//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~language:"cat"
~language:"eng"
~person:"McAleer, Michael"
~person:"Power, Gabriel J."
~subject:"Rohstoffderivat"
~type_genre:"Article in journal"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search:
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Rohstoffderivat
Volatility
87
Volatilität
87
Theorie
85
Theory
85
ARCH model
52
ARCH-Modell
52
Estimation
44
Schätzung
43
Time series analysis
38
Zeitreihenanalyse
38
Estimation theory
35
Schätztheorie
35
Stochastic process
33
Stochastischer Prozess
33
Forecasting model
28
Prognoseverfahren
28
USA
27
United States
27
Welt
27
World
27
Portfolio selection
26
Portfolio-Management
26
Börsenkurs
24
Share price
24
Commodity derivative
23
Risikomaß
21
Risk measure
21
Capital income
20
Kapitaleinkommen
20
Risk management
19
Risikomanagement
18
Risk
15
Risiko
14
Cointegration
13
Hedging
13
Kointegration
13
Correlation
12
Financial crisis
12
Finanzkrise
12
more ...
less ...
Online availability
All
Undetermined
10
Type of publication
All
Article
23
Type of publication (narrower categories)
All
Article in journal
Working Paper
33
Arbeitspapier
31
Graue Literatur
31
Non-commercial literature
31
Aufsatz in Zeitschrift
23
Aufsatz im Buch
1
Book section
1
Conference paper
1
Konferenzbeitrag
1
more ...
less ...
Language
All
Valencian
English
Author
All
McAleer, Michael
Power, Gabriel J.
Irwin, Scott H.
40
Ma, Feng
28
García, Philip
25
Lien, Da-hsiang Donald
21
Sanders, Dwight R.
21
Chevallier, Julien
18
Prokopczuk, Marcel
17
Miffre, Joëlle
16
Kang, Sang Hoon
15
Bouri, Elie
13
Hammoudeh, Shawkat
13
Ji, Qiang
13
Wei, Yu
13
Nguyen, Duc Khuong
12
Sauerbeck, A.
12
Todorova, Neda
12
Tse, Yiuman
12
Benth, Fred Espen
11
Hamori, Shigeyuki
11
McKenzie, Andrew M.
11
Uddin, Mohammed Gazi Salah
11
Wang, Yudong
11
Zhang, Yaojie
11
Bohl, Martin T.
10
Brorsen, B. Wade
10
Chatrath, Arjun
10
Fernandez-Perez, Adrian
10
Karali, Berna
10
Pennings, Joost M. E.
10
Tiwari, Aviral Kumar
10
Cortazar, Gonzalo
9
Fuertes, Ana María
9
Liu, Qingfu
9
Schwartz, Eduardo S.
9
Yang, Jian
9
Fan, John Hua
8
Gong, Xu
8
Gupta, Rangan
8
more ...
less ...
Published in...
All
Energy economics
6
Applied financial economics
3
Applied economics letters
2
International review of economics & finance : IREF
2
Agricultural finance review
1
American journal of agricultural economics
1
Applied economics
1
Economic modelling
1
Finance research letters
1
International journal of forecasting
1
International review of financial analysis
1
Research in international business and finance
1
The North American journal of economics and finance : a journal of financial economics studies
1
The energy journal
1
more ...
less ...
Source
All
ECONIS (ZBW)
23
Showing
1
-
10
of
23
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Commodity financialization and sector ETFs : Evidence from crude oil futures
Liu, Pan
;
Vedenov, Dmitrij V.
;
Power, Gabriel J.
- In:
Research in international business and finance
51
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012208332
Saved in:
2
Forecasting volatility and co-volatility of crude oil and gold futures : effects of leverage, jumps, spillovers, and geopolitical risks
Asai, Manabu
;
Gupta, Rangan
;
McAleer, Michael
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 933-948
Persistent link: https://www.econbiz.de/10012497080
Saved in:
3
International oil market risk anticipations and the cushing bottleneck : option-implied evidence
Gagnon, Marie-Hélène
;
Power, Gabriel J.
- In:
The energy journal
41
(
2020
)
6
,
pp. 255-280
Persistent link: https://www.econbiz.de/10012547136
Saved in:
4
They're back! Post-financialization diversification benefits of commodities
Gagnon, Marie-Hélène
;
Manseau, Guillaume
;
Power, …
- In:
International review of financial analysis
71
(
2020
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012436269
Saved in:
5
Are the S&P 500 index and crude oil, natural gas and ethanol futures related for intra-day data?
Caporin, Massimiliano
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 50-70
Persistent link: https://www.econbiz.de/10012202481
Saved in:
6
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:
7
Catching the curl : wavelet thresholding improves forward curve modelling
Power, Gabriel J.
;
Eaves, James
;
Turvey, Calum Greig
; …
- In:
Economic modelling
64
(
2017
),
pp. 312-321
Persistent link: https://www.econbiz.de/10011761254
Saved in:
8
Is hedging the crack spread no longer all it's cracked up to be?
Liu, Pan
;
Vedenov, Dmitrij V.
;
Power, Gabriel J.
- In:
Energy economics
63
(
2017
),
pp. 31-40
Persistent link: https://www.econbiz.de/10011757817
Saved in:
9
Quantitative finance for agricultural commodities : discussion and extension
Power, Gabriel J.
- In:
Agricultural finance review
76
(
2016
)
1
,
pp. 27-41
Persistent link: https://www.econbiz.de/10011695493
Saved in:
10
Preferences of risk-averse and risk-seeking investors for oil spot and futures before, during and after the Global Financial Crisis
Hooi Hooi Lean
;
McAleer, Michael
;
Wong, Wing Keung
- In:
International review of economics & finance : IREF
40
(
2015
),
pp. 204-216
Persistent link: https://www.econbiz.de/10011573581
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->