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~isPartOf:"Energy economics"
~person:"McAleer, Michael"
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Commodity derivative
5
Rohstoffderivat
5
Volatility
4
Volatilität
4
ARCH model
3
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3
Capital income
3
Hedging
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McAleer, Michael
Hammoudeh, Shawkat
60
Smyth, Russell
53
Sueyoshi, Toshiyuki
50
Lin, Boqiang
45
Lee, Chien-chiang
41
Clarke, Leon
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Su, Bin
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Ji, Qiang
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31
Wei, Yi-Ming
31
Filippini, Massimo
30
Payne, James E.
28
Wang, Yudong
28
Gupta, Rangan
26
Uddin, Mohammed Gazi Salah
26
Wang, Shouyang
26
Weyant, John P.
26
Narayan, Paresh Kumar
25
Sadorsky, Perry A.
25
Chevallier, Julien
24
Awaworyi Churchill, Sefa
23
Shi, Xunpeng
23
Benth, Fred Espen
21
Kang, Sang Hoon
21
Löschel, Andreas
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Soytas, Ugur
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Bunn, Derek W.
20
Dong, Xiucheng
20
Hunt, Lester C.
20
Ma, Feng
20
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Rutherford, Thomas F.
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Energy economics
Working Papers in Economics
122
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Econometric Institute research papers
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CIRJE F-Series
77
Working papers in economics and econometrics
38
CARF F-Series
33
Working papers in quantitative economics and econometrics
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Annals of financial economics
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Econometric Institute Research Papers
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Working Papers / Economics Department, Queen's University
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Applied economics
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School of Accounting, Finance and Economics & FEMARC working paper series
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Discussion paper / Tinbergen Institute
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KIER Working Papers
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International review of economics & finance : IREF
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Tinbergen Institute Discussion Paper
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Journal of Risk and Financial Management
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The North American journal of economics and finance : a journal of financial economics studies
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Applied Economics
8
Economics letters
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The North American Journal of Economics and Finance
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Economics Letters
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Energy Economics
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Applied financial economics
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Tourism economics : the business and finance of tourism and recreation
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Applied Financial Economics
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Journal of economic surveys
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Journal of risk and financial management : JRFM
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Mathematics and Computers in Simulation (MATCOM)
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The Review of Economics and Statistics
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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The review of economics and statistics
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Canadian Journal of Economics
3
Journal of Reviews on Global Economics
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The Canadian journal of economics
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ECONIS (ZBW)
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OLC EcoSci
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1
Volatility spillovers for spot, futures, and ETF prices in agriculture and energy
Chang, Chia-Lin
;
Liu, Chia-Ping
;
McAleer, Michael
- In:
Energy economics
81
(
2019
),
pp. 779-792
Persistent link: https://www.econbiz.de/10012172983
Saved in:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
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:
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