//--> //--> //-->
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:"Erdölpreis"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Oil price
11
Volatility
11
Volatilität
11
Ölpreis
11
ARCH model
10
ARCH-Modell
10
Commodity derivative
6
Rohstoffderivat
6
Welt
5
World
5
Estimation
4
Schätzung
4
Spillover effect
4
Spillover-Effekt
4
Capital income
3
Düngemittel
3
Fertilizer
3
Kapitaleinkommen
3
Preis
3
Price
3
Spot market
3
Spotmarkt
3
1997-2008
2
2003-2008
2
Causality analysis
2
Commodity price
2
Hedging
2
Kausalanalyse
2
Risikomaß
2
Risk measure
2
Rohstoffpreis
2
Theorie
2
Theory
2
Time series analysis
2
USA
2
United States
2
Zeitreihenanalyse
2
1998-2009
1
2000-2018
1
2008
1
more ...
less ...
Online availability
All
Free
11
Type of publication
All
Book / Working Paper
11
Type of publication (narrower categories)
All
Arbeitspapier
11
Graue Literatur
11
Non-commercial literature
11
Working Paper
11
Language
All
English
11
Author
All
McAleer, Michael
11
Chang, Chia-Lin
10
Tansuchat, Roengchai
4
Chen, Chi-chung
3
Chen, Ping-yu
2
Anh The Vo
1
Chen, Ping-Yu
1
Duc Hong Vo
1
Roengchai Tansuchat
1
Tan Ngoc Vu
1
Wang, Yu-Ann
1
Zuo, Guangdong
1
more ...
less ...
Published in...
All
Econometric Institute research papers
Energy economics
992
International Journal of Energy Economics and Policy : IJEEP
425
The energy journal
158
Economic modelling
125
OPEC energy review
117
Applied economics
104
Finance research letters
102
International review of economics & finance : IREF
92
Working paper
92
CESifo working papers
84
IMF working papers
79
Discussion paper / Centre for Economic Policy Research
72
Applied economics letters
67
International review of financial analysis
66
NBER working paper series
57
Research in international business and finance
55
The North American journal of economics and finance : a journal of financial economics studies
55
Working paper / National Bureau of Economic Research, Inc.
53
Energy policy
51
NBER Working Paper
51
CAMA working paper series
48
The Journal of energy and development
46
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
44
CESifo Working Paper Series
42
IMF working paper
41
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
41
International journal of finance & economics : IJFE
40
Journal of international money and finance
38
International journal of economics and financial issues : IJEFI
37
Economics letters
36
Macroeconomic dynamics
32
The empirical economics letters : a monthly international journal of economics
32
The journal of futures markets
32
Discussion papers / CEPR
31
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
31
OPEC review : energy economics and related issues
31
USAEE Working Paper
31
CAMA Working Paper
30
Cogent economics & finance
29
IMF Working Paper
29
more ...
less ...
Source
All
ECONIS (ZBW)
11
Showing
1
-
11
of
11
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Modelling the relationship between crude oil and agricultural commodity prices
Duc Hong Vo
;
Tan Ngoc Vu
;
Anh The Vo
;
McAleer, Michael
-
2018
Persistent link: https://www.econbiz.de/10011987133
Saved in:
2
Latent volatility granger causality and spillovers in renewable energy and crude oil ETFs
Chang, Chia-Lin
;
McAleer, Michael
;
Wang, Yu-Ann
-
2018
Persistent link: https://www.econbiz.de/10011863536
Saved in:
3
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:
4
Modelling the effects of oil prices on global fertilizer prices and volatility
Chen, Ping-Yu
;
Chang, Chia-Lin
;
Chen, Chi-chung
; …
-
2013
Persistent link: https://www.econbiz.de/10010354373
Saved in:
5
Modeling the effect of oil price on global fertilizer prices
Chen, Ping-yu
;
Chang, Chia-Lin
;
Chen, Chi-chung
; …
-
2010
Persistent link: https://www.econbiz.de/10008664056
Saved in:
6
Modeling the volatility in global fertilizer prices
Chen, Ping-yu
;
Chang, Chia-Lin
;
Chen, Chi-chung
; …
-
2010
Persistent link: https://www.econbiz.de/10003995695
Saved in:
7
Crude oil hedging strategies using dynamic multivariate GARCH
Roengchai Tansuchat
;
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10003987324
Saved in:
8
Conditional correlations and volatility spillovers between crude oil and stock index returns
Tansuchat, Roengchai
;
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10003987330
Saved in:
9
Analyzing and forecasting volatility spillovers and asymmetries in major crude oil spot, forward and futures markets
Chang, Chia-Lin
;
McAleer, Michael
;
Tansuchat, Roengchai
-
2010
Persistent link: https://www.econbiz.de/10003987336
Saved in:
10
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:
11
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->