin
;
McAleer, Michael
;
Zuo, Guangdong
-
2017
-
Revised: May 2017
Persistent link: https://www.econbiz.de/10011965722
Saved in:
2
Volatility spillovers for spot, futures, and ETF prices in Energy and Agriculture
Chang, Chia-Lin
;
Liu, Chia-Ping
;
McAleer, Michael
-
2016
-
Revised: June, 2016
Persistent link: https://www.econbiz.de/10011541148
Saved in:
3
Modelling and testing volatility spillovers in oil and financial markets for USA, UK and China
Chang, Chia-Lin
;
McAleer, Michael
;
Tian, Jiarong
-
2016
-
Revised: June, 2016
Persistent link: https://www.econbiz.de/10011541151
Saved in:
4
Testing co-volatility spillovers for natural gas spot, futures and ETF spot using dynamic conditional covariances
Chang, Chia-Lin
;
McAleer, Michael
;
Wang, Yanghuiting
-
2016
-
Revised: June, 2016
Persistent link: https://www.econbiz.de/10011500276
Saved in:
5
An econometric analysis of ETF and ETF futures in financial and energy markets using generated regressors
Chang, Chia-Lin
;
McAleer, Michael
;
Wang, Chien-Hsun
-
2016
-
Revised: June, 2016
Persistent link: https://www.econbiz.de/10011500282
Saved in:
6
Modelling volatility spillovers for bio-ethanol, sugarcane and corn
Chang, Chia-Lin
;
McAleer, Michael
;
Wang, Yu-Ann
-
2016
-
Revised
Persistent link: https://www.econbiz.de/10011448000
Saved in:
7
Modelling volatility spillovers for bio-ethanol, sugarcane and corn spot and futures prices
Chang, Chia-Lin
;
McAleer, Michael
;
Wang, Yu-Ann
-
2016
-
Revised: December 2016
Persistent link: https://www.econbiz.de/10011631784
Saved in:
8
VaR forecasts and dynamic conditional correlations for spot and futures returns on stocks and bonds
Hakim, Abdul
;
McAleer, Michael
-
2009
Persistent link: https://www.econbiz.de/10003908707
Saved in:
9
Impact of international volatility, the Euro, and derivatives on a small stock market
Sarrianidis, Nikolaos
;
Drimbetas, Evangelos
;
Konteos, George
- In:
International review of applied economic research
1
(
2006
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10003714654
Saved in:
10
The volatility spillover effects on the Greek market deriving from the interaction between the German market and the Athens derivatives market
Drimbetas, Evangelos
;
Sariannidis, Nikolaos
;
Konteos, George
- In:
International review of applied economic research
1
(
2006
)
2
,
pp. 143-158
Persistent link: https://www.econbiz.de/10003714680
Saved in:
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