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~isPartOf:"Energy economics"
~person:"Barunik, Jozef"
~person:"McAleer, Michael"
~subject:"Volatility"
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Volatility
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Barunik, Jozef
McAleer, Michael
Hammoudeh, Shawkat
3
Kang, Sang Hoon
3
Maitra, Debasish
3
Tiwari, Aviral Kumar
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Antonakakis, Nikolaos
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Chang, Chia-Lin
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Cuñado Eizaguirre, Juncal
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Energy economics
Econometric Institute research papers
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The North American journal of economics and finance : a journal of financial economics studies
2
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ECONIS (ZBW)
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Are benefits from oil-stocks diversification gone? : new evidence from a dynamic copula and high frequency data
Avdulaj, Krenar
;
Barunik, Jozef
- In:
Energy economics
51
(
2015
),
pp. 31-44
Persistent link: https://www.econbiz.de/10011564203
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2
Risk spillovers in oil-related CDS, stock and credit markets
Hammoudeh, Shawkat
;
Liu, Tengdong
;
Chang, Chia-Lin
; …
- In:
Energy economics
36
(
2013
),
pp. 526-535
Persistent link: https://www.econbiz.de/10009724647
Saved in:
3
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:
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