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Commodity derivative
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Rohstoffderivat
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Econometric Institute research papers
European review of agricultural economics : ERAE
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270
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207
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1
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:
2
Short-term price density forecasts in the lean hog futures market
Trujillo-Barrera, Andres
;
García, Philip
;
Mallory, Mindy L.
- In:
European review of agricultural economics : ERAE
45
(
2018
)
1
,
pp. 121-142
Persistent link: https://www.econbiz.de/10012002612
Saved in:
3
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:
4
Herding, information cascades and volatility spillovers in futures markets
McAleer, Michael
;
Radalj, Kim
-
2013
Persistent link: https://www.econbiz.de/10009781942
Saved in:
5
Modelling long memory volatility in agricultural commodity futures returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009619551
Saved in:
6
Causality between market liquidity and depth for energy and grains
Sari, Ramazan
;
Hammoudeh, Shawkat
;
Chang, Chia-Lin
; …
-
2011
Persistent link: https://www.econbiz.de/10009619369
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
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:
9
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:
10
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:
11
Exchange rate and industrial commodity volatility transmissions, asymmetries and hedging strategies
Hammoudeh, Shawkat M.
;
Yuan, Yuan
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10003987666
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
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:
16
Modelling long memory volatility in agricultural commodity futures returns
Tansuchat, Roengchai
;
Chang, Chia-Lin
;
McAleer, Michael
-
2009
Persistent link: https://www.econbiz.de/10003909568
Saved in:
17
Non-linearities in the relationship of agricultural futures prices
Beckmann, Joscha
;
Czudaj, Robert
- In:
European review of agricultural economics : ERAE
41
(
2014
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10010426042
Saved in:
18
How far do shocks move across borders? : Examining volatility transmission in major agricultural futures markets
Hernandez, Manuel A.
;
Ibarra, Raul
;
Trupkin, Danilo R.
- In:
European review of agricultural economics : ERAE
41
(
2014
)
2
,
pp. 301-325
Persistent link: https://www.econbiz.de/10010426621
Saved in:
19
Speculative bubbles in agricultural commodity markets
Gutierrez, Luciano
- In:
European review of agricultural economics : ERAE
40
(
2013
)
2
,
pp. 217-238
Persistent link: https://www.econbiz.de/10009734038
Saved in:
20
Remodelling the Working-Kaldor curve : the roles of scarcity, time to maturity and time to harvest
Carbonez, Katelijne A. E.
;
Nguyen, Thi Tuong Van
; …
- In:
European review of agricultural economics : ERAE
39
(
2012
)
3
,
pp. 459-487
Persistent link: https://www.econbiz.de/10009656783
Saved in:
21
A selected review of agricultural commodity futures and options markets
García, Philip
;
Leuthold, Raymond M.
- In:
European review of agricultural economics : ERAE
31
(
2004
)
3
,
pp. 235-272
Persistent link: https://www.econbiz.de/10002532521
Saved in:
22
Optimism and pessimism in commodity price hedging
Tuthill, Jonathan
;
Frechette, Darren L.
- In:
European review of agricultural economics : ERAE
31
(
2004
)
3
,
pp. 289-307
Persistent link: https://www.econbiz.de/10002532546
Saved in:
23
The impact of US commodity programmes on hedging in the presence of crop insurance
Wang, H. Holly
;
Makus, Larry D.
;
Chen, Xiao-mei
- In:
European review of agricultural economics : ERAE
31
(
2004
)
3
,
pp. 331-352
Persistent link: https://www.econbiz.de/10002532584
Saved in:
24
Special issue: Risk behaviour of market participants
Mahul, Olivier
(
contributor
); …
-
2004
Persistent link: https://www.econbiz.de/10002532651
Saved in:
25
Developed speculation and underdeveloped markets : the role of futures trading on export prices in less developed countries
Fortenbery, Randall
;
Zapata, Hector O.
- In:
European review of agricultural economics : ERAE
31
(
2004
)
4
,
pp. 451-471
Persistent link: https://www.econbiz.de/10002532688
Saved in:
26
Hedging price risk in the presence of crop yield and revenue insurance
Mahul, Olivier
- In:
European review of agricultural economics : ERAE
30
(
2003
)
2
,
pp. 217-239
Persistent link: https://www.econbiz.de/10001778736
Saved in:
27
Identification by full adjustment : evidence from the relationship between futures and spot prices
Kuiper, W. Erno
;
Pennings, Joost M. E.
;
Meulenberg, …
- In:
European review of agricultural economics : ERAE
29
(
2002
)
1
,
pp. 67-84
Persistent link: https://www.econbiz.de/10001653570
Saved in:
28
The effects of dollar/sterling exchange rate volatility on futures markets for coffee and cocoa
Jumah, Adusei
;
Kunst, Robert M.
- In:
European review of agricultural economics : ERAE
28
(
2001
)
3
,
pp. 307-328
Persistent link: https://www.econbiz.de/10001613439
Saved in:
29
Hedging crop risk with yield insurance futures and options
Mahul, Olivier
;
Vermersch, Dominique
- In:
European review of agricultural economics : ERAE
27
(
2000
)
2
,
pp. 109-126
Persistent link: https://www.econbiz.de/10001495758
Saved in:
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