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subject:"Schätzung"
~person:"Kang, Boda"
~person:"McAleer, Michael"
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Schätzung
Rohstoffderivat
69
Commodity derivative
67
Volatilität
45
Volatility
44
ARCH-Modell
32
ARCH model
31
Ölpreis
29
Oil price
28
Spotmarkt
24
Spot market
23
Estimation
21
Spillover-Effekt
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20
Welt
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Kapitaleinkommen
17
Capital income
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14
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Erdöl
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8
Portfolio-Management
8
Erneuerbare Ressourcen
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Renewable resources
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Commodity price
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Effizienzmarkthypothese
6
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English
21
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Kang, Boda
McAleer, Michael
Chang, Chia-Lin
13
McMillen, Daniel P.
13
Belke, Ansgar
12
Ma, Feng
12
Bordon, Ingo G.
11
Arezki, Rabah
10
Prokopczuk, Marcel
9
Wei, Yu
9
Tansuchat, Roengchai
8
Wang, Yudong
8
Chiarella, Carl
7
Dehn, Jan
7
Korn, Olaf
7
McDonald, John F.
7
Mignon, Valérie
7
Nielsen, Morten Ørregaard
7
Triantafyllou, Athanasios
7
Caporale, Guglielmo Maria
6
Christiano, Lawrence J.
6
Ciferri, Davide
6
Frankel, Jeffrey A.
6
Giannone, Domenico
6
Girardi, Alessandro
6
Ji, Qiang
6
Kilian, Lutz
6
McKenzie, Andrew M.
6
Schmitt-Grohé, Stephanie
6
Uribe, Martín
6
Volz, Ulrich
6
Xu, Ke
6
Zhang, Yaojie
6
Alquist, Ron
5
Balcilar, Mehmet
5
Baumeister, Christiane
5
Bloch, Harry
5
Bühler, Wolfgang
5
Chari, Varadarajan V.
5
Coibion, Olivier
5
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University of Canterbury / Dept. of Economics and Finance
1
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Econometric Institute research papers
5
Energy economics
2
Working paper
2
29th International Conference of the French Finance Association (AFFI) 2012
1
Applied financial economics
1
International journal of forecasting
1
International review of economics & finance : IREF
1
Nonlinear economic dynamics and financial modelling : essays in honour of Carl Chiarella
1
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
1
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ECONIS (ZBW)
21
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1
On the volatility of commodity futures prices
Clewlow, Les
;
Kang, Boda
;
Nikitopoulos, Christina Sklibosios
- In:
Nonlinear economic dynamics and financial modelling : …
,
(pp. 315-334)
.
2014
Persistent link: https://www.econbiz.de/10011286579
Saved in:
2
Are the S&P 500 index and crude oil, natural gas and ethanol futures related for intra-day data?
Caporin, Massimiliano
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 50-70
Persistent link: https://www.econbiz.de/10012202481
Saved in:
3
Efficient estimation and testing of oil futures contracts in a mutual offset system
McAleer, Michael
;
Sequeira, John M.
- In:
Applied financial economics
14
(
2004
)
13
,
pp. 953-962
Persistent link: https://www.econbiz.de/10002195488
Saved in:
4
Conditional correlations and volatility spillovers between crude oil and stock index returns
Roengchai Tansuchat
;
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008669344
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
Conditional correlations and volatility spillovers between crude oil and stock index returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 116-138
Persistent link: https://www.econbiz.de/10009777824
Saved in:
7
Humps in the volatility structure of the crude oil futures market : new evidence
Chiarella, Carl
;
Kang, Boda
;
Nikitopoulos, Christina …
- In:
Energy economics
40
(
2013
),
pp. 989-1000
Persistent link: https://www.econbiz.de/10010355994
Saved in:
8
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:
9
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:
10
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:
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