//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Energy economics"
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
Multivariate Stochastic Volati...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Commodity derivative
5
Rohstoffderivat
5
Volatility
4
Volatilität
4
ARCH model
3
ARCH-Modell
3
Hedging
3
Oil price
3
Ölpreis
3
Biofuel
2
Biokraftstoff
2
Capital income
2
Estimation
2
Kapitaleinkommen
2
Schätzung
2
Spillover effect
2
Spillover-Effekt
2
Spot market
2
Spotmarkt
2
Adjustments
1
Agrarmarkt
1
Agrarpreis
1
Agrarproduktion
1
Agricultural market
1
Agricultural price
1
Agricultural production
1
Agricultural products
1
Arbitrage
1
Arbitrage opportunities
1
Biofuels
1
Börsenkurs
1
Causality
1
Causality analysis
1
Commodity exchange
1
Commodity price
1
Covolatility spillovers
1
Credit derivative
1
Credit market
1
Credit risk
1
Depth
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
12
Type of publication (narrower categories)
All
Article in journal
7
Aufsatz in Zeitschrift
7
Language
All
English
7
Undetermined
5
Author
All
McAleer, Michael
12
Chang, Chia-Lin
10
Hammoudeh, Shawkat
6
Chen, Li-Hsueh
2
Liu, Tengdong
2
Roengchai Tansuchat
2
Sari, Ramazan
2
Hooi Hooi Lean
1
Lean, Hooi Hooi
1
Liu, Chia-Ping
1
Tansuchat, Roengchai
1
Wong, Wing Keung
1
Wong, Wing-Keung
1
more ...
less ...
Published in...
All
Energy economics
Econometric Institute research papers
239
Discussion paper / Tinbergen Institute
140
Tinbergen Institute Discussion Paper
133
Econometric Institute Research Papers
130
Working Papers in Economics
122
Working paper
122
Documentos de Trabajo del ICAE
117
KIER Working Papers
92
CIRJE F-Series
77
Journal of econometrics
69
Tinbergen Institute Discussion Papers
66
Econometric reviews
64
Journal of economic surveys
58
Mathematics and Computers in Simulation (MATCOM)
54
Journal of Economic Surveys
39
Working papers in economics and econometrics
38
Journal of Econometrics
34
CARF F-Series
33
Working papers in quantitative economics and econometrics
30
Journal of Risk and Financial Management
28
Econometric Reviews
23
Journal of risk and financial management : JRFM
22
Applied economics
20
Annals of financial economics
17
Working Papers / Economics Department, Queen's University
16
School of Accounting, Finance and Economics & FEMARC working paper series
14
Discussion paper / Institute of Social and Economic Research
13
Economics letters
13
ISER Discussion Paper
13
Econometric theory
12
The North American journal of economics and finance : a journal of financial economics studies
12
Tourism management : research, policies, practice
12
Economics Letters
11
International journal of forecasting
11
International review of economics & finance : IREF
11
Applied financial economics
10
Econometrics
10
Working papers / School of Business, Edith Cowan University
10
Departmental Working Papers / Southern Methodist University, Department of Economics
9
more ...
less ...
Source
All
ECONIS (ZBW)
7
OLC EcoSci
5
Showing
1
-
10
of
12
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Risk spillovers in oil-related CDS, stock and credit markets
Hammoudeh, Shawkat
;
Liu, Tengdong
;
Chang, Chia-Lin
; …
- In:
Energy economics
36
(
2013
),
pp. 526-535
Persistent link: https://www.econbiz.de/10010083784
Saved in:
2
Causality between market liquidity and depth for energy and grains
Sari, Ramazan
;
Hammoudeh, Shawkat
;
Chang, Chia-Lin
; …
- In:
Energy economics
34
(
2012
)
5
,
pp. 1683-1693
Persistent link: https://www.econbiz.de/10010002890
Saved in:
3
Crude oil hedging strategies using dynamic multivariate GARCH
Chang, Chia-Lin
;
McAleer, Michael
;
Tansuchat, Roengchai
- In:
Energy economics
33
(
2011
)
5
,
pp. 912-924
Persistent link: https://www.econbiz.de/10009328791
Saved in:
4
Asymmetric adjustments in the ethanol and grains markets
Chang, Chia-Lin
;
Chen, Li-Hsueh
;
Hammoudeh, Shawkat
; …
- In:
Energy economics
34
(
2012
)
6
,
pp. 1990-2003
Persistent link: https://www.econbiz.de/10010034763
Saved in:
5
Market efficiency of oil spot and futures: A mean-variance and stochastic dominance approach
Lean, Hooi Hooi
;
McAleer, Michael
;
Wong, Wing-Keung
- In:
Energy economics
32
(
2010
)
5
,
pp. 979-987
Persistent link: https://www.econbiz.de/10008640009
Saved in:
6
Crude oil hedging strategies using dynamic multivariate GARCH
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
- In:
Energy economics
33
(
2011
)
5
,
pp. 912-923
Persistent link: https://www.econbiz.de/10009382992
Saved in:
7
Risk spillovers in oil-related CDS, stock and credit markets
Hammoudeh, Shawkat
;
Liu, Tengdong
;
Chang, Chia-Lin
; …
- In:
Energy economics
36
(
2013
),
pp. 526-535
Persistent link: https://www.econbiz.de/10009724647
Saved in:
8
Causality between market liquidity and depth for energy and grains
Sari, Ramazan
;
Hammoudeh, Shawkat
;
Chang, Chia-Lin
; …
- In:
Energy economics
34
(
2012
)
5
,
pp. 1683-1692
Persistent link: https://www.econbiz.de/10009687959
Saved in:
9
Asymmetric adjustments in the ethanol and grains markets
Chang, Chia-Lin
;
Chen, Li-Hsueh
;
Hammoudeh, Shawkat
; …
- In:
Energy economics
34
(
2012
)
6
,
pp. 1990-2002
Persistent link: https://www.econbiz.de/10009688901
Saved in:
10
Market efficiency of oil spot and futures : a mean-variance and stochastic dominance approach
Hooi Hooi Lean
;
McAleer, Michael
;
Wong, Wing Keung
- In:
Energy economics
32
(
2010
)
5
,
pp. 979-986
Persistent link: https://www.econbiz.de/10008934355
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->