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~language:"eng"
~person:"McAleer, Michael"
~person:"Nguyen, Duc Khuong"
~subject:"Commodity derivative"
~type_genre:"Article in journal"
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Commodity derivative
Theorie
100
Theory
100
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100
Volatilität
100
ARCH model
70
ARCH-Modell
70
Estimation
58
Schätzung
57
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49
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McAleer, Michael
Nguyen, Duc Khuong
Irwin, Scott H.
40
Ma, Feng
28
García, Philip
25
Lien, Da-hsiang Donald
21
Sanders, Dwight R.
21
Chevallier, Julien
18
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17
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13
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13
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13
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12
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12
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12
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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
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10
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10
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10
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9
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9
Liu, Qingfu
9
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9
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9
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8
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8
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Energy economics
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Finance research letters
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International review of economics & finance : IREF
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International review of financial analysis
2
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1
Emerging markets review
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International journal of forecasting
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International transactions in operational research : a journal of the International Federation of Operational Research Societies
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ECONIS (ZBW)
25
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1
On the role of commodity futures in portfolio diversification
Hooi Hooi Lean
;
Nguyen, Duc Khuong
;
Sensoy, Ahmet
; …
- In:
International transactions in operational research : a …
30
(
2023
)
5
,
pp. 2374-2394
Persistent link: https://www.econbiz.de/10014259167
Saved in:
2
Dynamic volatility spillover effects between oil and agricultural products
Pick Schen Yip
;
Brooks, Robert
;
Do, Hung Xuan
;
Nguyen, …
- In:
International review of financial analysis
69
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012316894
Saved in:
3
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:
4
U.S. equity and commodity futures markets : hedging or financialization?
Nguyen, Duc Khuong
;
Sensoy, Ahmet
;
Sousa, Ricardo M.
; …
- In:
Energy economics
86
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012511797
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
Can investors of Chinese energy stocks benefit from diversification into commodity futures?
Wen, Xiaoqian
;
Nguyen, Duc Khuong
- In:
Economic modelling
66
(
2017
),
pp. 184-200
Persistent link: https://www.econbiz.de/10011813713
Saved in:
8
Impact of speculation and economic uncertainty on commodity markets
Andreasson, Pierre
;
Bekiros, Stelios
;
Nguyen, Duc Khuong
; …
- In:
International review of financial analysis
43
(
2016
),
pp. 115-127
Persistent link: https://www.econbiz.de/10011623721
Saved in:
9
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:
10
Testing for asymmetric causality between U.S. equity returns and commodity futures returns
Nguyen, Duc Khuong
;
Sousa, Ricardo M.
;
Uddin, Mohammed …
- In:
Finance research letters
12
(
2015
),
pp. 38-47
Persistent link: https://www.econbiz.de/10011552233
Saved in:
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