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~isPartOf:"Econometric Institute research papers"
~subject:"Kapitalmarktrendite"
~subject:"Cointegration"
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Kapitalmarktrendite
Cointegration
Biofuel
6
Biokraftstoff
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Futures
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Spot market
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Spotmarkt
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Spillover effect
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Spillover-Effekt
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Volatility
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2005-2015
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Energy market
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Erneuerbare Ressourcen
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Index derivative
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Kointegration
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Chang, Chia-Lin
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McAleer, Michael
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Allen, David E.
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Singh, Abhay Kumar
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Econometric Institute research papers
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International Journal of Energy Economics and Policy : IJEEP
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IES working paper
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Diskussionspapiere / Department für Agrarökonomie und Rurale Entwicklung / Department für Agrarökonomie und Rurale Entwicklung : Diskussionsbeitrag
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Ekonomický časopis : časopis pre ekonomickú teóriu, hospodársku politiku, spoločensko-ekonomické prognózovanie
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Food economics : the official journal of the Nordic Association of Agricultural Scientists (NJF)
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Journal of economics & business
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OPEC energy review
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The empirical economics letters : a monthly international journal of economics
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A cointegration analysis of agricultural, energy and bio-fuel spot and futures prices
Allen, David E.
;
Chang, Chia-Lin
;
McAleer, Michael
; …
-
2016
Persistent link: https://www.econbiz.de/10011500264
Saved in:
2
Modelling volatility spillovers for bio-ethanol, sugarcane and corn
Chang, Chia-Lin
;
McAleer, Michael
;
Wang, Yu-Ann
-
2016
-
Revised
Persistent link: https://www.econbiz.de/10011448000
Saved in:
3
Modelling volatility spillovers for bio-ethanol, sugarcane and corn spot and futures prices
Chang, Chia-Lin
;
McAleer, Michael
;
Wang, Yu-Ann
-
2016
-
Revised: December 2016
Persistent link: https://www.econbiz.de/10011631784
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