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~isPartOf:"Energy economics"
~language:"eng"
~person:"McAleer, Michael"
~subject:"ARCH model"
~type_genre:"Article in journal"
~type_genre:"Bibliographie enthalten"
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ARCH model
Commodity derivative
5
Rohstoffderivat
5
Volatility
4
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4
ARCH-Modell
3
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3
Hedging
3
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Article in journal
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McAleer, Michael
Ma, Feng
15
Hammoudeh, Shawkat
8
Bouri, Elie
7
Yoon, Seong-min
7
Wang, Yudong
6
Wei, Yu
6
Zhang, Yaojie
6
Nguyen, Duc Khuong
5
Sadorsky, Perry A.
5
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5
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4
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4
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4
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4
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4
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4
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3
Chang, Chia-Lin
3
Ciarreta, Aitor
3
Elder, John
3
Ji, Qiang
3
Kang, Sang Hoon
3
Klein, Tony
3
Lai, Xiaodong
3
Liu, Jing
3
Lu, Xinjie
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Mensi, Walid
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Rahman, Sajjadur
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Uddin, Mohammed Gazi Salah
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Umar, Muhammad
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3
Wang, Shouyang
3
Wang, Xunxiao
3
Wu, Chongfeng
3
Zarraga, Ainhoa
3
Zerilli, Paola
3
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Energy economics
Econometrics : open access journal
4
Journal of economic surveys
4
Econometric reviews
3
Econometric theory
3
Journal of risk and financial management : JRFM
3
The North American journal of economics and finance : a journal of financial economics studies
3
Finance research letters
2
International journal of forecasting
2
International review of economics & finance : IREF
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Journal of forecasting
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Accounting and finance : journal of the Accounting Association of Australia and New Zealand
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Economics letters
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Journal of time series econometrics
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Risks : open access journal
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The Japanese economic review : the journal of the Japanese Economic Association
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The Korean economic review
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
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1
Volatility spillovers for spot, futures, and ETF prices in agriculture and energy
Chang, Chia-Lin
;
Liu, Chia-Ping
;
McAleer, Michael
- In:
Energy economics
81
(
2019
),
pp. 779-792
Persistent link: https://www.econbiz.de/10012172983
Saved in:
2
Crude oil hedging strategies using dynamic multivariate GARCH
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
- In:
Energy economics
33
(
2011
)
5
,
pp. 912-923
Persistent link: https://www.econbiz.de/10009382992
Saved in:
3
Analyzing and forecasting volatility spillovers, asymmetries and hedging in major oil markets
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
- In:
Energy economics
32
(
2010
)
6
,
pp. 1445-1455
Persistent link: https://www.econbiz.de/10008935991
Saved in:
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