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Latent volatility granger causality and spillovers in renewable energy and crude oil ETFs

Chang, Chia-Lin; McAleer, Michael; Wang, Yu-Ann - 2018

The purpose of the paper is to examine latent volatility Granger causality for four renewable energy Exchange Traded Funds (ETFs) and crude oil ETF (USO), namely solar (TAN), wind (FAN), water (PIO), and nuclear (NLR). Data on the renewable energy and crude oil ETFs are from 18 June 2008 to 20...

Persistent link: https://www.econbiz.de/10011869279

Forecasting the volatility of Nikkei 225 futures

Asai, Manabu; McAleer, Michael - In: The journal of futures markets 37 (2017) 11, pp. 1141-1152

Persistent link: https://www.econbiz.de/10011951006

Market timing with moving averages

Ilomäki, Jukka; Laurila, Hannu; McAleer, Michael - 2018 - Revised: June 2018

Persistent link: https://www.econbiz.de/10011915058

Market timing with moving averages for fossil fuel and renewable energy stocks

Chang, Chia-Lin; Ilomäki, Jukka; Laurila, Hannu; … - 2018

Persistent link: https://www.econbiz.de/10011920543

Size, internationalization and university rankings : evaluating Times Higher Education (THE) data for Japan

McAleer, Michael; Nakamura, Tamotsu; Watkins, Clinton - 2018

Persistent link: https://www.econbiz.de/10011920676

Editorial statement of intent for Advances in Decision Sciences (ADS) : 22nd anniversary special issue in 2018

Chang, Chia-Lin (ed.); McAleer, Michael (ed.); … - 2018

Persistent link: https://www.econbiz.de/10011920681

Research ideas for Advances in Decision Sciences (ADS) : 22nd anniversary special issue in 2018

Chang, Chia-Lin (ed.); McAleer, Michael (ed.); … - 2018

Persistent link: https://www.econbiz.de/10011920689

Financial credit risk evaluation based on core enterprise supply chains

Mou, WeiMing; Wong, Wing Keung; McAleer, Michael - 2018

Persistent link: https://www.econbiz.de/10011920692

Long run returns predictability and volatility with moving averages

Chang, Chia-Lin; Ilomäki, Jukka; Laurila, Hannu; … - 2018

Persistent link: https://www.econbiz.de/10011920696

Connecting VIX and stock index ETF with VAR and diagonal BEKK

Chang, Chia-Lin; Hsieh, Tai-Lin; McAleer, Michael - 2018 - Revised: September 2018

Persistent link: https://www.econbiz.de/10011920700

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