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~isPartOf:"Econometric Institute research papers"
~language:"eng"
~language:"tur"
~subject:"Volatilität"
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Volatilität
Volatility
12
Oil price
11
Ölpreis
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ARCH model
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ARCH-Modell
10
Commodity derivative
7
Preis
7
Price
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Rohstoffderivat
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Estimation
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United States
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Spillover effect
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Spillover-Effekt
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Spot market
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Spotmarkt
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Theorie
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Theory
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Time series analysis
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Zeitreihenanalyse
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Agrarpreis
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Agricultural price
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Biofuel
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Biokraftstoff
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Capital income
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Causality analysis
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Cointegration
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Düngemittel
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Fertilizer
3
Hedging
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Kapitaleinkommen
3
Kausalanalyse
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Kointegration
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3
1997-2008
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McAleer, Michael
12
Chang, Chia-Lin
11
Tansuchat, Roengchai
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Chen, Chi-chung
3
Chen, Ping-yu
2
Anh The Vo
1
Chen, Meng-Gu
1
Chen, Ping-Yu
1
Duc Hong Vo
1
Huang, Bing-wen
1
Roengchai Tansuchat
1
Tan Ngoc Vu
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1
Zuo, Guangdong
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Econometric Institute research papers
Energy economics
399
International Journal of Energy Economics and Policy : IJEEP
123
International review of economics & finance : IREF
56
Economic modelling
53
Finance research letters
52
Applied economics
51
International review of financial analysis
47
The energy journal
39
The North American journal of economics and finance : a journal of financial economics studies
35
Working paper / National Bureau of Economic Research, Inc.
35
OPEC energy review
34
NBER working paper series
33
Applied economics letters
31
CESifo working papers
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Working paper
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American journal of agricultural economics
29
NBER Working Paper
29
Research in international business and finance
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Journal of international money and finance
26
Discussion paper / Centre for Economic Policy Research
24
International journal of finance & economics : IJFE
20
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
19
CAMA working paper series
18
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
18
IMF working papers
18
Journal of commodity markets
18
Policy research working paper : WPS
18
Economics letters
17
Emerging markets, finance and trade : EMFT
17
Journal of international financial markets, institutions & money
16
The journal of futures markets
16
Cogent economics & finance
15
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
15
Journal of banking & finance
15
Economies : open access journal
13
The empirical economics letters : a monthly international journal of economics
13
Agricultural economics : the journal of the International Association of Agricultural Economists
12
International journal of economics and financial issues : IJEFI
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International journal of economics and finance
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Modelling the relationship between crude oil and agricultural commodity prices
Duc Hong Vo
;
Tan Ngoc Vu
;
Anh The Vo
;
McAleer, Michael
-
2018
Persistent link: https://www.econbiz.de/10011987133
Saved in:
2
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:
3
Latent volatility granger causality and spillovers in renewable energy and crude oil ETFs
Chang, Chia-Lin
;
McAleer, Michael
;
Wang, Yu-Ann
-
2018
Persistent link: https://www.econbiz.de/10011863536
Saved in:
4
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:
5
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:
6
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:
7
Modelling the asymmetric volatility in hog prices in Taiwan: the impact of joining the WTO
Chang, Chia-Lin
;
Huang, Bing-wen
;
Chen, Meng-Gu
; …
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10009619381
Saved in:
8
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:
9
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:
10
Analyzing and forecasting volatility spillovers and asymmetries in major crude oil spot, forward and futures markets
Chang, Chia-Lin
;
McAleer, Michael
;
Tansuchat, Roengchai
-
2010
Persistent link: https://www.econbiz.de/10003987336
Saved in:
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