Volatility Spillovers Between Energy and Agricultural Markets: (2015) ARTICULO Chang, Chia-Lin McAleer, Michael Li, Yiying Documentos de Trabajo (ICAE) Núm. 8 Pág. 1-38

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Citas por clasificación CIRC

Otras citas sin clasificación CIRC: 11

Artículos citantes

Artículo citante Anualidad Localización Autores
Risk Spillovers in Returns for Chinese and International Tourists to Taiwan
Risk Spillovers in Returns for Chinese and International Tourists to Taiwan Núm. 11 Pág. 1-44 ARTICULO 		2018 Documentos de Trabajo (ICAE)
Chang, Chia-Lin Hsu, Shu-Han McAleer, Michael
Latent Volatility Granger Causality and Spillovers in Renewable Energy and Crude Oil ETFs
Latent Volatility Granger Causality and Spillovers in Renewable Energy and Crude Oil ETFs Núm. 15 Pág. 1-58 ARTICULO 		2018 Documentos de Trabajo (ICAE)
Chang, Chia-Lin McAleer, Michael Wang, Yu-Ann
Volatility spillovers and causality of carbon emissions, oil and coal spot and futures for the EU and USA
Volatility spillovers and causality of carbon emissions, oil and coal spot and futures for the EU and USA Núm. 15 Pág. 1-51 ARTICULO 		2017 Documentos de Trabajo (ICAE)
Chang, Chia-Lin McAleer, Michael Zuo, Guangdong
Connecting VIX and Stock Index ETF
Connecting VIX and Stock Index ETF Núm. 8 Pág. 1-42 ARTICULO 		2017 Documentos de Trabajo (ICAE)
Chang, Chia-Lin Hsieh, Tai-Lin McAleer, Michael
Modelling and Testing Volatility Spillovers in Oil and Financial Markets for USA, UK and China
Modelling and Testing Volatility Spillovers in Oil and Financial Markets for USA, UK and China Núm. 9 Pág. 1-46 ARTICULO 		2016 Documentos de Trabajo (ICAE)
Chang, Chia-Lin McAleer, Michael Tian, Jiarong
Volatility spillovers for spot, futures, and ETF prices in energy and agriculture
Volatility spillovers for spot, futures, and ETF prices in energy and agriculture Núm. 11 Pág. 1-56 ARTICULO 		2016 Documentos de Trabajo (ICAE)
Chang, Chia-Lin Liu, Chia-Ping McAleer, Michael
Are the S&P 500 Index and Crude Oil, Natural Gas and Ethanol Futures Related for Intra-Day Data?
Are the S&P 500 Index and Crude Oil, Natural Gas and Ethanol Futures Related for Intra-Day Data? Núm. 1 Pág. 1-45 ARTICULO 		2016 Documentos de Trabajo (ICAE)
Caporin, Massimiliano Chang, Chia-Lin McAleer, Michael
Testing co-volatility spillovers for natural gas spot, futures and ETF spot using dynamic conditional covariances
Testing co-volatility spillovers for natural gas spot, futures and ETF spot using dynamic conditional covariances Núm. 10 Pág. 1-55 ARTICULO 		2016 Documentos de Trabajo (ICAE)
Chang, Chia-Lin McAleer, Michael Wang, Yanghuiting
How are VIX and Stock Index ETF Related?
How are VIX and Stock Index ETF Related? Núm. 2 Pág. 1-47 ARTICULO 		2016 Documentos de Trabajo (ICAE)
Chang, Chia-Lin Tai-Lin, Hsieh McAleer, Michael
An econometric analysis of ETF and ETF futures in financial and energy markets using generated regressors
An econometric analysis of ETF and ETF futures in financial and energy markets using generated regressors Núm. 12 Pág. 1-59 ARTICULO 		2016 Documentos de Trabajo (ICAE)
Chang, Chia-Lin McAleer, Michael Wang, Chien-Hsun
Volatility Spillover and Multivariate Volatility Impulse Response Analysis of GFC News Events
Volatility Spillover and Multivariate Volatility Impulse Response Analysis of GFC News Events Núm. 16 Pág. 1-39 ARTICULO 		2016 Documentos de Trabajo (ICAE)
Allen, David E McAleer, Michael Powell, Robert J. Singh, Abhay K.

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