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Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns

Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns

by Chang, Chia-Lin, Tansuchat, Roengchai, McAleer, Michael
Year of Publication 01.01.2010

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Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH

Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH

by Chia-Lin, Chang, McAleer, Michael, Tansuchat, Roengchai
Published in IDEAS Working Paper Series from RePEc (01.01.2010)

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Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH

Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH

by Tansuchat, Roengchai, Chia-Lin, Chang, McAleer, Michael
Published in IDEAS Working Paper Series from RePEc (01.01.2010)

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Paper

Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH

Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH

by Chang, Chia-Lin, Tansuchat, Roengchai, McAleer, Michael
Year of Publication 01.01.2010

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Paper

Modelling Long Memory Volatility in Agricultural Commodity Futures Returns

Modelling Long Memory Volatility in Agricultural Commodity Futures Returns

by Chang, Chia-Lin, Tansuchat, Roengchai, McAleer, Michael
Year of Publication 01.10.2009

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Modelling Long Memory Volatility in Agricultural Commodity Futures Returns

Modelling Long Memory Volatility in Agricultural Commodity Futures Returns

by Chang, Chia-Lin, Tansuchat, Roengchai, McAleer, Michael
Year of Publication 01.10.2009

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Paper

Volatility Spillovers Between Crude Oil Futures Returns and Oil Company Stocks Return

Volatility Spillovers Between Crude Oil Futures Returns and Oil Company Stocks Return

by Chang, Chia-Lin, McAleer, Michael, Tansuchat, Roengchai
Year of Publication 01.08.2009

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Modelling Conditional Correlations for Risk Diversification in Crude Oil Markets

Modelling Conditional Correlations for Risk Diversification in Crude Oil Markets

by Chang, Chia-Lin, McAleer, Michael, Tansuchat, Roengchai
Year of Publication 01.08.2009

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Forecasting Volatility and Spillovers in Crude Oil Spot, Forward and Futures Markets

Forecasting Volatility and Spillovers in Crude Oil Spot, Forward and Futures Markets

by Chang, Chia-Lin, McAleer, Michael, Tansuchat, Roengchai
Year of Publication 01.08.2009

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Paper

Modelling Conditional Correlations for Risk Diversification in Crude Oil Markets

Modelling Conditional Correlations for Risk Diversification in Crude Oil Markets

by Chang, Chia-Lin, McAleer, Michael, Tansuchat, Roengchai
Year of Publication 01.08.2009

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Paper

Forecasting Volatility and Spillovers in Crude Oil Spot, Forward and Futures Markets

Forecasting Volatility and Spillovers in Crude Oil Spot, Forward and Futures Markets

by Chang, Chia-Lin, McAleer, Michael, Tansuchat, Roengchai
Year of Publication 01.08.2009

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Paper

Volatility Spillovers Between Crude Oil Futures Returns and Oil Company Stocks Return

Volatility Spillovers Between Crude Oil Futures Returns and Oil Company Stocks Return

by Chang, Chia-Lin, McAleer, Michael, Tansuchat, Roengchai
Year of Publication 01.08.2009

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Paper

Modelling Long Memory Volatility in Agricultural Commodity Futures Returns

Modelling Long Memory Volatility in Agricultural Commodity Futures Returns

by Tansuchat, Roengchai, Chia-Lin, Chang, McAleer, Michael
Published in IDEAS Working Paper Series from RePEc (01.01.2009)

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Paper

Modelling Conditional Correlations for Risk Diversification in Crude Oil Markets

Modelling Conditional Correlations for Risk Diversification in Crude Oil Markets

by Chia-Lin, Chang, McAleer, Michael, Tansuchat, Roengchai
Published in IDEAS Working Paper Series from RePEc (01.01.2009)

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Paper

Forecasting Volatility and Spillovers in Crude Oil Spot, Forward and Futures Markets

Forecasting Volatility and Spillovers in Crude Oil Spot, Forward and Futures Markets

by Chia-Lin, Chang, McAleer, Michael, Tansuchat, Roengchai
Published in IDEAS Working Paper Series from RePEc (01.01.2009)

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Paper

Volatility Spillovers Between Crude Oil Futures Returns and Oil Company Stocks Return

Volatility Spillovers Between Crude Oil Futures Returns and Oil Company Stocks Return

by Chia-Lin, Chang, McAleer, Michael, Tansuchat, Roengchai
Published in IDEAS Working Paper Series from RePEc (01.01.2009)

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Paper

Modelling Conditional Correlations in the Volatility of Asian Rubber Spot and Futures Returns

Modelling Conditional Correlations in the Volatility of Asian Rubber Spot and Futures Returns

by Chang, Chia-Lin, McAleer, Michael, Tansuchat, Roengchai, Khamkaew, Thanchanok
Year of Publication 01.09.2010

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Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations

Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations

by Chang, Chia-Lin, McAleer, Michael, Tansuchat, Roengchai, Khamkaew, Thanchanok
Year of Publication 01.08.2010

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Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations

Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations

by Chang, Chia-Lin, McAleer, Michael, Tansuchat, Roengchai, Khamkaew, Thanchanok
Year of Publication 01.05.2010

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Modelling Conditional Correlations in the Volatility of Asian Rubber Spot and Futures Returns

Modelling Conditional Correlations in the Volatility of Asian Rubber Spot and Futures Returns

by Chia-Lin, Chang, Khamkaew, Thanchanok, McAleer, Michael, Tansuchat, Roengchai
Published in IDEAS Working Paper Series from RePEc (01.01.2010)

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