//--> //--> //-->
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
isPartOf:"Econometric Institute research papers"
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: subject_exact:"Cash market"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Spot market
16
Spotmarkt
16
Spillover effect
12
Spillover-Effekt
12
Volatility
12
Volatilität
12
Futures
9
ARCH model
7
ARCH-Modell
7
Commodity derivative
7
Rohstoffderivat
7
USA
7
United States
7
Biofuel
4
Biokraftstoff
4
Hedging
4
Index derivative
3
Indexderivat
3
Oil price
3
Risikoaversion
3
Risikomaß
3
Risk aversion
3
Risk measure
3
Stochastic process
3
Stochastischer Prozess
3
Welt
3
World
3
Ölpreis
3
1997-2008
2
Capital market returns
2
Estimation
2
Getreide
2
Grain
2
Großbritannien
2
Kapitalmarktrendite
2
Risiko
2
Risk
2
Schätzung
2
Sugar crops
2
United Kingdom
2
more ...
less ...
Online availability
All
Free
16
Type of publication
All
Book / Working Paper
16
Type of publication (narrower categories)
All
Arbeitspapier
16
Graue Literatur
16
Non-commercial literature
16
Working Paper
16
Language
All
English
16
Author
All
McAleer, Michael
16
Chang, Chia-Lin
11
Hooi Hooi Lean
3
Tansuchat, Roengchai
3
Wong, Wing Keung
3
Wang, Yu-Ann
2
Allen, David E.
1
Hakim, Abdul
1
Khamkaew, Tanchanok
1
Liu, Chia-Ping
1
Radalj, Kim
1
Singh, Abhay Kumar
1
Tian, Jiarong
1
Wang, Chien-Hsun
1
Wang, Yanghuiting
1
Zuo, Guangdong
1
more ...
less ...
Published in...
All
Econometric Institute research papers
Energy economics
73
The journal of futures markets
27
IEA Energy Prices and Taxes Statistics
17
Discussion paper / Tinbergen Institute
12
International Journal of Energy Economics and Policy : IJEEP
12
Economic modelling
10
Journal of banking & finance
10
International journal of forecasting
9
The energy journal
9
Applied economics
8
Working paper
8
Energy policy
7
European journal of operational research : EJOR
7
International review of economics & finance : IREF
7
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
6
Working paper / National Bureau of Economic Research, Inc.
6
Finance India : the quarterly journal of Indian Institute of Finance
5
Finance research letters
5
The journal of energy markets
5
Working paper series
5
CREATES research paper
4
Discussion paper / Centre for Economic Policy Research
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Management science : journal of the Institute for Operations Research and the Management Sciences
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
The IUP journal of applied finance : IJAF
4
Birkbeck working papers in economics and finance : BWPEF
3
Global finance journal
3
International journal of energy sector management : IJESM
3
International journal of industrial organization
3
International review of financial analysis
3
Investment management and financial innovations
3
Journal of emerging market finance
3
NCER working paper series
3
Pacific-Basin finance journal
3
Praj̄nȧn : journal of social and management sciences
3
Research bulletin / The Institute of Cost Accountants of India
3
Research in international business and finance
3
Research memorandum / METEOR, Universiteit Maastricht, Faculty of Economics and Business Administration
3
more ...
less ...
Source
All
ECONIS (ZBW)
16
Showing
1
-
16
of
16
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Volatility spillovers and causality of carbon emissions, oil and coal spot and futures for the EU and USA
Chang, Chia-Lin
;
McAleer, Michael
;
Zuo, Guangdong
-
2017
-
Revised: May 2017
Persistent link: https://www.econbiz.de/10011965722
Saved in:
2
Volatility spillovers for spot, futures, and ETF prices in Energy and Agriculture
Chang, Chia-Lin
;
Liu, Chia-Ping
;
McAleer, Michael
-
2016
-
Revised: June, 2016
Persistent link: https://www.econbiz.de/10011541148
Saved in:
3
Modelling and testing volatility spillovers in oil and financial markets for USA, UK and China
Chang, Chia-Lin
;
McAleer, Michael
;
Tian, Jiarong
-
2016
-
Revised: June, 2016
Persistent link: https://www.econbiz.de/10011541151
Saved in:
4
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:
5
Testing co-volatility spillovers for natural gas spot, futures and ETF spot using dynamic conditional covariances
Chang, Chia-Lin
;
McAleer, Michael
;
Wang, Yanghuiting
-
2016
-
Revised: June, 2016
Persistent link: https://www.econbiz.de/10011500276
Saved in:
6
An econometric analysis of ETF and ETF futures in financial and energy markets using generated regressors
Chang, Chia-Lin
;
McAleer, Michael
;
Wang, Chien-Hsun
-
2016
-
Revised: June, 2016
Persistent link: https://www.econbiz.de/10011500282
Saved in:
7
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:
8
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
Saved in:
9
Risk-averse and risk-seeking investor preferences for oil spot and futurues
Hooi Hooi Lean
;
McAleer, Michael
;
Wong, Wing Keung
-
2013
Persistent link: https://www.econbiz.de/10010198257
Saved in:
10
Herding, information cascades and volatility spillovers in futures markets
McAleer, Michael
;
Radalj, Kim
-
2013
Persistent link: https://www.econbiz.de/10009781942
Saved in:
11
Market efficiency of oil spot and futures : a stochastic dominance approach
Hooi Hooi Lean
;
McAleer, Michael
;
Wong, Wing Keung
-
2010
Persistent link: https://www.econbiz.de/10003987327
Saved in:
12
Investor preferences for oil spot and futures based on mean-variance and stochastic dominance
Hooi Hooi Lean
;
McAleer, Michael
;
Wong, Wing Keung
-
2010
Persistent link: https://www.econbiz.de/10003987669
Saved in:
13
Modelling conditional correlations for risk diversification in crude oil markets
Chang, Chia-Lin
;
McAleer, Michael
;
Tansuchat, Roengchai
-
2009
Persistent link: https://www.econbiz.de/10003877105
Saved in:
14
Forecasting volatility and spillovers in crude oil spot, forward and futures markets
Chang, Chia-Lin
;
McAleer, Michael
;
Tansuchat, Roengchai
-
2009
Persistent link: https://www.econbiz.de/10003877109
Saved in:
15
VaR forecasts and dynamic conditional correlations for spot and futures returns on stocks and bonds
Hakim, Abdul
;
McAleer, Michael
-
2009
Persistent link: https://www.econbiz.de/10003908707
Saved in:
16
Modelling conditional correlations in the volatility of Asian rubber spot and futures returns
Khamkaew, Tanchanok
;
Tansuchat, Roengchai
;
Chang, Chia-Lin
-
2009
Persistent link: https://www.econbiz.de/10003908711
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->