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~isPartOf:"Econometric Institute research papers"
~subject:"Effizienzmarkthypothese"
~subject:"Kapitaleinkommen"
~subject:"Spekulation"
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Effizienzmarkthypothese
Kapitaleinkommen
Spekulation
Commodity derivative
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Rohstoffderivat
15
Volatility
11
Volatilität
11
ARCH model
9
ARCH-Modell
9
Spot market
7
Spotmarkt
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Oil price
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Estimation
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Schätzung
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Spillover effect
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1997-2008
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1979-2009
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McAleer, Michael
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Chang, Chia-Lin
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Tansuchat, Roengchai
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Radalj, Kim
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Roengchai Tansuchat
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Econometric Institute research papers
Energy economics
40
The journal of futures markets
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Journal of banking & finance
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Journal of commodity markets
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Economic modelling
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Finance research letters
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International review of financial analysis
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Applied economics
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The energy journal
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American journal of agricultural economics
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International Journal of Energy Economics and Policy : IJEEP
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International review of economics & finance : IREF
7
Journal of international money and finance
7
Research in international business and finance
7
Applied economics letters
6
The handbook of commodity investing
6
Journal of agricultural and applied economics
5
NBER working paper series
5
Working paper / National Bureau of Economic Research, Inc.
5
Agricultural economics : the journal of the International Association of Agricultural Economists
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
FEEM Working Paper
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Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
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Journal of empirical finance
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Journal of financial and quantitative analysis : JFQA
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Journal of forecasting
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Journal of risk and financial management : JRFM
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Review of financial economics : RFE
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The Australian journal of agricultural and resource economics
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The IUP journal of financial risk management : IJFRM
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The North American journal of economics and finance : a journal of financial economics studies
4
The journal of alternative investments
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
ZEF discussion papers on development policy
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Applied economic perspectives and policy
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CESifo working papers
3
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ECONIS (ZBW)
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Herding, information cascades and volatility spillovers in futures markets
McAleer, Michael
;
Radalj, Kim
-
2013
Persistent link: https://www.econbiz.de/10009781942
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2
Crude oil hedging strategies using dynamic multivariate GARCH
Roengchai Tansuchat
;
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10003987324
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3
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:
4
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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