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~person:"McAleer, Michael"
~subject:"Oil price"
~subject:"Rohstoffderivat"
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Oil price
Rohstoffderivat
Volatility
326
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287
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125
Estimation
86
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86
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McAleer, Michael
Gupta, Rangan
56
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46
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38
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36
Ji, Qiang
33
Manera, Matteo
29
Bouri, Elie
28
Filis, George
26
Tiwari, Aviral Kumar
26
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26
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25
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24
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22
Salisu, Afees A.
19
Nguyen, Duc Khuong
18
Caporale, Guglielmo Maria
17
Chevallier, Julien
17
Degiannakis, Stavros
17
Guesmi, Khaled
17
Zhang, Yaojie
17
Elder, John
16
Mohaddes, Kamiar
16
Kang, Sang Hoon
15
Prokopczuk, Marcel
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Spagnolo, Nicola
15
Wen, Fenghua
15
Yin, Libo
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Zhu, Huiming
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Kilian, Lutz
14
Pierdzioch, Christian
14
Shahzad, Syed Jawad Hussain
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Demirer, Rıza
13
Guerrieri, Luca
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Nicolini, Marcella
13
Ratti, Ronald A.
13
Tansuchat, Roengchai
13
Wohar, Mark E.
13
Xuan Vinh Vo
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ECONIS (ZBW)
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1
Modelling time-vaying conditionl correlations in the
volatility
of Tapus oil spot and forward returns
Manera, Matteo
;
McAleer, Michael
;
Grasso, Margherita
- In:
Applied financial economics
16
(
2006
)
7
,
pp. 525-533
Persistent link: https://www.econbiz.de/10003320406
Saved in:
2
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:
3
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:
4
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:
5
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:
6
Crude oil hedging strategies using dynamic multivariate GARCH
Roengchai Tansuchat
;
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008669351
Saved in:
7
Analyzing and forecasting
volatility
spillovers, asymmetries and hedging in major oil markets
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
-
2010
Persistent link: https://www.econbiz.de/10008669993
Saved in:
8
Modeling the
volatility
in global fertilizer prices
Chen, Ping-yu
;
Chang, Chia-lin
;
Chen, Chi-chung
; …
-
2010
Persistent link: https://www.econbiz.de/10008688821
Saved in:
9
Modelling conditional correlations in the
volatility
of Asian rubber spot and futures returns
Chang, Chia-Lin
;
Khamkaew, Thanchanok
;
McAleer, Michael
; …
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008689063
Saved in:
10
Exchange rate and industrial commodity
volatility
transmissions, asymmetries and hedging strategies
Hammoudeh, Shawkat
;
Yuan, Yuan
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008689068
Saved in:
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