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~subject:"Hedging"
~person:"Chang, Chia-Lin"
~type:"article"
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Search: ("Konjunktur" OR "Rohstoff" OR "Rohstoffpreis") AND NOT isPartOf:Wirtschaftsdienst
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Hedging
ARCH model
7
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Volatility
7
Volatilität
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Rohstoffderivat
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Capital income
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12-Month variance futures
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3-Month variance futures
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Chang, Chia-Lin
Lien, Da-hsiang Donald
86
Broll, Udo
84
Kit, Pong Wong
53
Wahl, Jack E.
35
Hammoudeh, Shawkat
23
Mensi, Walid
23
Kang, Sang Hoon
22
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17
Li, Johnny Siu-Hang
17
Bouri, Elie
16
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14
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13
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Melʹnikov, Aleksandr V.
13
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13
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12
Faff, Robert W.
12
Lee, Cheng F.
12
Xuan Vinh Vo
12
Zilcha, Itzhak
12
Kabanov, Jurij M.
11
Lai, Yu-Sheng
11
Lucey, Brian M.
11
Pennings, Joost M. E.
11
Roubaud, David
11
Shrestha, Keshab
11
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11
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11
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11
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10
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10
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10
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10
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10
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10
Rogers, Daniel A.
10
Yamada, Yuji
10
Yoon, Seong-min
10
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9
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Energy economics
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The North American journal of economics and finance : a journal of financial economics studies
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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
The rise and fall of S&P500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 151-167
Persistent link: https://www.econbiz.de/10009779314
Saved in:
4
Asymmetric adjustments in the ethanol and grains markets
Chang, Chia-Lin
;
Chen, Li-Hsueh
;
Hammoudeh, Shawkat
; …
- In:
Energy economics
34
(
2012
)
6
,
pp. 1990-2002
Persistent link: https://www.econbiz.de/10009688901
Saved in:
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