//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"McAleer, Michael"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~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
Does the Choice of Performance...
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Capital income
4
Kapitaleinkommen
4
Volatility
4
Volatilität
4
ARCH model
3
ARCH-Modell
3
Commodity derivative
3
Oil price
3
Rohstoffderivat
3
Ölpreis
3
Portfolio selection
2
Portfolio-Management
2
Time series analysis
2
Zeitreihenanalyse
2
Adjustments
1
Aktienindex
1
Börsenkurs
1
Conditional correlations
1
Correlation
1
Credit derivative
1
Crude oil prices
1
Edelmetall
1
Estimation
1
Forward and futures prices
1
Hedging
1
Korrelation
1
Kreditderivat
1
MOVE
1
Mathematical programming
1
Mathematische Optimierung
1
Multivariate GARCH
1
Precious metal
1
Risikomaß
1
Risk
1
Risk measure
1
SMOVE
1
Schätzung
1
Sectoral CDS
1
Share price
1
Spillover effect
1
more ...
less ...
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
4
Author
All
McAleer, Michael
Gupta, Rangan
19
Tiwari, Aviral Kumar
10
Bouri, Elie
8
Wohar, Mark E.
8
Demirer, Rıza
7
Dai, Zhifeng
6
Ur Rehman, Mobeen
6
Wang, Yudong
6
Xuan Vinh Vo
6
Kang, Sang Hoon
5
Wen, Fenghua
5
Yoon, Seong-min
5
Zhu, Huiming
5
Chang, Chia-Lin
4
Cho, Hoon
4
Hammoudeh, Shawkat
4
Ji, Qiang
4
Jung, Hojin
4
Kim, Jong-Min
4
Liu, Li
4
Ma, Feng
4
Perez de Gracia, Fernando
4
Pierdzioch, Christian
4
Ryu, Doojin
4
Seok, Sang Ik
4
Shahzad, Syed Jawad Hussain
4
Yin, Libo
4
Zhou, Liyun
4
Abakah, Emmanuel Joel Aikins
3
Bianconi, Marcelo
3
Caporin, Massimiliano
3
Eom, Cheoljun
3
Hau, Liya
3
Kang, Jangkoo
3
Kang, Jie
3
Kim, Dong H.
3
Lee, Changjun
3
Lee, Chien-chiang
3
Mensi, Walid
3
more ...
less ...
Published in...
All
The North American journal of economics and finance : a journal of financial economics studies
Energy economics
Discussion paper / Tinbergen Institute
30
Documentos de Trabajo del ICAE
23
Tinbergen Institute Discussion Paper
21
Econometric Institute research papers
18
Tinbergen Institute Discussion Papers
15
KIER Working Papers
14
Working Papers in Economics
14
Econometric Institute Research Papers
13
Working paper
12
Journal of risk and financial management : JRFM
4
International review of economics & finance : IREF
2
Journal of econometrics
2
Mathematics and Computers in Simulation (MATCOM)
2
Nota di Lavoro
2
Risks : open access journal
2
Working Papers / Fondazione ENI Enrico Mattei (FEEM)
2
Econometric reviews
1
Economies
1
Economies : open access journal
1
FEEM Working Paper
1
International Review of Economics & Finance
1
International journal of forecasting
1
Journal of Risk and Financial Management
1
Journal of travel research : a quarterly publication of the Travel and Tourism Research Association
1
MPRA Paper
1
School of Accounting, Finance and Economics & FEMARC working paper series
1
The Japanese economic review : the journal of the Japanese Economic Association
1
The North American Journal of Economics and Finance
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
Tinbergen Institute Discussion Paper 2017-097/III
1
Tinbergen Institute Discussion Paper 2018-031/III
1
Tinbergen Institute Discussion Paper 2018-048/III
1
USC-INET Research Paper
1
more ...
less ...
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Analyzing and forecasting volatility spillovers, asymmetries and hedging in major oil markets
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
- In:
Energy economics
32
(
2010
)
6
,
pp. 1445-1455
Persistent link: https://www.econbiz.de/10008935991
Saved in:
2
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:
3
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:
4
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->