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Volatility regimes, asymmetric basis effects and forecasting performance : an empirical investigation of the WTI crude oil futures market
Chang, Kuang-liang - In: Energy economics 34 (2012) 1, pp. 294-306
Persistent link: https://www.econbiz.de/10009618842
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The time-varying and asymmetric dependence between crude oil spot and futures markets : evidence from the mixture copula-based ARJI-GARCH model
Chang, Kuang-liang - In: Economic modelling 29 (2012) 6, pp. 2298-2309
Persistent link: https://www.econbiz.de/10009673749
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A mixed dependence between the exchange rate and international crude oil returns : an application of dynamic mixture copula
Chang, Kuang-Liang - In: Emerging markets finance & trade : a journal of the … 53 (2017) 10/11/12, pp. 2347-2360
Persistent link: https://www.econbiz.de/10011825350
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Does crude oil price play an important role in explaining stock return behavior?
Chang, Kuang-liang; Yu, Shih-ti - In: Energy economics 39 (2013), pp. 159-168
Persistent link: https://www.econbiz.de/10010234976
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The asymmetric spillover effect of the Markov switching mechanism from the futures market to the spot market
Chang, Kuang-Liang; Lee, Chingnun - In: International review of economics & finance : IREF 69 (2020), pp. 374-388
Persistent link: https://www.econbiz.de/10012486979